General Linear Methods for Volterra Integro-differential Equations with Memory

  • Authors:
  • Chengjian Zhang;Stefan Vandewalle

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2005

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Abstract

A new class of numerical methods for Volterra integro-differential equations with memory is developed. The methods are based on the combination of general linear methods with compound quadrature rules. Sufficient conditions that guarantee global and asymptotic stability of the solution of the differential equation and its numerical approximation are established. Numerical examples illustrate the convergence and effectiveness of the numerical methods.