THE STABILITY OF LINEAR MULTISTEP METHODS FOR SYSTEMS OF DELAY DIFFERENTIAL EQUATIONS

摘要

This paper deals with the numerical solution of initial value problems for systems of differential equations with a delay argument. The numerical stability of a linear multistep method is investigated by analysing the solution of the lest equation y’(t)=Ay(t) + By(1-t),where A,B denote constant complex N×N-matrices,and t0.We investigate carefully the characterization of the stability region.