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Stability analysis of runge-kutta methods for delay integro-differential equations

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2 Author(s)
Gan, Siqing ; Department of Computer Science and Technology, Tsinghua University, Beijing 100084, China ; Zheng, Weimin

Considering a linear system of delay integro-differential equations with a constant delay whose zero solution is asympototically stable, this paper discusses the stability of numerical methods for the system. The adaptation of Runge-Kutta methods with a Lagrange interpolation procedure was focused on inheriting the asymptotic stability of underlying linear systems. The results show that an A-stable RungeKutta method preserves the asympototic stability of underlying linear systems whenever an unconstrained grid is used.

Published in:

Tsinghua Science and Technology  (Volume:9 ,  Issue: 2 )

Date of Publication:

April 2004

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