Asymptotic behavior of multistep runge-kutta methods for systems of delay differential equations
Article
Received:
- 48 Downloads
- 1 Citations
Abstract
This paper deals with the asymptotic behavior of multistep Runge-Kutta methods for systems of delay differential equations (DDEs). With the help of K.J. in't Hout's analytic technique for the numerical stability of onestep Runge-Kutta methods, we obtain that a multistep Runge-Kutta method for DDEs is stable iff the corresponding methods for ODEs isA-stable under suitable interpolation conditions.
Key words
Stability multistep Runge-Kutta methods DDEsPreview
Unable to display preview. Download preview PDF.
References
- 1.V.K. Barwell. Special Stability Problem for Functional Equations.BIT, 1975, 15: 130–135.CrossRefMATHGoogle Scholar
- 2.T.A. Bickart.P-stable andP[α,β]-stable Integration/Interpolation Methods in the Solution of Retarded Differential Difference Equations.BIT, 1982, 22: 464–476.CrossRefMATHGoogle Scholar
- 3.D.S. Watanabe, M.G. Roth. The Stability of Difference Formulas for Delay Differential Equations.SIAM J. Numer. Anal., 1985, 22: 132–145CrossRefMATHGoogle Scholar
- 4.M. Zennaro.P-stability Properties of Runge-Kutta Methods for Delay Differential Equations.Numer. Math., 1986, 49: 305–318.CrossRefMATHGoogle Scholar
- 5.M.Z. Liu, M.N. Spijker. The Stability of the θ-methods in the Numerical Solution of Delay Differential Equations.IMA J. Numer. Anal., 1990, 10: 31–48.CrossRefMATHGoogle Scholar
- 6.K.J.in't Hout. A New Interpolation Procedure for Adapting Runge-Kutta Methods to Delay Differential Equations.BIT 1992, 32: 634–649CrossRefMATHGoogle Scholar
- 7.K.J.in't Hout. The Stability of θ-methods for Systems of Delay Differential Equations.Annals of Numer. Math., 1994, 1: 323–334.MATHGoogle Scholar
- 8.T. Koto. A Stability Property ofA-stable Natural Runge-kutta Methods for Systems of Delay Differential Equations.BIT, 1994, 34: 262–267.CrossRefMATHGoogle Scholar
- 9.G.D. Hu, T. Mitsui. Stability of Numerical Methods for Systems of Neutral Delay-differential Equations.BIT, 1995, 35: 504–515CrossRefMATHGoogle Scholar
- 10.H.J. Tian, J.X. Kuang. The Stability of Linear Multistep Methods for Systems of Delay-differential Equations.Numer. Math. (A Journal of Chinese Univ.), 1995, 4(1): 10–16MATHGoogle Scholar
- 11.C.J. Zhang, S.Z. Zhou. The Asymptotic Stability of Theoretical and Numerical Solutions for Systems of Neutral Multidelay-differential Equations.Science in China, 1998, 41 (11): 1153–1157Google Scholar
- 12.K. Burrage. High Order Algebraically Stable Multistep Runge-Kutta Methods.SIAM J. Numer. Anal., 1987, 24: 106–115CrossRefMATHGoogle Scholar
- 13.K.J.in't Hout. Stability Analysis of Runge-Kutta Methods for Systems of Delay Differential Equations.IMA J. Numer. Anal., 1997, 17: 17–27.CrossRefMATHGoogle Scholar
- 14.P. Lancaster, M. Tismenetsky. The Theory of Matrices. Academic Press, Orlando, 1985MATHGoogle Scholar
- 15.K.J.in't Hout, M.N. Spijker. Stability Analysis of Numerical Methods for Delay Differential Equations.Numer. Math., 1991, 59: 807–814.CrossRefMATHGoogle Scholar
- 16.R.A. Horn, C.R. Johnson. Topics in Matrix Analysis. Cambridge University Press, Cambridge, 1991.MATHGoogle Scholar
Copyright information
© Science Press 2001