This paper deals with the parallel diagonal implicit Runge-Kutta methods for solving DDEs with a constant delay. It is shown that the suitable choice of the predictor matrix can guarantee the stability of the methods....This paper deals with the parallel diagonal implicit Runge-Kutta methods for solving DDEs with a constant delay. It is shown that the suitable choice of the predictor matrix can guarantee the stability of the methods. It is proved that for the suitable selection of the diagonal matrix D, the method based on Radau IIA is δ-convergent, and the estimates for the non-stiff speed and the stiff speed of convergence are given.展开更多
H stability is a new and important concept. In this paper,we discuss the equationx(t)=-a(t)x(t)+∫ t -∞ k(t,s-t,x(s)) d sand we gain a new decision theorem. Using this decision theorem,we obtained a very ex...H stability is a new and important concept. In this paper,we discuss the equationx(t)=-a(t)x(t)+∫ t -∞ k(t,s-t,x(s)) d sand we gain a new decision theorem. Using this decision theorem,we obtained a very extensive result of the H uniformly asymptotical stability of this equation. That is,eliminating the restriction that a(t) is bounded.展开更多
文摘This paper deals with the parallel diagonal implicit Runge-Kutta methods for solving DDEs with a constant delay. It is shown that the suitable choice of the predictor matrix can guarantee the stability of the methods. It is proved that for the suitable selection of the diagonal matrix D, the method based on Radau IIA is δ-convergent, and the estimates for the non-stiff speed and the stiff speed of convergence are given.
文摘H stability is a new and important concept. In this paper,we discuss the equationx(t)=-a(t)x(t)+∫ t -∞ k(t,s-t,x(s)) d sand we gain a new decision theorem. Using this decision theorem,we obtained a very extensive result of the H uniformly asymptotical stability of this equation. That is,eliminating the restriction that a(t) is bounded.
