Stability of Runge-Kutta methods for linear delay differential equations (Q1592352)
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English | Stability of Runge-Kutta methods for linear delay differential equations |
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Stability of Runge-Kutta methods for linear delay differential equations (English)
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10 February 2002
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The paper is concerned with the stability of Runge-Kutta methods applied to the complex linear scalar delay differential equation \[ y'(t) = a y(t) + b y(t-1) \;, \] with \( a \) and \( b \) complex values. This is known in the literature as \(\tau\)-stability. The main contributions of the author are the characterization of \(\tau\)-stable Runge-Kutta methods and a proof that the implicit Euler method is \(\tau\)-stable.
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linear delay differential equations
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Runge-Kutta methods
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stability analysis
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\(\tau\)-stability
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implicit Euler method
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