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Order stars and stability for delay differential equations.

Authors :
Guglielmi, Nicola
Hairer, Ernst
Source :
Numerische Mathematik; Sep1999, Vol. 83 Issue 3, p371-383, 13p
Publication Year :
1999

Abstract

We consider Runge–Kutta methods applied to delay differential equations $y'(t)=ay(t)+by(t-1)$ with real a and b. If the numerical solution tends to zero whenever the exact solution does, the method is called $\tau (0)$ -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 $\tau (0)$ -stable. Furthermore, we present sufficient conditions and we give evidence that also the Radau methods are $\tau (0)$ -stable. We conclude this article with some comments on the case where a and b are complex numbers. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0029599X
Volume :
83
Issue :
3
Database :
Complementary Index
Journal :
Numerische Mathematik
Publication Type :
Academic Journal
Accession number :
49989330
Full Text :
https://doi.org/10.1007/s002110050454