@Article{JCM-19-2, author = {Tian, Hong-Jiong and Kuang, Jiao-Xun and Qiu, Lin}, title = {The Stability of Linear Multistep Methods for Linear Systems of Neutral Differential Equations}, journal = {Journal of Computational Mathematics}, year = {2001}, volume = {19}, number = {2}, pages = {125--130}, abstract = {
This paper deals with the numerical solution of initial value problems for systems of neutral differential equations $$y'(t)=f(t,y(t),y(t- \tau ),y'(t- \tau )), t > 0, $$ $$y(t) = φ(t) \ t<0,$$ where $\tau> 0, f$ 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 $y'(t)=Ay(t) + By(t-\tau) + Cy'(t-\tau),$ where $A, B$ and $C$ denote constant complex $N \times N$-matrices, and $\tau > 0$. 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.
}, issn = {1991-7139}, doi = {https://doi.org/2001-JCM-8963}, url = {https://global-sci.com/article/85453/the-stability-of-linear-multistep-methods-for-linear-systems-of-neutral-differential-equations} }