P-stability properties of Runge-Kutta methods for delay differential equations (Q1079928)

A class of Runge-Kutta methods for delay differential equations (DDE) is studied having in mind the test equation \(y'(t)=ay(t)+by(t-\tau)\), \(t>0\); \(y(t)=g(t)\), \(-\tau \leq t\leq 0\) in case of absolute asymptotic stability (i.e. \(| b| <-Re(a)\) which guarantees that y(t)\(\to 0\), \(t\to \infty\), for all \(\tau >0)\). The methods use certain constrained meshes which allows to get optimal order results. It is shown that any A-stable one-step collocation method for ordinary differential equations without delay inherits the same property being applied to DDE, i.e. it is P- stable. Also, a general approach to find the P-stability regions of Runge-Kutta methods for DDE is presented.