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Stability analysis of Runge-Kutta methods for systemsu′(t) =Lu(t)+Mu([t])

  • Heilongjiang University
  • Harbin Institute of Technology

Research output: Contribution to journalArticlepeer-review

Abstract

This paper deals with the stability of Runge-Kutta methods applied to the complex linear system u′(t)=Lu(t)+Mu([t]). The condition under which the numerical solution is asymptotically stable is presented, which is stronger than A-stability and weaker than Af-stability. Furthermore, in the case of 2-norm and L being a real symmetric matrix, by using Padé approximation and order star theory, it is proved that for A-stable Runge-Kutta methods, suppose whose stability function is given by the (r,s)-Padé approximation to ex, the numerical solution is asymptotically stable if and only if r is even.

Original languageEnglish
Pages (from-to)463-476
Number of pages14
JournalApplied Mathematics and Computation
Volume228
DOIs
StatePublished - 1 Feb 2014

Keywords

  • Asymptotic stability
  • Delay differential equation
  • Piecewise continuous arguments
  • Runge-Kutta methods

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