Nonlinear stability and convergence of two-step Runge-Kutta methods for Volterra delay integro-differential equations (Q370122)

Summary: This paper introduces the stability and convergence of two-step Runge-Kutta methods with a compound quadrature formula for solving nonlinear Volterra delay integro-differential equations. First, the definitions of \((k, l)\)-algebraically stable and asymptotically stable are introduced; then the asymptotical stability of a \((k, l)\)-algebraically stable two-step Runge-Kutta method with \(0 < k < 1\) is proved. For the convergence, the concepts of \(D\)-convergence, diagonally stable, and generalized stage order are firstly introduced; then it is proved by some theorems that if a two-step Runge-Kutta method is algebraically stable and diagonally stable and its generalized stage order is \(p\), then the method with compound quadrature formula is \(D\)-convergent of order at least \(\min\{p, \nu\}\), where \(\nu\) depends on the compound quadrature formula.