Delay-dependent stability analysis of multistep methods for delay differential equations (Q1048240)

The paper is concerned with the delay-dependent stability of multistep methods for delay differential equations. The authors consider the scalar delay equation \[ y^\prime(t)=\alpha y(t) + \beta y(t-\tau) \] as a test model, where \(\alpha\) and \(\beta\) are real coefficients and \(\tau\) is positive. A numerical method is said to be \(\tau(0)\)-stable if the analytical stability region, i.e., the set of all \((\alpha,\beta)\) such that the scalar model equation is asymptotically stable, is a subset of the stability region of the method for all positive integers \(m=\tau/h\), where \(h\) is the stepsize. First, a criterion for the \(\tau(0)\)-stability of general linear methods is established. Then, the \(\tau(0)\)-stability of linear multistep methods is investigated. As a special case, a class of \(\tau(0)\)-stable two-step methods is characterized. Some examples for \(\tau(0)\)-stable multistep multistage methods are also given. A simple numerical experiment is presented for illustration.