求解时滞微分方程组的Rosenbrock方法的GP-稳定性

讨论了求解延时微分方程组的Rosenbrock方法的数值稳定性,分析了求解线性试验方程组的Rosenbrock方法的稳定性态,并证明了数值求解延时微分方程组的Rosenbrock方法是GP-稳定的充分必要条件是Rosenbrock方法是A-稳定的．     

GP-stability of rosenbrock methods for system of delay differential equation

The stability analysis of the Rosenbrock method for the numerical solutions of system of delay differential equations was studied. The stability behavior of Rosenbrock method was analyzed for the solutions of linear test equation. The result that the Rosenbrock method is GP-stable if and only if it is A-stable is obtained.