Convergence Aspects of Step-Parallel Iteration of Runge-Kutta Methods for Delay Differential Equations |
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Authors: | Xiaohua Ding Mingzhu Liu |
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Institution: | (1) Department of Mathematics, Harbin Institute of Technology, 150001 Harbin, P.R. China |
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Abstract: | Implicit Runge-Kutta methods are known as highly accurate and stable methods for solving differential equations. However, the iteration technique used to solve implicit Runge-Kutta methods requires a lot of computational efforts. To lessen the computational effort, one can iterate simultaneously at a number of points along the t-axis. In this paper, we extend the PDIRK (Parallel Diagonal Iterated Runge-Kutta) methods to delay differential equations (DDEs). We give the region of convergence and analyze the speed of convergence in three parts for the P-stability region of the Runge-Kutta corrector. It is proved that PDIRK methods to DDEs are efficient, and the diagonal matrix D of the PDIRK methods for DDES can be selected in the same way as for ordinary differential equations (ODEs). |
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Keywords: | Runge-Kutta method step-parallel iteration delay differential equation |
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