Stability of Runge-Kutta methods for the alternately advanced and retarded differential equations with piecewise continuous arguments (Q2460589)
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English | Stability of Runge-Kutta methods for the alternately advanced and retarded differential equations with piecewise continuous arguments |
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Stability of Runge-Kutta methods for the alternately advanced and retarded differential equations with piecewise continuous arguments (English)
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12 November 2007
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The paper focuses on the numerical solution of the differential equation \[ u'(t)=au(t)+bu\left([t+\tfrac{1}{2}]\right), \quad t\geq 0,\;u(0)=u_0, \] an equation said to be of alternately advanced and retarded type. Section 1 includes a definition of what is meant by a solution of the equation and an existing theorem relating to the uniqueness and asymptotic stability of the solution. In Section 2 the authors develop a numerical scheme based on the adaptation of the Runge-Kutta methods \((A, B, C)\) given by the Butcher tableau \(\left(\begin{smallmatrix} C & A\\ & B^T\end{smallmatrix}\right)\). Section 3 concerns convergence. A theorem stating the at the numerical scheme has order \(p\) convergence when a Runge-Kutta method of order \(p\) is used is established. Necessary and sufficient conditions under which the analytical stability region is contained in the numerical stability region are obtained in Section 4. The stability of the Runge-Kutta methods, with the stability function given by the \((r,s)\)-Padé approximation to \(e^x\), is discussed. The paper concludes with illustrative numerical examples.
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alternately advanced and retarded differential equations
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Runge-Kutta methods
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asymptotic stability
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\((r,s)\)-Padé approximation to \(e^x\)
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convergence
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numerical stability
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numerical examples
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