Recent advances in the numerical solution of Volterra integral equations

Natural Volterra Runge--Kutta methods and general linear methods are two large family of the methods which have recently attracted more attention in the numerical solution of Volterra integral equations. The purpose of the paper is the presentation of some recent advances in these methods. Also, implementation issues for these methods will be discussed.

Keywords:

Volterra integral equations , general linear methods , natural Volterra Runge--Kutta methods , Nordsieck technique , implementation issues