The stability of a class of Runge-Kutta methods for delay differential equations (Q1189150)

This paper investigates the stability of collocation methods for the delay equation \(U'(t)=\lambda U(t)+\mu U(t-\tau)\), where \(\tau\) is not necessarily a multiple of the stepsize \(h\). In the numerical procedure \(U(t-\tau)\) is replaced by the value of the collocation polynomial. The main result is the following: if the collocation points satisfy \(0\leq c_ i < 1\), then the stability region of the method does not include the set \(H=\{(h\lambda,h\mu)\mid \text{Re }\lambda < -|\mu|\}\). Observe that for \(\text{Re }\lambda < -| \mu |\) the true solution of the test equation satisfies \(U(t)\to 0\) for \(t\to \infty\).