Numerical dissipativity of multistep methods for delay differential equations (Q2371506)

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Numerical dissipativity of multistep methods for delay differential equations
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    Numerical dissipativity of multistep methods for delay differential equations (English)
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    4 July 2007
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    Clearly, it is desirable that any numerical method generates a numerical solution, whose asymptotic behavior is close to the corresponding one for the underlying differential equation. Here the authors investigate this problem restricting to linear multistep methods and one-leg methods, when they are applied to a class of dissipative delay differential equations. They prove that for such classes of dissipative systems an irreducible one-leg method is dissipative if and only if the method is \(A\)-stable. Then, from the equivalence between liner multistep and one-leg methods, which the author show, it follows that the same result holds for any irreducible multistep method. One numerical example enlightens these results.
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    absorbing set
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    dissipativity
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    dynamical systems
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    one-leg method
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    A-stability
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    linear multistep methods
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    dissipative delay differential equations
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    numerical example
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