Stability of Runge-Kutta methods for delay differential systems with multiple delays

Citation
Gd. Hu et al., Stability of Runge-Kutta methods for delay differential systems with multiple delays, IMA J NUM A, 19(3), 1999, pp. 349-356
Citations number
13
Categorie Soggetti
Mathematics
Journal title
IMA JOURNAL OF NUMERICAL ANALYSIS
ISSN journal
02724979 → ACNP
Volume
19
Issue
3
Year of publication
1999
Pages
349 - 356
Database
ISI
SICI code
0272-4979(199907)19:3<349:SORMFD>2.0.ZU;2-V
Abstract
The stability of Runge-Kutta methods for systems of delay differential equa tions (DDEs) with multiple delays is considered. The stability regions of e xplicit and implicit Runge-Kutta methods are discussed when they are applie d to asymptotically stable linear DDEs with multiple delays. A simple estim ate on the stability regions of explicit Runge-Kutta methods is presented. It is shown that the stable step-size for numerical integration of DDEs wit h multiple delays can be easily selected by means of the estimate.