Stability of Runge-Kutta methods for the generalized pantograph equation (Q1964035)
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English | Stability of Runge-Kutta methods for the generalized pantograph equation |
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Stability of Runge-Kutta methods for the generalized pantograph equation (English)
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5 September 2000
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Stability properties of Runge-Kutta (RK) methods applied to nonautonomous neutral dealy-differential equations with a constant delay of the form \[ u'(t)- Ku'(t-\tau)= e^t Lu(t)+ e^tMu(t-\tau),\quad t>0,\tag{\(*\)} \] are studied. Equation \((*)\) is obtained from the autonomous generalized pantograph equation \[ v'(t)- Kv'(\alpha t)= Lv(t)+ Mv(\alpha t),\quad 0<\alpha< 1,\tag{\(**\)} \] by the change of the independent variable \(u(t)=v(e^t)\). When the RK matrix is regular, it is shown that the stability properties of the RK method for \((*)\) may be derived from those for a difference equation. Further, it is shown that some RK methods based on classical quadrature have a superior stability property with respect to \((**)\).
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Runge-Kutta method
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stability
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nonautonomous neutral dealy-differential equations
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pantograph equation
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