Stability analysis of Runge-Kutta methods for systems of delay differential equations (Q2785705)

This paper deals with the numerical solution of initial values problems for systems of delay differential equations \(U'(t)= f(t, U(t), U(t- \tau))\) \((t\geq 0)\), \(U(t)= g(t)\) \((-\tau \leq t\leq 0)\). Adaptation of the Runge-Kutta method \((A,b,c)\) to this problem leads to a numerical process of generating approximations \(u_1,u_2,u_3,\dots\) to the exact solution \(U\) at the gridpoints \(t_n\) \((n=1,2,3, \dots)\). The author investigates the stability of the numerical processes by considering their behavior in the case of \(U'(t)= LU(t)+ MU(t-\tau)\) \((t \geq 0)\), where \(L,M\) denote constant complex matrices. Some remarks for the numerical solution of initial value problems without a delay argument are given.