Article ID: | iaor201526151 |
Volume: | 69 |
Issue: | 2 |
Start Page Number: | 291 |
End Page Number: | 300 |
Publication Date: | Jun 2015 |
Journal: | Numerical Algorithms |
Authors: | Betts John, Campbell Stephen, Thompson Karmethia |
Keywords: | stability |
Recent results in the literature have shown that LobattoIIIA methods may have some undesirable stability properties when used to numerically integrate differential algebraic equations (DAEs) which have delays. In these studies Lagrange interpolation was used to compute the delayed terms. Here we show that this undesirable behavior of LobattoIIIA methods reported in the literature is tied to the use of Lagrange interpolation and their use in an ODE integrator. With these and other natural interpolations some LobattoIIIA methods do not exhibit this undesirable behavior when used within a direct transcription framework.