Convergence of parallel diagonal iteration of Runge-Kutta methods for delay differential equations

Implicit Runge-Kutta method is highly accurate and stable for stiff initial value problem. But the iteration technique used to solve implicit Runge-Kutta method requires lots of computational efforts. In this paper, we extend the parallel diagonal iterated Runge-Kutta (PDIRK) methods to delay differential equations (DDEs). We give the convergence region of PDIRK methods, and analyze the speed of convergence in three parts for the P-stability region of the Runge-Kutta corrector method. Finally, we analyze the speed-up factor through a numerical experiment. The results show that the PDIRK methods to DDEs are efficient.