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Stability analysis of numerical methods for systems of neutral delay-differential equations
Authors:Guang-Da Hu  Taketomo Mitsui
Institution:(1) Graduate School of Human Informatics, Nagoya University, 464-01 Nagoya, Japan
Abstract:Stability analysis of some representative numerical methods for systems of neutral delay-differential equations (NDDEs) is considered. After the establishment of a sufficient condition of asymptotic stability for linear NDDEs, the stability regions of linear multistep, explicit Runge-Kutta and implicitA-stable Runge-Kutta methods are discussed when they are applied to asymptotically stable linear NDDEs. Some mentioning about the extension of the results for the multiple delay case is given.
Keywords:Stability region  linear stability analysis  numerical methods  neutral delay-differential equation  underlying numerical method for ODEs  sufficient condition of asymptotic stability
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