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Stability Analysis of Runge-Kutta Methods for Delay Integro-Differential Equations
作者姓名:甘四清  郑纬民
作者单位:DepartmentofComputerScienceandTechnology,TsinghuaUniversity,Beijing100084,China
基金项目:Supported by the National Natural Science Foundation of China (Nos. 60273007,60131160743 and 10101027) and China Post-doctoral Science Foundation
摘    要:Considering a linear system of delay integro-differential equations with a constant delay whose zero solution is asympototically stable, this paper discusses the stability of numerical methods for the system. The adaptation of Runge-Kutta methods with a Lagrange interpolation procedure was focused on inheriting the asymptotic stability of underlying linear systems. The results show that an A-stable Runge-Kutta method preserves the asympototic stability of underlying linear systems whenever an unconstrained grid is used.

关 键 词:延迟积分微分方程  内插法  数值稳定性  Runge-Kutta方法  零解

Stability Analysis of Runge-Kutta Methods for Delay Integro-Differential Equations
GAN Siqing,ZHENG Weimin.Stability Analysis of Runge-Kutta Methods for Delay Integro-Differential Equations[J].Tsinghua Science and Technology,2004,9(2):185-188.
Authors:GAN Siqing  ZHENG Weimin
Abstract:Considering a linear system of delay integro-differential equations with a constant delay whose zero solution is asympototically stable, this paper discusses the stability of numerical methods for the sys-tem. The adaptation of Runge-Kutta methods with a Lagrange interpolation procedure was focused on in-heriting the asymptotic stability of underlying linear systems. The results show that an A-stable Runge-Kutta method preserves the asympototic stability of underlying linear systems whenever an unconstrained grid is used.
Keywords:delay integro-differential equations  Runge-Kutta methods  interpolation  numerical stability
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