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The Stability of Linear Multistep Methods for Linear Systems of Neutral Differential Equations

The Stability of Linear Multistep Methods for Linear Systems of Neutral Differential Equations

Year:    2001

Author:    Hong-Jiong Tian, Jiao-Xun Kuang, Lin Qiu

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 2 : pp. 125–130

Abstract

This paper deals with the numerical solution of initial value problems for systems of neutral differential equations y(t)=f(t,y(t),y(tτ),y(tτ)),t0, y(t)=φ(t) t0, where τ0,f and φ denote given vector-valued functions. The numerical stability of a linear multistep method is investigated by analysing the solution of the test equations y(t)=Ay(t)+By(tτ)+Cy(tτ), where A,B and C denote constant complex N×N-matrices, and τ0. We investigate the properties of adaptation of the linear multistep method and the characterization of the stability region. It is proved that the linear multistep method is NGP-stable if and only if it is A-stable for ordinary differential equations.  

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2001-JCM-8963

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 2 : pp. 125–130

Published online:    2001-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    6

Keywords:    Numerical stability Linear multistep method Delay differential equations.

Author Details

Hong-Jiong Tian

Jiao-Xun Kuang

Lin Qiu