Exponential Runge-Kutta methods for delay differential equations (Q2638346)

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Exponential Runge-Kutta methods for delay differential equations
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    Exponential Runge-Kutta methods for delay differential equations (English)
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    15 September 2010
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    The paper is concerned with convergence and stability of exponential Runge-Kutta methods of collocation type, applied to semilinear delay differential equations \[ u'(t)=Mu(t)+g(t,u(t),u(t-\tau)). \] It is shown that such numerical methods converge at least with their stage order and additionally a sufficient condition of numerical stability is given. These theoretical results are illustrated numerically using two examples.
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    Convergence
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    Stability
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    exponential Runge-Kutta method
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    numerical examples
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    collocation type
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    semilinear delay differential equations
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