Abstract
This paper is concerned with the numerical solution of delay differential equations(DDEs). We focus on the stability behaviour of Runge-Kutta methods for nonlinear DDEs. The new concepts of GR(l)-stability, GAR(l)-stability and weak GAR(l)-stability are further introduced. We investigate these stability properties for (k, l)-algebraically stable Runge-Kutta methods with a piecewise constant or linear interpolation procedure.
Similar content being viewed by others
REFERENCES
V. K. Barwell, Special stability problems for functional equations, BIT, 15 (1975), pp. 130–135.
A. Bellen and M. Zennaro, Strong contractivity properties of numerical methods for ordinary and delay differential equations, Appl. Numer. Math., 9 (1992), pp. 321–346.
K. Burrage and J. C. Butcher, Stability criteria for implicit Runge-Kutta methods, SIAM J. Numer. Anal. 16 (1979), pp. 46–57.
K. Burrage and J. C. Butcher, Non-linear stability of a general class of differential equation methods, BIT 20 (1980), pp. 185–203.
J. C. Butcher, The Numerical Analysis of Ordinary Differential Equations, John Wiley, New York, 1987.
G. J. Cooper, A generalization of algebraic stability for Runge-Kutta methods, IMA J. Numer. Anal., 4 (1984), pp. 427–440.
K. Dekker and J. G. Verwer, Stability of Runge-Kutta Methods for Stiff Nonlinear Differential Equations, CWI Monographs 2, North-Holland, Amsterdam, 1984.
E. Hairer and G. Wanner, Solving Ordinary Differential Equations II, Springer-Verlag, Berlin, 1991.
C. Huang, S. Li, H. Fu, and G. Chen, Stability and error analysis of one-leg methods for nonlinear delay differential equations, Research Report, ICAM, Xiangtan University, 1997, to appear in J. Comput. Appl. Math. 102 (1999).
K. J. in' t Hout, A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations, BIT, 32 (1992), pp. 634–649.
K. J. in' t Hout, Stability analysis of Runge-Kutta methods for systems of delay differential equations, IMA J. Numer. Anal., 17 (1997), pp. 17–27.
K. J. in't Hout, A note on unconditional maximum norm contractivity of diagonally split Runge-Kutta methods, SIAM J. Numer. Anal., 33 (1996), pp. 1125–1134.
K. J. in' t Hout and M. N. Spijker, Stability analysis of numerical methods for delay differential equations, Numer. Math., 59 (1991), pp. 807–814.
S. Li, Stability criteria for Runge-Kutta methods, Natur. Sci. J. Xiangtan Univ., 9 (1987), pp. 11–17.
S. Li, Theory of Computaional Methods for Stiff Differential Equations, Hunan Science and Technology Publisher, Changsha, 1997.
M. Z. Liu and M. N. Spijker, The stability of the θ-methods in the numerical solution of delay differential equations, IMA J. Numer. Anal., 10 (1990), pp. 31–48.
L. Torelli, Stability of numerical methods for delay differential equations, J. Comput. Appl. Math., 25 (1989), pp. 15–26.
D. S. Watanabe and M. G. Roth, The stability of difference formulas for delay differential equations, SIAM J. Numer. Anal., 22 (1985), pp. 132–145.
M. Zennaro, P-stability of Runge-Kutta methods for delay differential equations, Numer. Math., 49 (1986), pp. 305–318.
M. Zennaro, Contractivity of Runge-Kutta methods with respect to forcing terms, Appl. Numer. Math., 10 (1993), pp. 321–345.
M. Zennaro, Asymptotic stability analysis of Runge-Kutta methods for nonlinear systems of delay differential equations, Numer. Math., 77 (1997), pp. 549–563.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Chengming, H., Hongyuan, F., Shoufu, L. et al. Stability Analysis of Runge-Kutta Methods for Non-Linear Delay Differential Equations. BIT Numerical Mathematics 39, 270–280 (1999). https://doi.org/10.1023/A:1022341929651
Issue Date:
DOI: https://doi.org/10.1023/A:1022341929651