On the Stability of Volterra-Runge-Kutta Methods

Hairer, Ernst; Lubich, Christian

Scientific article

English

On the Stability of Volterra-Runge-Kutta Methods

ContributorsHairer, Ernst; Lubich, Christian

Published inSIAM journal on numerical analysis, vol. 21, no. 1, p. 123-135

Publication date1984

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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Citation (ISO format)

HAIRER, Ernst, LUBICH, Christian. On the Stability of Volterra-Runge-Kutta Methods. In: SIAM journal on numerical analysis, 1984, vol. 21, n° 1, p. 123–135.

Article (Published version)

Identifiers

PID : unige:12461

Commercial URLhttp://www.jstor.org/stable/2157050

ISSN of the journal0036-1429

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On the Stability of Volterra-Runge-Kutta Methods

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