CONG Yu-hao, CAI Jia-ning, XIANG Jia-xiang. GP-Stability of Rosenbrock Methods for System of Delay Differential Equation[J]. Applied Mathematics and Mechanics, 2004, 25(12): 1285-1291.
Citation: CONG Yu-hao, CAI Jia-ning, XIANG Jia-xiang. GP-Stability of Rosenbrock Methods for System of Delay Differential Equation[J]. Applied Mathematics and Mechanics, 2004, 25(12): 1285-1291.

GP-Stability of Rosenbrock Methods for System of Delay Differential Equation

  • Received Date: 2003-04-22
  • Rev Recd Date: 2004-07-06
  • Publish Date: 2004-12-15
  • The stability analysis of the Rosenbrock method for the numerical solutions of system of delay differential equations was studied.The stability behavior of Rosenbrock method was analyzed for the solutions of linear test equation.The result that the Rosenbrock method is GP-stable if and only if it is A-stable is obtained.
  • loading
  • [1]
    Bellen A, Jackiewicz Z, Zennaro M.Stability analysis of one-step methods for neutral delay-differential equations[J].Numerische Mathematik,1988,52(3):605—619. doi: 10.1007/BF01395814
    [2]
    LIU Ming-zhu,Spijker M N.The stability of θ-methods in the numerical solution[J].IMA Journal of Numerical Analysis, 1990,10(1):31—48. doi: 10.1093/imanum/10.1.31
    [3]
    in't Hout K J.The stability of θ-methods for systems of delay differential equations[J].Annals of Numerical Mathematics,1994,1(3):323—334.
    [4]
    Koto T.A stability property of A-stable natural Runge-Kutta methods for systems of delay differential equations[J].BIT,1994,34(2):262—267. doi: 10.1007/BF01955873
    [5]
    HU Guang-da,Mitsui T.Stability of numerical methods for systems of nautral delay differential equations[J].BIT,1995,35(4):504—515. doi: 10.1007/BF01739823
    [6]
    Hairer E,Nrsett S P,Wanner G.Solving Ordinary Differential Equations[M].New York:Springer-Verlag,2000,103—117.
    [7]
    曹学年,刘德贵,李寿佛.求解延迟微分方程的Rosenbrock方法的渐近稳定性[J].系统仿真学报, 2002,14(3):290—292.
    [8]
    Lambert J D.Computational Methods in Ordinary Differentail Equations[M].New York:John-Willy,1990.
    [9]
    KUANG Jiao-xun,TIAN Hong-jiong.The asymptotic behaviour of theoretical and numerical solutions for nonlinear differential systems with several delay terms[J].Journal of Shanghai Teachers University(Natural Sciences),1995,24(1):1—7.
    [10]
    in't Hout K J.A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations[J].BIT,1992,32(4):634—649. doi: 10.1007/BF01994847
    [11]
    匡蛟勋.块θ方法的PL-稳定性[J].计算数学,1997,15(2):135—140.
    [12]
    YANG Biao,QIU Lin,KUANG Jiao-xun.The GPL-stability of Runge-Kutta methods for delay differential systems[J].J Comput Math,2000,18(1):75—82.
    [13]
    Huang C M, Li S F,Fu H Y,et al.Stability and error analysis of one-leg methods for nonlinear delay differential equations[J].Journal of Computational and Applied Mathematics,1999,103(2):263—279. doi: 10.1016/S0377-0427(98)00262-3
    [14]
    CHEN Li-rong, LIU De-gui.Combined RK-Rosenbrock methods and their stability[J].Mathematica Numerica Sinica,2000,22(3):319—332.
    [15]
    LI Shou-fu.Nonlinear stability of general linear methods[J].Journal of Computational Mathematics,1991,9(2):97—104.
    [16]
    Robert Piché.An L-stable Rosenbrock method for step-by-step time integration in structual dynamics[J].Computer Methods in Applied Mechanics and Engineering,1995,126(3/4):343—354. doi: 10.1016/0045-7825(95)00823-J
    [17]
    SUN Geng.A class of single step methods with a large interval of absolute stability[J].J Comput Math,1991,9(2):185—193.
    [18]
    Barwell V K.Special stability problems for functional differential equations[J].BIT,1975,15(2):130—135. doi: 10.1007/BF01932685
    [19]
    ZHANG Cheng-jian, ZHOU Shu-zi.Nonlinear stability and D-convergence of Runge-Kutta methods for delay differential equations[J].Journal of Computational and Applied Mathematics,1997,85(2):225—237. doi: 10.1016/S0377-0427(97)00118-0
  • 加载中

Catalog

    通讯作者: 陈斌, bchen63@163.com
    • 1. 

      沈阳化工大学材料科学与工程学院 沈阳 110142

    1. 本站搜索
    2. 百度学术搜索
    3. 万方数据库搜索
    4. CNKI搜索

    Article Metrics

    Article views (2264) PDF downloads(948) Cited by()
    Proportional views
    Related

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return