Stability of linear multistep methods for nonlinear neutral delay differential equations in Banach space

This paper is devoted to investigating the nonlinear stability properties of linear multistep methods for the solution to neutral delay differential equations in Banach space. Two approaches to numerically treating the “neutral term” are considered, which allow us to prove several results on numerical stability of linear multistep methods. These results provide some criteria for choosing the step size such that the numerical method is stable. Some examples of application and a numerical experiment, which further confirms the main results, are given.     

Asymptotic stability of linear multistep methods for nonlinear neutral delay differential equations

This paper is concerned with the numerical solution to initial value problems of nonlinear delay differential equations of neutral type. We use A-stable linear multistep methods to compute the numerical solution. The asymptotic stability of the A-stable linear multistep methods when applied to the nonlinear delay differential equations of neutral type is investigated, and it is shown that the A-stable linear multistep methods with linear interpolation are GAS-stable. We validate our conclusions by numerical experiments.     

Stability in linear multistep methods for pure delay equations

The stability regions of linear multistep methods for pure delay equations are compared with the stability region of the delay equation itself. A criterion is derived stating when the numerical stability region contains the analytical stability region. This criterion yields an upper bound for the integration step (conditional Q-stability). These bounds are computed for the Adams-Bashforth, Adams-Moulton and backward differentiation methods of orders ?8. Furthermore, symmetric Adams methods are considered which are shown to be unconditionally Q-stable. Finally, the extended backward differentiation methods of Cash are analysed.     

Stability switches in a system of linear differential equations with diagonal delay

This paper deals with the stability problem of a delay differential system of the form x^′(t)=-ax(t-τ)-by(t), y^′(t)=-cx(t)-ay(t-τ), where a, b, and c are real numbers and τ is a positive number. We establish some necessary and sufficient conditions for the zero solution of the system to be asymptotically stable. In particular, as τ increases monotonously from 0, the zero solution of the system switches finite times from stability to instability to stability if ; and from instability to stability to instability if . As an application, we investigate the local asymptotic stability of a positive equilibrium of delayed Lotka-Volterra systems.     

Nonlinear stability of general linear methods for neutral delay differential equations

This paper is concerned with the numerical solution of neutral delay differential equations (NDDEs). We focus on the stability of general linear methods with piecewise linear interpolation. The new concepts of GS(p)$GS\left(p\right)$-stability, GAS(p)$GAS\left(p\right)$-stability and weak GAS(p)$GAS\left(p\right)$-stability are introduced. These stability properties for (k,p,0)$(k,p,0)$-algebraically stable general linear methods (GLMs) are further investigated. Some extant results are unified.     

Stability of Runge-Kutta methods for linear delay differential equations

Summary. This paper investigates the stability of Runge-Kutta methods when they are applied to the complex linear scalar delay differential equation . This kind of stability is called stability. We give a characterization of stable Runge-Kutta methods and then we prove that implicit Euler method is stable. Received November 3, 1998 / Revised version received March 23, 1999 / Published online July 12, 2000     

Linear stability of general linear methods for systems of neutral delay differential equations

This paper is concerned with the numerical solution of delay differential equations (DDEs). We focus on the stability of general linear methods for systems of neutral DDEs with multiple delays. A type of interpolation procedure is considered for general linear methods. Linear stability properties of general linear methods with this interpolation procedure are investigated. Many extant results are unified.     

Stability of solutions to delay differential equations with periodic coefficients of linear terms

Under study are the systems of quasilinear delay differential equations with periodic coefficients of linear terms. We establish sufficient conditions for the asymptotic stability of the zero solution, obtain estimates for solutions which characterize the decay rate at infinity, and find the attractor of the zero solution. Similar results are obtained for systems with parameters.     

Delay-dependent stability analysis of multistep methods for delay differential equations

This paper deals with the delay-dependent stability of numerical methods for delay differential equations. First, a stability criterion of Runge-Kutta methods is extended to the case of general linear methods. Then, linear multistep methods are considered and a class of r（0）-stable methods are found. Later, some examples of r（0）-stable multistep multistage methods are given. Finally, numerical experiments are presented to confirm the theoretical results.     

Uniform asymptotic stability for perturbed neutral delay differential equations

One-dimensional perturbed neutral delay differential equations of the form (x(t)−P(t,x(t−τ)))′=f(t,x_t)+g(t,x_t) are considered assuming that f satisfies −v(t)M(φ)?f(t,φ)?v(t)M(−φ), where M(φ)=max{0,max_s∈[−r,0]φ(s)}. A typical result is the following: if ‖g(t,φ)‖?w(t)‖φ‖ and , then the zero solution is uniformly asymptotically stable providing that the zero solution of the corresponding equation without perturbation (x(t)−P(t,x(t−τ)))′=f(t,x_t) is uniformly asymptotically stable. Some known results associated with this equation are extended and improved.     

Generalized second derivative linear multistep methods for ordinary differential equations

Numerical Algorithms - This paper is devoted to investigate the modified extended second derivative backward differentiation formulae from second derivative general linear methods point of view....     

A global stability criterion in nonautonomous delay differential equations

Consider the following nonautonomous nonlinear delay differential equation:

     

Analytical and numerical methods for the stability analysis of linear fractional delay differential equations

In this paper, several analytical and numerical approaches are presented for the stability analysis of linear fractional-order delay differential equations. The main focus of interest is asymptotic stability, but bounded-input bounded-output (BIBO) stability is also discussed. The applicability of the Laplace transform method for stability analysis is first investigated, jointly with the corresponding characteristic equation, which is broadly used in BIBO stability analysis. Moreover, it is shown that a different characteristic equation, involving the one-parameter Mittag-Leffler function, may be obtained using the well-known method of steps, which provides a necessary condition for asymptotic stability. Stability criteria based on the Argument Principle are also obtained. The stability regions obtained using the two methods are evaluated numerically and comparison results are presented. Several key problems are highlighted.     

On the order of composite multistep methods for ordinary differential equations

Summary In this paper, a general class ofk-step methods for the numerical solution of ordinary differential equations is discussed. It is shown that methods with order of consistencyq have order of convergence (q+1) if a very simple condition is satisfied. This result gives a new aspect to previous results of Spijker; it also serves as a starting point for a new theory of cyclick-step methods, completing an approach of Donelson and Hansen. It facilitates the practical determination of high-order cyclick-step methods, especially of stiffly stable,k-step methods.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

Chebyshevian multistep methods for ordinary differential equations

Summary In this paper some theory of linear multistep methods fory ^(r) (x)=f(x,y) is extended to include smooth, stepsize-dependent coefficients. Treated in particular is the case where exact integration of a given set of functions is desired.Work on this paper was supported in part by U.S. Army Research Office (Durham) Grant DA-ARO(D)-31-124-G1050 and National Science Foundation Grant GP-23655 with The University of Texas at Austin.     

The improved linear multistep methods for differential equations with piecewise continuous arguments

This paper deals with the convergence of the linear multistep methods for the equation x′(t) = ax(t) + a₀x([t]). Numerical experiments demonstrate that the 2-step Adams-Bashforth method is only of order p = 0 when applied to the given equation. An improved linear multistep methods is constructed. It is proved that these methods preserve their original convergence order for ordinary differential equations (ODEs) and some numerical experiments are given.     

Stability of ZakianI MN recursions for linear delay differential equations

Long sequences of linear delay differential equations (DDEs) frequently occur in the design of control systems with delays using iterative-numerical methods, such as the method of inequalities. ZakianI _MN recursions for DDEs are suitable for solving this class of problems, since they are reliable and provide results to the desired accuracy, economically even if the systems are stiff. This paper investigates the numerical stability property of theI _MN recursions with respect to Barwell's concept ofP-stability. The result shows that the recursions using full gradeI _MN approximants areP-stable if, and only if,N−2≤M≤N−1.