Stability analysis of numerical methods for delay differential equations (Q758144)

This paper deals with the stability analysis of step-by-step methods for the numerical solution of delay differential equations. We focus on the behaviour of such methods when they are applied to the linear test problem \(U'(t)=\lambda U(t)+\mu U(t-\tau)\) with \(\tau >0\) and \(\lambda\), \(\mu\) complex. A general theorem is presented which can be used to obtain complete characterizations of the stability regions of these methods.