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Asymptotic stability of linear multistep methods for nonlinear neutral delay differential equations
Authors:Peng Hu  Chengming Huang
Affiliation:School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, PR China
Abstract:This paper is concerned with the numerical solution to initial value problems of nonlinear delay differential equations of neutral type. We use A-stable linear multistep methods to compute the numerical solution. The asymptotic stability of the A-stable linear multistep methods when applied to the nonlinear delay differential equations of neutral type is investigated, and it is shown that the A-stable linear multistep methods with linear interpolation are GAS-stable. We validate our conclusions by numerical experiments.
Keywords:Nonlinear neutral delay differential equations   Linear multistep methods   Asymptotic stability   A-stable   GAS-stable
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