Stability analysis of one-step methods for neutral delay-differential equations

A. Bellen, Zdzislaw Jackiewicz, M. Zennaro

Research output: Contribution to journalArticle

51 Scopus citations

Abstract

In this paper stability properties of one-step methods for neutral functional-differential equations are investigate. Stability regions are characterized for Runge-Kutta methods with respect to the linear test equation {Mathematical expression} τ>0, where, a, b, and c are complex parameters. In particular, it is shown that every A-stable collocation method for ordinary differential equations can be extended to a method for neutrals delay-differential equations with analogous stability properties (the so called NP-stable method). We also investigate how the approximation to the derivative of the solution affects stability properties of numerical methods for neutral equations.

Original languageEnglish (US)
Pages (from-to)605-619
Number of pages15
JournalNumerische Mathematik
Volume52
Issue number6
DOIs
StatePublished - Jun 1 1988

Keywords

  • Subject Classifications: AMS(MOS): 65L20, CR: G1.7

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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