GP-stability of Rosenbrock methods for system of delay differential equation (Q2505302)

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GP-stability of Rosenbrock methods for system of delay differential equation
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    GP-stability of Rosenbrock methods for system of delay differential equation (English)
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    4 October 2006
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    The paper is concerned with the stability of numerical methods for delay differential equations. Following a review of stability results by other authors, the focus is on the analysis of the Rosenbrock numerical scheme. There is a discussion of various stability concepts and the authors give a theorem which guarantees the GP stability of the Rosenbrock scheme for a linear test equation if and only if the original equation is A-stable.
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    delay differential equations
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    stability
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    numerical example
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