Stability of the Rosenbrock methods for the neutral delay differential-algebraic equations (Q2572753)

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Stability of the Rosenbrock methods for the neutral delay differential-algebraic equations
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    Stability of the Rosenbrock methods for the neutral delay differential-algebraic equations (English)
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    4 November 2005
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    The authors derive the Rosenbrock methods for a class of neutral delay differential-algebraic equations (NDDAEs) from natural semi-implicit Runge-Kutta methods for general NDDAEs. Under certain stated assumptions they show that the method is GP-stable. A numerical example illustrating the GP-stability of a Rosenbrock method is included. The authors include a brief introduction to Rosenbrock methods, including relevant definitions relating to stability. References pertaining to the stability of numerical methods are given, with a particular emphasis on the Rosenbrock methods. Results relating to the solvability of linear constant coefficient DAEs and to the asymptotic stability of their solution are stated and a theorem giving sufficient conditions for the Rosenbrock method to be asymptotically stable if the linear constant coefficient DAE is asymptotically stable is given. The GP-stability of Runge-Kutta methods for NDDAEs is also considered.
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    Rosenbrock methods
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    stability
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    neutral delay differential algebraic equations
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    Runge-Kutta method
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    numerical example
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