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The GPL-stability of Rosenbrock methods.pdf

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The GPL-stability of Rosenbrock methods

Applied Mathematics and Computation 150 (2004) 533–542 /locate/amcThe GPL-stability of Rosenbrock methods for delay differential equation q Yuhao Cong *, Jianing Cai, Jiaoxun Kuang Department of Mathematics, Shanghai Normal University, Shanghai 200234, PR ChinaAbstract This paper deals with the stability analysis of the Rosenbrock method for the nu- merical solution of delay differential equation. The stability behavior of Rosenbrock method is analyzed for the solutions of linear test equation. We will give that the Rosenbrock method is GPL-stable if and only if it is L-stable. 2003 Elsevier Inc. All rights reserved. Keywords: Delay differential equation; Rosenbrock method; GPL-stability 1. Introduction We consider the stability behavior in the numerical solution of delay dif- ferential equation:qFo tion of *Co E-m 0096-3 doi:10.y0etT ? f et; yetT; yet sTT tP 0; e1T yetT ? getT t6 0 e2There f , g are given functions, s 0 is a constant delay. Many authors have considered the stability behavior of numerical methods for systems of DDEs. In 1988, Bellen et al. [1] considered the numerical stability of implicit Runge–Kutta methods for systems of DDEs. In 1990, Liuundation item: the National Natural Science Foundation and Science Founda- Shanghai (00JC14057). rresponding author. ail address: yhcong@ (Y. Cong). 003/$ - see front matter 2003 Elsevier Inc. All rights reserved. 1016/S0096-3003(03)00289-3 534 Y. Cong et al. / Appl. Math. Comput. 150 (2004) 533–542and Spijker [2] studied the asymptotic stability of h-method for DDEs. In 1994, int Hout [3] considered the stability of h-methods for systems of DDEs. At the same year, Koto [4] gave the condition of the asymptotic stability of IRK for DDEs. In 1995, Hu and Mitsui [5] also considered the numerical stability of Runge–Kutta methods for DDEs. These years, Liu, Li, Sun, Zhang and Huang [6–9] also did a lot of works on the stability behavior of many methods for DDEs. The discussions about PL-stability a