Stability in linear multistep methods for pure delay equations |
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Authors: | P.J. van der Houwen B.P. Sommeijer |
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Affiliation: | Centrum voor Wiskunde en Informatica, Amsterdam, The Netherlands |
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Abstract: | The stability regions of linear multistep methods for pure delay equations are compared with the stability region of the delay equation itself. A criterion is derived stating when the numerical stability region contains the analytical stability region. This criterion yields an upper bound for the integration step (conditional Q-stability). These bounds are computed for the Adams-Bashforth, Adams-Moulton and backward differentiation methods of orders ?8. Furthermore, symmetric Adams methods are considered which are shown to be unconditionally Q-stable. Finally, the extended backward differentiation methods of Cash are analysed. |
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Keywords: | Numerical analysis delay equations linear multistep methods Q-stability |
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