On the numerical stability of the general linear methods for Volterra integro-differential equations (Q2311790)

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On the numerical stability of the general linear methods for Volterra integro-differential equations
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    On the numerical stability of the general linear methods for Volterra integro-differential equations (English)
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    4 July 2019
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    The authors study the numerical stability of the general linear methods for Volterra integro-differential equations. A combination of special diagonally implicit multistage integration methods (DIMSIMs) of types 1 and 2 with Gregory quadrature rule for solving the problem is considered, referred to as efficient general linear methods EGLMG and general linear methods (GLMG) respectively, which have been introduced in [\textit{H. Mahdi} et al., Appl. Numer. Math. 127, 95--109 (2018; Zbl 1382.65470)] and which are reviewed in this paper. The authors investigate the stability properties of EGLMG and GLMG with respect to the convolution test equation by providing the recurrence relation and the stability matrix. Verification of the theoretical results are given. Finally, some closing remarks are given.
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    Volterra integro-differential equations
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    general linear methods
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    Gregory quadrature rule
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    linear stability analysis
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    convolution test equation
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