D-Convergence of One-Leg Methods for Stiff Delay Differential Equations

Abstract

This paper is concerned with the numerical solution of delay differential equations(DDEs). We focus on the error analysis of one-leg methods applied nonlinear stiff DDEs. It is proved that an A-stable one-leg method with a simple linear interpolation is D-convergent of order $p$, if it is consistent of order $p$ in the classical sense.