Convergence aspects of step-parallel iteration of Runge–Kutta methods for delay differential equations

Convergence aspects of step-parallel iteration of Runge–Kutta methods for delay differential equations

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Article ID: iaor20032015
Country: Netherlands
Volume: 42
Issue: 3
Start Page Number: 508
End Page Number: 518
Publication Date: Sep 2002
Journal: BIT
Authors: ,
Keywords: simulation: applications
Abstract:

Implicit Runge–Kutta methods are known as highly accurate and stable methods for solving differential equations. However, the iteration technique used to solve implicit Runge–Kutta methods requires a lot of computational efforts. To lessen the computational effort, one can iterate simultaneously at a number of points along the t-axis. In this paper, we extend the PDIRK (Parallel Diagonal Iterated Runge–Kutta) methods to delay differential equations (DDEs). We give the region of convergence and analyze the speed of convergence in three parts for the P-stability region of the Runge–Kutta corrector. It is proved that PDIRK methods to DDEs are efficient, and the diagonal matrix D of the PDIRK methods for DDEs can be selected in the same way as for ordinary differential equations.

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