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具有多外延时量微分方程Runge-Kutta方法的GP_mL-稳定性(英文)

The GP_mL-Stability of Runge-Kutta Methods for Differential System with many delays
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摘要 研究Runge-Kutta方法的GPmL-稳定性,着重研究用隐式Runge-Kutta方法去解如下方程时的数值稳定性,y’=(t)=Ly(t)+M1y(t-τ1)+…+Mmy(t-τm),t≥0,y(t)=Φ(t),t<0,其中L,Mi(i=1,…,m)是N×N复矩阵,0<τ1≤τ2≤…≤τm,Φ(t)是一个已知向量函数,证明隐式RK方法是GPmL-稳定的当且仅当它是L-稳定的. This paper deals with the GPmL-stability of Runge-Kutta methods for the numerical solution of the system of differenml equations with many delays.We focus on the stability behaviour of Implicit Runge-Kutta methods(IRK)in the solutions of the following test System with m delay terms where L,Mi,(i=1,…,m) are complex matrices,and Φ(t) is a given vector function.We shall show that the IRK is GPm L-stable if and only if it is L-stable.
作者 杨彪 仇璘
出处 《上海师范大学学报(自然科学版)》 1997年第2期9-18,共10页 Journal of Shanghai Normal University(Natural Sciences)
关键词 微分方程 RUNGE-KUTTA方法 GP_mL-稳定 differential equation Runge-Kutta method GP_mL-stability
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参考文献3

  • 1T. Koto. A stability property ofA-stable natural Runge-Kutta methods for systems of delay differential equations[J] 1994,BIT(2):262~267
  • 2K. J. In ’t Hout. A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations[J] 1992,BIT(4):634~649
  • 3K. J. In’t Hout,M. N. Spijker. Stability analysis of numerical methods for delay differential equations[J] 1991,Numerische Mathematik(1):807~814

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