DELAY-DEPENDENT STABILITY OF RUNGE-KUTTA METHODS FOR LINEAR NEUTRAL SYSTEMS WITH MULTIPLE DELAYS

In this paper, we are concerned with stability of numerical methods for linear neutral systems with multiple delays. Delay-dependent stability of Runge-Kutta methods is investigated, i.e., for delay-dependently stable systems, we ask what conditions must be imposed on the Runge-Kutta methods in order that the numerical solutions display stability property analogous to that displayed by the exact solutions. By means of Lagrange interpolation, Runge-Kutta methods can be applied to neutral differential systems with multiple delays. Based on the argument principle, sufficient conditions for delay-dependent stability of Runge-Kutta methods combined with Lagrange interpolation are presented. Numerical examples are given to illustrate the main results.