Construction of efficient general linear methods for stiff Volterra integral equations

Abstract

General linear methods in the Nordsieck form have been introduced for the numerical solution of Volterra integral equations. In this paper, we introduce general linear methods of order p and stage order q=p for the numerical solution of Volterra integral equations in general form, rather than Nordsieck form. A- and V0(α)-stable methods are constructed and applied on stiff problems to show their efficiency.