Nonlinear Stability and Convergence of Two-Step Runge-Kutta Methods for Neutral Delay Differential Equations

Abstract EN

This paper is devoted to the stability and convergence analysis of the two-step Runge-Kutta (TSRK) methods with the Lagrange interpolation of the numerical solution for nonlinear neutral delay differential equations.

Nonlinear stability and D-convergence are introduced and proved.

We discuss the GR(l)-stability, GAR(l)-stability, and the weak GAR(l)-stability on the basis of (k,l)-algebraically stable of the TSRK methods; we also discuss the D-convergence properties of TSRK methods with a restricted type of interpolation procedure.