Stability of Runge-Kutta-Pouzet methods for Volterra integro-differential equations with delays

Abstract

This paper is concerned with the study of the stability of Runge-Kutta-Pouzet methods for Volterra integro-differential equations with delays. We are interested in the comparison between the analytical and numerical stability regions. First, we focus on scalar equations with real coefficients. It is proved that all Gauss-Pouzet methods can retain the asymptotic stability of the analytical solution. Then, we consider the multidimensional case. A new stability condition for the stability of the analytical solution is given. Under this condition, the asymptotic stability of Gauss-Pouzet methods is investigated.

Keywords

Volterra delay integro-differential equation / asymptotic stability / Runge-Kutta-Pouzet method

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