Stability of implicit one-block methods for delay differential equations
Stability theory of functional-differential equations (34K20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical investigation of stability of solutions to ordinary differential equations (65L07) Stability and convergence of numerical methods for ordinary differential equations (65L20)
The author studies the stability properties of implicit one-block methods for the delay differential equation NEWLINE\[NEWLINE\begin{aligned} & y'(t)=Ly(t)+My(t-\tau),\quad t\geq 0,\tag{1}\\ & y(t)=g(t),\quad -\tau \leq t\leq 0,\tag{2}\end{aligned}NEWLINE\]NEWLINE where \(y(t)\) is a \(d\)-dimensional vector-valued function. It is shown that an \(A\)-stable implicit one-block method preserves the asymptotic stability property of the analytical solutions of (1), (2).
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