Numerical A-Stability for Difference-Differential Systems
In recent years, general purpose programs have been created for numerically integrating systems of ordinary differential equations. Many of these packages use A-stable or stiffly stable numerical methods. It is quite natural to attempt to extend the applicability of these packages to include delay terms. This allows, in electrical engineering, lossless transmission lines to be used and in economic models, it is quite natural to have delays. From a programming standpoint, there is little difficulty in adding these extra terms since one only has to store the past values of the delayed variables and interpolate.
KeywordsCharacteristic Equation General Purpose Program Stable Numerical Method Lossless Transmission Line Discrete Time Equation
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