The NGP-stability of Runge-Kutta methods for systems of neutral delay differential equations (Q1277043): Difference between revisions

The purpose of this paper is to investigate the stability properties of implicit Runge-Kutta (RK) methods for the neutral delay differential equations \[ y'(t)= f\bigl(t,y(t), y(t-\tau)\bigr),\quad t\geq 0 \] \[ y(t)= g(t),\quad -\tau\leq t\leq 0,\;y'(t-\tau) \] where \(\tau\) is a given positive constant, \(f\) and \(g\) denote given vector-valued functions. The authors focus on the behavior of these methods with respect to the linear test equations \[ y'(t) =Ly(t)+ My(t-\tau) +Ny'(t-\tau),\quad t\geq 0 \] \[ y(t)=g(t),\quad -\tau\leq t\leq 0 \] where \(\tau>0\), \(L\), \(M\) and \(N\) are \(d\times d\) complex matrices. The authors show that an implixit RK-method is NGP-stable if and only if it is \(A\)-stable.