Delay-dependent stability of high order Runge-Kutta methods (Q998645)
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English | Delay-dependent stability of high order Runge-Kutta methods |
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Delay-dependent stability of high order Runge-Kutta methods (English)
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9 February 2009
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The author studies the delay-dependent stability of Runge-Kutta methods for delay differential equations. He considers the scalar delay equation \[ y^\prime(t)=\alpha y(t) + \beta y(t-\tau), \] where \(\alpha\) and \(\beta\) are real coefficients and \(\tau\) is positive, as a basic model. First, he gives a new sufficient and necessary condition for the asymptotic stability of the model equation. The result is also extended to more general systems of neutral delay differential equations. Then, the author investigates the stability of numerical solutions obtained by A-stable Runge-Kutta methods. A method is said to be \(\tau(0)\)-stable (or \(D(0)\)-stable), if the analytical stability region, i.e. the set of all \((\alpha,\beta)\) such that the scalar model equation is asymptotically stable, is a subset of the stability region of the method for all positive integer \(m=\tau/h\), where \(h\) is the stepsize. By deriving a new criterion for the \(\tau(0)\)-stability, the author proves a sufficient condition for the \(\tau(0)\)-stability for a class of high-order Runge-Kutta methods. As special cases, all Gauss and Radau methods with \(s\geq 2\), where \(s\) is the stage number, are shown to be \(\tau(0)\)-stable. Note that the result established for Gauss methods was proven previously by \textit{N. Guglielmi} and \textit{E. Hairer} [Numer. Math. 83, No.~3, 371--383 (1999; Zbl 0937.65079)]. Here, the author presents a different proof. The result for the \(\tau(0)\)-stability of Radau methods is novel.
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delay differential equation
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delay-dependent stability
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Runge-Kutta methods
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\(\tau(0)\)-stability
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