Good Behavior with Respect to the Stiffness in the Numerical Integration of Retarded Functional Differential Equations

In this paper we obtain, for the global errors of a functional continuous Runge--Kutta (FCRK) method as applied to a retarded functional differential equation (RFDE), a recursive relation similar to that obtained for the global errors of a one-step method as applied to an ordinary differential equation. After which, we introduce a notion of good behavior with respect to the stiffness of an FCRK method on a given family of RFDEs. Finally, we analyze this notion of “good behavior” in the case of particular families of scalar semilinear RFDEs with nonvanishing delays.

[1]  E. Hairer,et al.  Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems , 2010 .

[2]  Uri M. Ascher,et al.  Computer methods for ordinary differential equations and differential-algebraic equations , 1998 .

[3]  Christopher T. H. Baker,et al.  Stability analysis of continuous implicit Runge-Kutta methods for Volterra integro-differential systems with unbounded delays , 1997 .

[4]  H. Brunner,et al.  The numerical solution of Volterra equations , 1988 .

[5]  Chengming Huang Stability of linear multistep methods for delay integro-differential equations , 2008, Comput. Math. Appl..

[6]  J. Verwer,et al.  Stability of Runge-Kutta Methods for Stiff Nonlinear Differential Equations , 1984 .

[7]  Nicola Guglielmi,et al.  Recent trends in the numerical solution of retarded functional differential equations* , 2009, Acta Numerica.

[8]  Li Shoufu,et al.  B -Theory of Runge-Kutta methods for stiff Volterra functional differential equations , 2003 .

[9]  E. Hairer,et al.  Solving Ordinary Differential Equations II , 2010 .

[10]  L. Shampine,et al.  Numerical Solution of Ordinary Differential Equations. , 1995 .

[11]  T. Koto Stability of Runge-Kutta methods for delay integro-differential equations , 2002 .

[12]  Christoph W. Ueberhuber,et al.  Stability Properties of Implicit Runge–Kutta Methods , 1985 .

[13]  Neville J. Ford,et al.  Stability properties of a scheme for the approximate solution of a delay-integro-differential equation , 1992 .

[14]  Kevin Burrage,et al.  Parallel and sequential methods for ordinary differential equations , 1995, Numerical analysis and scientific computation.

[15]  Stefan Vandewalle,et al.  An Analysis of Delay-Dependent Stability for Ordinary and Partial Differential Equations with Fixed and Distributed Delays , 2004, SIAM J. Sci. Comput..

[16]  Stefan Vandewalle,et al.  Stability of Runge-Kutta-Pouzet methods for Volterra integro-differential equations with delays , 2009 .

[17]  Chengjian Zhang,et al.  Stability analysis of Runge-Kutta methods for nonlinear Volterra delay-integro-differential equations , 2004 .

[18]  C. Cryer,et al.  The Numerical Solution of Volterra Functional Di erential Equations by Euler''s Method , 1972 .

[19]  A. Prothero,et al.  On the stability and accuracy of one-step methods for solving stiff systems of ordinary differential equations , 1974 .

[20]  Zhang Chengjian,et al.  Nonlinear stability and D-convergence of Runge-Kutta methods for delay differential equations , 1997 .

[21]  Chengjian Zhang,et al.  General Linear Methods for Volterra Integro-differential Equations with Memory , 2005, SIAM J. Sci. Comput..

[22]  Peter Deuflhard,et al.  Scientific Computing with Ordinary Differential Equations , 2002 .

[23]  Lucio Tavernini,et al.  One-Step Methods for the Numerical Solution of Volterra Functional Differential Equations , 1971 .

[24]  Marino Zennaro,et al.  Strong contractivity properties of numerical methods for ordinary and delay differential equations , 1992 .

[25]  A. Bellen,et al.  Numerical methods for delay differential equations , 2003 .

[26]  RUNGE–KUTTA METHODS FOR RETARDED FUNCTIONAL DIFFERENTIAL EQUATIONS , 2005 .

[27]  Christoph W. Ueberhuber,et al.  The Concept of B-Convergence , 1981 .

[28]  L. Torelli,et al.  Stability of numerical methods for delay differential equations , 1989 .

[29]  Shoufu Li,et al.  B-theory of general linear methods for Volterra functional differential equations , 2005 .