Stability of IMEX (implicit-explicit) Runge-Kutta methods applied to delay differential equations (DDEs) is studied on the basis of the scalar test equation du/dt = u(t) + u(t -), where is a constant delay and , are complex parameters. More specifically, P-stability regions of the methods are define
GPG-stability of Runge-Kutta methods for generalized delay differential systems
✍ Scribed by Biao Yang; L. Qiu; T. Mitsui
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 417 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0898-1221
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✦ Synopsis
The GPG-stability of Runge-Kutta methods for the numerical solutions of the systems of delay differential equations is considered. The stability behaviour of implicit Runge-Kutta methods (IRK) is analyzed for the solution of the system of linear test equations with multiple delay terms. After an establishment of a sufficient condition for asymptotic stability of the solutions of the system, a criterion of numerical stability of IRK with the Lagrange interpolation process is given for any stepsize of the method. ~
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