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