Stability of Runge-Kutta methods for neutral delay-integro-differential-algebraic system

DOI10.1016/J.MATCOM.2008.03.002MaRDI QIDQ960354zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 17 December 2008

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2008.03.002

zbMATH Keywords

asymptotic stabilitydelay-differential-algebraic equationslinear neutral delay-integro-differential-algebraic equationsnumerical experimentsRunge-Kutta methodsstability

Mathematics Subject Classification ID

Other nonlinear integral equations (45G10) Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20)

Review text

The authors study the stability of Runge-Kutta methods for a linear neutral delay-integro-differential-algebraic equations of the form \[ My'=f\bigg(t,y(t),y(t-\tau),y'(t-\tau),\int_{t-\tau}^t g(t,s,y(s))\,ds\bigg), \] where \(f:\mathbb R^+\times\mathbb R^d\times\mathbb R^d\times\mathbb R^d\times\mathbb R^d\to\mathbb R^d\) is continuous, \(\tau>0\) is a constant and \(M\) is a singular \(d\times d\) matrix with real entries, and its special cases. Necessary and sufficient conditions are obtained for its asymptotic stability. It is shown that the Runge-Kutta method preserves the delay-independent stability if it is \(A\)-stable natural and the real part of any eigenvalue of the parameter matrix \(\hat A\) is nonnegative. Some numerical experiments are carried out to demonstrate the results obtained.

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Cited in

(24)

• The NGP-stability of Runge-Kutta methods for systems of neutral delay differential equations
• Stability of Runge-Kutta methods for delay integro-differential equations
• Stability analysis of additive Runge-Kutta methods for delay-integro-differential equations
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• Stability analysis of one-leg methods for nonlinear neutral delay integrodifferential equations
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