This paper deals with convergence and stability of exponential Runge-Kutta methods of collocation type for delay differential equations. It is proved that these kinds of numerical methods converge at least with their stage order. Moreover, a sufficient condition of the numerical stability is provide
✦ LIBER ✦
Runge–Kutta methods for jump–diffusion differential equations
✍ Scribed by Evelyn Buckwar; Martin G. Riedler
- Book ID
- 113511733
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 556 KB
- Volume
- 236
- Category
- Article
- ISSN
- 0377-0427
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