Computing Stability of Differential Equations with Bounded Distributed Delays |
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Authors: | T Luzyanina K Engelborghs D Roose |
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Institution: | (1) Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200 A, B-3001 Heverlee-Leuven, Belgium |
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Abstract: | This paper deals with the stability analysis of scalar delay integro-differential equations (DIDEs). We propose a numerical scheme for computing the stability determining characteristic roots of DIDEs which involves a linear multistep method as time integration scheme and a quadrature method based on Lagrange interpolation and a Gauss–Legendre quadrature rule. We investigate to which extent the proposed scheme preserves the stability properties of the original equation. We derive and prove a sufficient condition for (asymptotic) stability of a DIDE (with a constant kernel) which we call RHP-stability. Conditions are obtained under which the proposed scheme preserves RHP-stability. We compare the obtained results with corresponding ones using Newton–Cotes formulas. Results of numerical experiments on computing the stability of DIDEs with constant and nonconstant kernel functions are presented. |
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Keywords: | delay integro-differential equations quadrature rules numerical stability analysis |
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