STABILITY ANALYSIS OF NUMERICAL-METHODS FOR DELAY DIFFERENTIAL-EQUATIONS

被引:53
作者
HOUT, KJI [1 ]
SPIJKER, MN [1 ]
机构
[1] LEIDEN UNIV,DEPT MATH & COMP SCI,NIELS BOHRWEG 1,2333 CA LEIDEN,NETHERLANDS
关键词
D O I
10.1007/BF01385811
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 testproblem U'(t) = lambda-U(t) + mu-U(t - tau) with tau > 0 and lambda, mu-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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收藏
页码:807 / 814
页数:8
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