The extended one-leg methods for nonlinear neutral delay-integro-differential equations (Q1015926)

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The extended one-leg methods for nonlinear neutral delay-integro-differential equations
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    The extended one-leg methods for nonlinear neutral delay-integro-differential equations (English)
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    30 April 2009
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    The authors study the stability of backward differentiation formula (BDF) methods of the form \[ \rho(E) y_{n} = h f(\sigma(E)t_{n},\sigma(E)y_{n}), \] introduced by \textit{G. Dahlquist} [Lect. Notes Math. 506, 60--72 (1976; Zbl 0352.65042)], applying to a system of delay integro-differential equation of special form ( the right side \(f\) of equation depend of the integral fom unknown function \( y(t)\). Numerical experiment is illustrated for known Euler implicit scheme, the implicit midpoint method and 2-step BDF scheme, applied to only equation with exact solution \( y(t)=\exp(-t)\).
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    Delay differential equation
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    implicit BDF-methods
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    Stability
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