CONVERGENCE OF PARALLEL DIAGONAL ITERATION OF RUNGE-KUTTA METHODS FOR DELAY DIFFERENTIAL EQUATIONS

(整期优先)网络出版时间:2004-03-13
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ImplicitRunge-Kuttamethodishighlyaccurateandstableforstiffinitialvalueproblem.ButtheiterationtechniqueusedtosolveimplicitRunge-Kuttamethodrequireslotsofcomputationalefforts.Inthispaper,weextendtheParallelDiagonalIteratedRungeKutta(PDIRK)methodstodelaydifferentialequations(DDEs).WegivetheconvergenceregionofPDIRKmethods,andanalyzethespeedofconvergenceinthreepartsfortheP-stabilityregionoftheRunge-Kuttacorrectormethod.Finally,weanalysisthespeed-upfactorthroughanumericalexperiment.TheresultsshowthatthePDIRKmethodstoDDEsareefficient.