Stability of the Radau IA and Lobatto IIIC methods for neutral delay differential system (Q5953933)

The authors study numerical stability of the linear neutral delay differential equations of the form \[ u'(t)= Lu(t)+ Mu(t- \tau)+ Nu'(t- \tau),\quad t\geq 0, \] where \(L\), \(M\) and \(N\) are \(d\times d\) complex matrices. It has been shown that the Radau IA and Lobatto IIC methods equipped with suitable continuous extensions are NP-stable for the sealer case of the above system. In this paper the authors show that these methods have a similar stability property for the above system with complex matrices \(L\), \(M\) and \(N\). This property is also valid for arbitrary step size.