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Stability and convergence analysis of implicit–explicit one-leg methods for stiff delay differential equations
- Source :
- International Journal of Computer Mathematics. 93:1964-1983
- Publication Year :
- 2015
- Publisher :
- Informa UK Limited, 2015.
-
Abstract
- The purpose of this paper is devoted to studying the implicit–explicit IMEX one-leg methods for stiff delay differential equations DDEs which can be split into the stiff and nonstiff parts. IMEX one-leg methods are composed of implicit one-leg methods for the stiff part and explicit one-leg methods for the nonstiff part. We prove that if the IMEX one-leg methods is consistent of order 2 for the ordinary differential equations, and the implicit one-leg method is A-stable, then the IMEX one-leg methods for stiff DDEs are stable and convergent with order 2. Some numerical examples are given to verify the validity of the obtained theoretical results and the effectiveness of the presented methods.
- Subjects :
- Backward differentiation formula
Applied Mathematics
Mathematical analysis
Numerical methods for ordinary differential equations
Explicit and implicit methods
010103 numerical & computational mathematics
Delay differential equation
01 natural sciences
Computer Science Applications
Computer Science::Robotics
010101 applied mathematics
L-stability
Runge–Kutta methods
Computational Theory and Mathematics
Ordinary differential equation
Convergence (routing)
Condensed Matter::Strongly Correlated Electrons
0101 mathematics
Mathematics
Subjects
Details
- ISSN :
- 10290265 and 00207160
- Volume :
- 93
- Database :
- OpenAIRE
- Journal :
- International Journal of Computer Mathematics
- Accession number :
- edsair.doi...........45d48b1882efa6fe52594a606eb77ca8