Nonlinear Stability and Convergence of Two-Step Runge-Kutta Methods for Volterra Delay Integro-Differential Equations

Abstract

This paper introduces the stability and convergence of two-step Runge-Kutta methods with 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 with0<k<1is proved. For the convergence, the concepts ofD-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 isp, then the method with compound quadrature formula isD-convergent of order at leastmin{p,ν}, whereνdepends on the compound quadrature formula.