Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equations

Authors:
Siqing Gan
Affiliations:
School of Mathematics Science and Computing Technology, Central South University, Changsha 410075, Hunan, PR China
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2006

Citing 3
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Abstract

This paper is concerned with the numerical solution of initial value problems for linear systems of functional differential and functional equations. The adaptation of Rosenbrock methods is considered. It is shown that, under some reasonable assumptions, A-stability Rosenbrock methods can preserve the asymptotic stability of underlying linear systems.