SciCADE99
 

Invited Lecture - Abstract

    

Geometric proofs of numerical stability for delay equations.

Nicola Guglielmi
guglielm@univaq.it
Dipartimento di Matematica Pura e Applicata - Universita' di L'Aquila, Italy

This is a joint work with Ernst Hairer

In this paper, asymptotic stability properties of implicit Runge Kutta methods for delay differential equations are considered with respect to the test equation y'(t) = a*y(t) + b*y(t-1) with a, b in (R) C.

In particular, we prove that symmetric methods cannot be unconditionally stable with respect to the considered test equation, while many of them are stable on problems where a in R and b in C. Furthermore, we prove that Radau-IIA methods are stable on the subclass of equations where a = alpha + i*gamma with alpha, gamma in R, gamma sufficiently small, and b in C.

Submitted: 29/Apr/99
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