GP\(_G\)-stability of Runge-Kutta methods for generalized delay differential systems (Q1963010)

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GP\(_G\)-stability of Runge-Kutta methods for generalized delay differential systems
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    GP\(_G\)-stability of Runge-Kutta methods for generalized delay differential systems (English)
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    20 January 2000
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    The authors study the numrical solution with Runge-Kutta methods of the system of ordinary differential equations with multiple delay \[ y'(t)= Ly(t)+ My(t_\tau),\quad t\geq 0;\quad y(t)= \Phi(t),\quad t\leq 0. \] Here, \(L\) and \(M\) are constant complex matrices, \(y(t)= (y_1(t), y_2(t),\dots, y_d(t))^T\), \(y(t_\tau)= (y_1(t- \tau_1), y_2(t- \tau_2),\dots, y_d(t- \tau_d))^T\). The authors introduce the concept of \(\text{GP}_G\)-stability and prove that for this problem an A-stable Runge-Kutta method is also stable in this sense.
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    A-stability
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    Runge-Kutta methods
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    system
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    multiple delay
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    \(\text{GP}_G\)-stability
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