Higher order methods for solving Volterra integrodifferential equations of the first kind

摘要

A highly accurate, diagonally implicit Runge-Kutta method (DIRK) is used for the numerical solution of linear Volterra integrodifferential equations of the first kind after converting the equations into equations of the second kind. The numerical method shows very good stability, and, as opposed to the first kind of equations, the second kind of equations are not ill-posed.