The GPL-stability of Rosenbrock methods for delay differential equation

被引：6

作者：

Cong, YH ^{[1
]}

Cai, JN ^{[1
]}

Kuang, JX ^{[1
]}

机构：

[1] Shanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2004年 / 150卷 / 02期

基金：

中国国家自然科学基金;

关键词：

delay differential equation; Rosenbrock method; GPL-stability;

D O I：

10.1016/S0096-3003(03)00289-3

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 the Rosenbrock method for the numerical 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. (C) 2003 Elsevier Inc. All rights reserved.

引用

页码：533 / 542

页数：10

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