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On the Stability of Volterra-Runge-Kutta Methods

Lubich, Christian
Published in SIAM Journal on Numerical Analysis. 1984, vol. 21, no. 1, p. 123-135
Abstract We investigate the stability of extended Runge-Kutta methods for Volterra integral equations of the second kind. As test equations we choose linear convolution equations with positive definite L^1-kernel. Our results are strongly connected with the contractivity of Runge-Kutta methods for nonlinear dissipative differential equations.
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Deposited on : 2010-11-15

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