时滞积分微分方程的Rosenbrock方法  

Rosenbrock Methods for Delay Integro-Differential Equations

作　　者：覃婷婷[1] 张诚坚[1] 

机构地区：[1]华中科技大学数学与统计学院,湖北武汉430074

出　　处：《应用数学》2009年第4期908-912,共5页Mathematica Applicata

基　　金：国家自然科学基金资助项目(10871078)

摘　　要：本文研究时滞积分微分方程的数值方法.通过改造现有常及离散型延迟微分方程的数值方法,并匹配以适当数值求积公式,构造了求解时滞积分微分方程的Rosenbrock方法,导出了其稳定性准则.数值例子阐明了所获方法的计算有效性.The numerical methods are studied for a class of delay integro-differential equations. By adapting the existed numerical methods for ordinary and delay differential equations, and matching certain suitable numerical quadrature formulas, Rosenbrock methods are constructed for delay integro-differential equations,the stability criteria of the methods are derived. The numerical examples illustrate the computational effectiveness of the obtained methods.

关 键 词：时滞积分微分方程 ROSENBROCK方法 稳定性 计算有效性 

分 类 号：O241.81[理学—计算数学]