Hi JXB,
I would say that the convolution was not applied correctly. In fact, by applying the Laplace transform to the equation and then anti-transforming, I obtain a very large solution that can not be displayed, but coincides with that calculated using odesolve. See below:
Thanks for that insight. Struggling to follow the math but it is interesting to note that what is a simple academic example is throwing some "issues" once defined/set-up in Mathcad. I was simply doing some checks