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A stability property ofA-stable natural Runge-Kutta methods for systems of delay differential equations
Authors:T Koto
Institution:(1) Department of Computer Science and Information Mathematics, The University of Electro-Communications, 1-5-1, Chofugaoka, Chofu, 182 Tokyo, Japan
Abstract:A natural Runge-Kutta method is a special type of Runge-Kutta method for delay differential equations (DDEs); it is known that any one-step collocation method is equivalent to one of such methods. In this paper, we consider a linear constant-coefficient system of DDEs with a constant delay, and discuss the application of natural Runge-Kutta methods to the system. We show that anA-stable method preserves the asymptotic stability property of the analytical solutions of the system.
Keywords:65L05  65L20
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