The stability of linear multistep methods for linear systems of neutral differential equations. (English) Zbl 0985.65092
The paper concerns the numerical solution of initial value problems for systems of neutral differential equations. The numerical stability of a linear multistep method is investgated by analyzing the solution of certain test equations. The properties of the adaption of the linear multistep method and the characterization of the stability region are also analyzed.
Reviewer: Laura-Iulia Aniţa (Iaşi)
MSC:
65L20 | Stability and convergence of numerical methods for ordinary differential equations |
65L05 | Numerical methods for initial value problems involving ordinary differential equations |
34K28 | Numerical approximation of solutions of functional-differential equations (MSC2010) |
65L06 | Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations |
34K40 | Neutral functional-differential equations |