Applied Mathematics and Mechanics (English Edition) ›› 2004, Vol. 25 ›› Issue (12): 1405-1411.

• Articles • Previous Articles     Next Articles

GP-STABILITY OF ROSENBROCK METHODS FOR SYSTEM OF DELAY DIFFERENTIAL EQUATION

CONG Yu-hao, CAI Jia-ning, XIANG Jia-xiang   

  1. Department of Mathematics, Shanghai Normal University, Shanghai 200234, P. R. China
  • Received:2003-04-22 Revised:2004-07-06 Online:2004-12-18 Published:2004-12-18
  • Supported by:

    the National Natural Science Foundation of China (10171067)

Abstract: The stability analysis of the Rosenbrock method for the numerical solutions of system of delay differential equations was studied. The stability behavior of Rosenbrock method was analyzed for the solutions of linear test equation. The result that the Rosenbrock method is GP-stable if and only if it is A-stable is obtained.

Key words: delay differential equation, Rosenbrock method, GP-stability

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