Singly-implicit Runge-Kutta methods for retarded and ordinary differential equations
Singly implicit Runge-Kutta methods (i.e., methods whose Runge-Kutta matrix has only one real eigenvalue of multiplicity s) are reviewed. Their suitability for the numerical solution of stiff delay differential equations is promoted, and two new codes are presented together with several numerical experiments. This article contains an interesting characterization of the P-stability region (with respect to \(y'(t)=ay(t)+by(t-\tau)\), \(a,b\in C\), \(\tau >0)\) for general numerical procedures.
scientific article; zbMATH DE number 4139219
scientific article