Stability and boundedness of numerical approximations to Volterra integral equations

Volterra Integral Equations (VIEs) arise in many problems of real life, as, for example, feedback control theory, population dynamics and fluid dynamics. A reliable numerical simulation of these phenomena requires a careful analysis of the long time behavior of the numerical solution. Here we develop a numerical stability theory for Direct Quadrature (DQ) methods which applies to a quite general and representative class of problems. We obtain stability results under some conditions on the stepsize and, in particular cases, unconditional stability for DQ methods of whatever order. (C) 2017 IMACS. Published by Elsevier B.V. All rights reserved.