Generalized reducible quadrature methods for Volterra integral and integro-differential equations (Q579913)

For the numerical solution of ordinary differential equations general linear methods of the form \(\sum^{k}_{i=0}\alpha_ iy_{n+i}=h\sum^{k}_{i=0}\beta_ if_{n+i}\) are considered. Here, in contrast to classical linear multistep methods, the coefficients \(\alpha_ i\) and \(\beta_ i\) are h-independent matrices. As in the classical case, these methods define (generalized) reducible quadrature formulas and can be used to solve numerically Volterra integral equations. Convergence results for these methods, when applied to ordinary differential equations, to Volterra integral equations of the secod kind and to Volterra integro-differential equations, are presented.