We consider Runge–Kutta methods applied to delay differential equations with real a and b. If the numerical solution tends to zero whenever the exact solution does, the method is called -stable. Using the theory of order stars we characterize high-order symmetric methods with this property. In particular, we prove that all Gauss methods are -stable. Furthermore, we present sufficient conditions and we give evidence that also the Radau methods are -stable. We conclude this article with some comments on the case where a andb are complex numbers.
Order stars and stability for delay differential equations
GUGLIELMI N;
1999-01-01
Abstract
We consider Runge–Kutta methods applied to delay differential equations with real a and b. If the numerical solution tends to zero whenever the exact solution does, the method is called -stable. Using the theory of order stars we characterize high-order symmetric methods with this property. In particular, we prove that all Gauss methods are -stable. Furthermore, we present sufficient conditions and we give evidence that also the Radau methods are -stable. We conclude this article with some comments on the case where a andb are complex numbers.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.