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Section B

Stability of two-step Runge–Kutta methods for neutral delay differential-algebraic equations

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Pages 375-383 | Received 28 Oct 2008, Accepted 25 Oct 2009, Published online: 15 Dec 2010
 

Abstract

This paper develops the two-step Runge–Kutta methods (TSRKs) for the neutral delay differential-algebraic equations (NDDAEs) and proves that the TSRKs are asymptotically stable for linear NDDAEs under the assumption that the coefficient matrices are all upper triangular, which is necessary to formulate the stability result. The discussions are supported by the numerical experiments.

2000 AMS Subject Classification :

Acknowledgement

The work is supported in part by the Scientific Computing Key Laboratory of Shanghai University and the Shanghai Leading Academic Discipline Project (No.S30405).

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