SciCADE99
 

Abstract

    

The NGP-stability of Runge-Kutta methods for systems of neutral delay differential equations

Lin Qiu
qiulin@torii.nuie.nagoya-u.ac.jp
Nagoya University, Japan

This paper deals with the stability analysis of implicit Runge-Kutta methods for the numerical solutions of the systems of neutral delay differential equations. We focus on the behavior of such methods with respect to the linear test equations
y'(t) = L*y(t) + M*y(t-tau) + N*y'(t-tau), t geq 0
y(t) = g(t), -tau leq t leq 0

where tau > 0, L, M and N are d x d complex matrices. We show that an implicit Runge-Kutta method is NGP-stable if and only if it is A-stable.

MINISIMPOSIUM SESSION: 3. Numerical methods for delay equations (2 sessions)

Submitted: 04/Jun/99
[SciCADE99 | Abstracts | Sessions]