Stability analysis of an implicit and explicit numerical method for Volterra integro-differential equations with kernel K(x,y(t),t)

Abstract

We present implicit and explicit versions of a numerical algorithm for solving a Volterra integro-differential equation. These algorithms are an extension of our previous work, and cater for a kernel of general form. We use an appropriate test equation to study the stability of both algorithms, numerically deriving stability regions. The region for the implicit method appears to be unbounded, while the explicit has a bounded region close to the origin. We perform a few calculations to demonstrate our results.