Dissipativity of multistep Runge-Kutta methods for dynamical systems with delays (Q2486770)

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Dissipativity of multistep Runge-Kutta methods for dynamical systems with delays
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    Dissipativity of multistep Runge-Kutta methods for dynamical systems with delays (English)
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    17 August 2005
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    The paper is concerned with the numerical solution of dissipative initial value problems with delays by multistep Runge-Kutta methods. Many results on the dissipativity of numerical methods for dynamical systems without delays have already been published in the last years. The authors discuss algebraically stable multistep Runge-Kutta methods having the properties of dissipativity (finite-dimensional dissipativity and also infinite-dimensional dissipativity). It is proved that an algebraically stable irreducible multistep Runge-Kutta method is dissipative for finite-dimensional dynamical systems with delays. The dissipativity of A-stable linear multistep methods and of one-leg methods, is also proved. One concrete example of multistep multistage methods is presented .
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    dynamical systems
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    delays
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    multistep Runge-Kutta methods
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    linear multistep methods
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    dissipativity
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    stability
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    numerical example
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    dissipative initial value problems
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    one-leg methods
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    multistage methods
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