Nonlinear stability of explicit and diagonally implicit Runge-Kutta methods for neutral delay differential equations in Banach space (Q928100)

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Nonlinear stability of explicit and diagonally implicit Runge-Kutta methods for neutral delay differential equations in Banach space
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    Nonlinear stability of explicit and diagonally implicit Runge-Kutta methods for neutral delay differential equations in Banach space (English)
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    11 June 2008
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    The authors investigate the stability and conditional contractivity of explicit and diagonally implicit Runge-Kutta methods for non-linear NDDEs with variable delay in Banach space. They follow the approach designed by Shoufa Li for ODEs, citing the numerical treatment of the ``neutral term'' as the main obstacle in the development of the proof, and then considering two approaches to numerically treating this term. Problem classes \(D(\alpha, \beta, \gamma, L, \lambda^*)\) and \(D_{\delta}(\alpha, \beta, \gamma, L, \lambda^*)\) are introduced in Section 2 and existing results, relevant to the paper, are presented. Section 3 focuses on explicit and diagonally implicit Runge-Kutta methods. Definitions of \(O\)-consistent (for a matrix B and an explicit and diagonally implicit Runge-Kutta method) and \(\beta_0\)-stability are presented. New results, relating to the stability analysis of Runge-Kutta methods applied to \(D(\alpha, \beta, \gamma, L, \lambda^*)\) are presented and proved in Section 4. As a consequence of the arguments being essentially different, compared with the cases of ODEs and DDEs, some numerical results on stiff ODEs with \(\alpha >0\) and stiff DDEs with \(\alpha >0\) are obtained. The stability of the presented methods for problems in class \(D_{\delta}(\alpha, \beta, \gamma, L, \lambda^*)\) is discussed in Section 5. In Section 6 the authors present some illustrative examples, including numerical experiments, which support the results of the paper.
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    neutral delay differential equations
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    explicit and diagonally implicit Runge-Kutta methods
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    non-linear stability
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    Banach space
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