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延迟微分方程指数Runge-Kutta方法的渐近稳定性

Asymptotic stability of exponential Runge-Kutta methods for delay differential equations
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摘要 首先,根据抛物问题的指数Runge-Kutta方法构造延迟微分方程的指数Runge-Kutta方法,并给出阶条件。其次,研究这种数值方法的渐近稳定性,并得到渐近稳定的充分必要条件。最后,给出数值算例来验证所得结论的正确性。 Firstly, we construct a kind of new exponential Runge-Kutta methods for DDEs according to Ex- ponential Runge-Kutta methods for parabolic problems, and give the order condition. Secondly, we study the asymptotic stability of this method and obtain the sufficient and necessary condition. At last, we use the numerical examples to verify the conclusion.
出处 《黑龙江工程学院学报》 CAS 2011年第3期76-80,共5页 Journal of Heilongjiang Institute of Technology
基金 黑龙江省教育厅科研基金资助项目(11541296)
关键词 延迟微分方程 指数Runge-Kutta方法 渐近稳定性 delay differential equations exponential Runge-Kutta methods asymptotic stability
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参考文献10

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二级参考文献12

  • 1K. J. IN't HOUT. Stability Analysis of Runge-Kutta Methods for Systems of Delay Differential Equations[J]. IMA. Numer. Anal. 1997, 17(1):17-27.
  • 2H. G. TIAN, J. X. KUANG. The Numerical Stability of Linear Multistep Methods for Delay Differential Equations with Many Delays [J]. SIAM. Numer. Anal, 1996, 33(3) :883-889.
  • 3K. J. In't HOUT. A new interpolation procedure for a' dapting runge-kutta methods to delay differential equations[J]. BIT, 1992, 32(5):634-649.
  • 4M. HOCHBRUCK, A. OSTERMANN. Exponential runge-kutta methods for parabolic problems[J]. Appl. Numer. Math, 2005, 53(2):323-339.
  • 5M. HOCHBRUCK, A. OSTERMANN. Explicit exponential runge-kutta methods for semilinear parabolic oroblems[J]. SIAM. J. Numer. Anal, 2005, 43(3), 1069-1090.
  • 6M. P. CALVO, C. PALENCIA. A class of explicit multistep exponential integrators for semilinear problems [J]. Numer. Math, 2006, 102(3):367-381.
  • 7A. OSTERMANN, M. THALHAMMER, W. WRIGHT. A class of explicit exponential general liflear methods[J]. BIT, 2006, 46(2):409-431.
  • 8M. CALIARI, A. OSTERMANN, Implementation of exponential Rosenbrock-type integrtors[J]. Appl. Numer. Math, 2009,59:568-581.
  • 9M. ZENNARO. P-stability of runge-kutta methods for delay differential equations numer[J]. Math, 1986, 49 (3) : 302-318.
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共引文献12

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