Stability analysis of numerical methods for delay differential equations |
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Authors: | K J In't Hout M N Spijker |
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Institution: | (1) Department of Mathematics and Computer Science, University of Leiden, Niels Bohrweg 1, NL-2333 CA Leiden, The Netherlands |
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Abstract: | Summary This paper deals with the stability analysis of step-by-step methods for the numerical solution of delay differential equations. We focus on the behaviour of such methods when they are applied to the linear testproblemU(t)=U(t)+U(t–) with >0 and , complex. A general theorem is presented which can be used to obtain complete characterizations of the stability regions of these methods. |
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Keywords: | 65L20 |
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