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Nonlinear stability of Runge-Kutta methods for neutral delay differential equations. (English) Zbl 1144.65054

The stability properties of Runge-Kutta methods for the initial value problem in nonlinear neutral delay differential equations (NDDEs) is studied. The new concepts of GS(1)-stability, GAS(1)-stability and weak GAS(1)-stability of Runge-Kutta methods for NDDEs are introduced, and it is shown that \((k,l)\)-algebraically stable Runge-Kutta methods with piecewise linear interpolation are GS(1), GAS(1)- and Weakly GAS(1)-stable. Two numerical examples are given which confirm the results.

MSC:

65L20 Stability and convergence of numerical methods for ordinary differential equations
65L05 Numerical methods for initial value problems involving ordinary differential equations
65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
34K40 Neutral functional-differential equations
34K28 Numerical approximation of solutions of functional-differential equations (MSC2010)
Full Text: DOI

References:

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