Stability in the Numerical Solution of Linear Parabolic Equations with a Delay Term

This paper is concerned with the stability of numerical processes that arise after semi-discretization of linear parabolic equations wit a delay term. These numerical processes are obtained by applying step-by-step methods to the resulting systems of ordinary delay differential equations. Under the assumption that the semi-discretization matrix is normal we establish upper bounds for the growth of errors in the numerical processes under consideration, and thus arrive at conclusions about their stability. More detailed upper bounds are obtained for -methods under the additional assumption that the eigenvalues of the semi-discretization matrix are real and negative. In particular, we derive contractivity properties in this case. Contractivity properties are also obtained for the -methods applied to the one-dimensional test equation with real coefficients and a delay term. Numerical experiments confirming the derived contractivity properties for parabolic equations with a delay term are presented.     

A review of theoretical and numerical analysis for nonlinear stiff Volterra functional differential equations

In this review, we present the recent work of the author in comparison with various related results obtained by other authors in literature. We first recall the stability, contractivity and asymptotic stability results of the true solution to nonlinear stiff Volterra functional differential equations (VFDEs), then a series of stability, contractivity, asymptotic stability and B-convergence results of Runge-Kutta methods for VFDEs is presented in detail. This work provides a unified theoretical foundation for the theoretical and numerical analysis of nonlinear stiff problems in delay differential equations (DDEs), integro-differential equations (IDEs), delayintegro-differential equations (DIDEs) and VFDEs of other type which appear in practice.      

求解变延迟微分方程的一类线性多步方法的收缩性

This paper presents a sufficient condition on the contractivity of theoretical solution for a class of nonlinear systems of delay differential equations with many variable delays(MDDEs), which is weak,compared with the sufficient condition of previous articles.In addition,it discusses the numerical stability properties of a class of special linear nmltistep methods for this class nonlinear problems.And it is pointed out that not only the backwm‘d Euler method but also this class of linear multistep methods are GRNm-stable if linear interpolation is used.     

Asymptotic stability analysis of Runge-Kutta methods for nonlinear systems of delay differential equations

Summary. We consider systems of delay differential equations (DDEs) of the form with the initial condition . Recently, Torelli [10] introduced a concept of stability for numerical methods applied to dissipative nonlinear systems of DDEs (in some inner product norm), namely RN-stability, which is the straighforward generalization of the wellknown concept of BN-stability of numerical methods with respect to dissipative systems of ODEs. Dissipativity means that the solutions and corresponding to different initial functions and , respectively, satisfy the inequality , and is guaranteed by suitable conditions on the Lipschitz constants of the right-hand side function . A numerical method is said to be RN-stable if it preserves this contractivity property. After showing that, under slightly more stringent hypotheses on the Lipschitz constants and on the delay function , the solutions and are such that , in this paper we prove that RN-stable continuous Runge-Kutta methods preserve also this asymptotic stability property. Received March 29, 1996 / Revised version received August 12, 1996     

Contractivity of locally one-dimensional splitting methods

Summary The aim of this paper is to study contractivity properties of two locally one-dimensional splitting methods for non-linear, multi-space dimensional parabolic partial differential equations. The term contractivity means that perturbations shall not propagate in the course of the time integration process. By relating the locally one-dimensional methods with contractive integration formulas for ordinary differential systems it can be shown that the splitting methods define contractive numerical solutions for a large class of non-linear parabolic problems without restrictions on the size of the time step.     

求解多延迟微分方程的Runge-Kutta方法的收缩性

该文涉及多延迟微分方程MDDEs系统的理论解与数值解的收缩性．为此,一些新的稳定性概念诸如：BN_f^(m)-稳定性及GRN_m-稳定性稳定性被引入．该探讨得出：Ｒｕｎｇｅ Ｋｕｔｔａ（ＲＫ）方法及相应的连续插值的BN^(m)-稳定性导致求解MDDEs的方法的收缩性（GRN_m-稳定性）．     

Exact and numerical stability analysis of reaction-diffusion equations with distributed delays

This paper is concerned with the stability analysis of the exact and numerical solutions of the reaction-diffusion equations with distributed delays. This kind of partial integro-differential equations contains time memory term and delay parameter in the reaction term. Asymptotic stability and dissipativity of the equations with respect to perturbations of the initial condition are obtained. Moreover, the fully discrete approximation of the equations is given. We prove that the one-leg θ-method preserves stability and dissipativity of the underlying equations. Numerical example verifies the efficiency of the obtained method and the validity of the theoretical results.     

Contractivity and exponential stability of solutions to nonlinear neutral functional differential equations in banach spaces

A series of contractivity and exponential stability results for the solutions to nonlinear neutral functional differential equations (NFDEs) in Banach spaces are obtained,which provide unified theoretical foundation for the contractivity analysis of solutions to nonlinear problems in functional differential equations (FDEs),neutral delay differential equations (NDDEs) and NFDEs of other types which appear in practice.     

Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations

In this paper we study the mean-square (MS) stability of the Milstein method for linear stochastic delay integro-differential equations (SDIDE) with Markovian switching by extending the techniques of [Z. Wang, C. Zhang, An analysis of stability of Milstein method for stochastic differential equations with delay, Computers and Mathematics with Applications 51 (2006) 1445–1452; L. Ronghua, H. Yingmin, Convergence and stability of numerical solutions to SDDEs with Markovian switching, Applied Mathematics and Computation 175 (2006) 1080–1091]. It is established that the Milstein method is MS-stable for linear stochastic delay differential equations (Wang and Zhang (2006); in the above reference). Here we prove that it is MS-stable for linear SDIDE with Markovian switching also under suitable conditions on the integral term. A numerical example is provided to illustrate the theoretical results.     

一类线性多步法关于变延迟非线性中立型微分方程的渐近稳定性

1引言中立型微分方程广泛出现于生物学、物理学及工程技术等诸多领域.数值求解中立型微分方程时,数值方法的稳定性研究具有无容置疑的重要性,其中渐近稳定性的研究是其重要组成部分.对于线性中立型延迟微分方程,渐近稳定性研究已有许多重要结果,如文献[1,2,3,4,5,6]等.对于非线性中立型变延迟微分方程,数值方法的稳定性研究近几年才有进展.2000年,Bellen等在文献[7]中讨论了Runge-Kutta法求解一类特殊的中立型延迟微分     

Finite time stability analysis of systems based on delayed exponential matrix

In this paper, we analyze finite time stability for a class of differential equations with finite delay. Some sufficient conditions for the finite time stability results are derived based on delayed matrix exponential approach and Jensen’s and Coppel’s inequalities. Finally, we demonstrate the validity of designed method and make some discussions by using a numerical example.     

时间延迟扩散-波动分数阶微分方程有限差分方法

本文提出求解时间延迟扩散-波动分数阶微分方程有限差分方法，方程中对时间的一阶导函数用α阶（0 < α < 1） Caputo分数阶导数代替.文章中利用Lubich线性多步法对分数阶微分进行差分离散，且文章利用分段区间证明该方法是稳定的，且利用数值实验加以验证.     

Stability analysis of solutions to nonlinear stiff Volterra functional differential equations in Banach spaces

A series of stability, contractivity and asymptotic stability results of the solutions to nonlinear stiff Volterra functional differential equations (VFDEs) in Banach spaces is obtained, which provides the unified theoretical foundation for the stability analysis of solutions to nonlinear stiff problems in ordinary differential equations(ODEs), delay differential equations(DDEs), integro-differential equations(IDEs) and VFDEs of other type which appear in practice.     

A Stable Numerical Approach for Implicit Non-Linear Neutral Delay Differential Equations

In this paper we consider implicit non-linear neutral delay differential equations to derive efficient numerical schemes with good stability properties. The basic idea is to reformulate the original problem eliminating the dependence on the derivative of the solution in the past values. Our hypothesis on the original equation allow us to study the boundedness and asymptotic stability of the true and numerical solutions by the theory of stability with respect to the forcing term.     

Contractivity of θ-method for semi-discrete systems

We consider nonlinear semi-discrete problems that derive by reaction diffusion systems of partial differential equations, when finite difference methods or Faedo Galerkin methods are used for spatial discretization. The aim of this article is to give sufficient conditions for the contractivity of the θ-method, in a norm generated by a positive diagonal matrix G. We show that the numerical contractivity property is obtained if some matrices, constructed by means of the Jacobian matrix of nonlinear term, are M-matrices. © 1996 John Wiley & Sons, Inc.     

Dynamics and numerical simulations in a production and development of red blood cells model with one delay

In this paper, we study an unstructured model of a cellular population in the spirit of Grabosch and Heijmans [Grabosch A, Heijmans HJAM. Production, development and maturation of red blood cells, A mathematical model. AM-R 8919, ISSN 0924-2953, 1989.] model. The cellular population is described by a system of differential equations with one delay. The basic assumption is that the cell population responsible for the production of blood cells consists of three compartments: the stem cells, the precursor cells, and the blood cells. We prove that the model has two possible steady states and their dynamics (depending on time delay) are studied in term of the local stability, we illustrate these results with numerical simulations for some different values of the time delay.     

On numerical approximation using differential equations with piecewise-constant arguments

In this paper we give a brief overview of the application of delay differential equations with piecewise constant arguments (EPCAs) for obtaining numerical approximation of delay differential equations, and we show that this method can be used for numerical approximation in a class of age-dependent population models. We also formulate an open problem for stability and oscillation of a class of linear delay equations with continuous and piecewise constant arguments. This research was partially supported by Hungarian NFSR Grant No. T046929.     

Numerical analysis of singularly perturbed delay differential turning point problem

In this paper, we describe a numerical method based on fitted operator finite difference scheme for the boundary value problems for singularly perturbed delay differential equations with turning point and mixed shifts. Similar boundary value problems are encountered while simulating several real life processes for instance, first exit time problem in the modelling of neuronal variability. A rigorous analysis is carried out to obtain priori estimates on the solution and its derivatives for the considered problem. In the development of numerical methods for constructing an approximation to the solution of the problem, a special type of mesh is generated to tackle the delay term along with the turning point. Then, to develop robust numerical scheme and deal with the singularity because of the small parameter multiplying the highest order derivative term, an exponential fitting parameter is used. Several numerical examples are presented to support the theory developed in the paper.     

A sufficient condition for the global asymptotic stability of a class of logistic equations with piecewise constant delay

For a class of differential equations with piecewise constant delay, we establish sufficient conditions for the unique positive equilibrium to be globally asymptotically stable, which improves the results obtained by the contractivity method and extend the recent result on “Gopalsamy and Liu’s conjecture” to a nonautonomous case.     

随机延迟微分方程的Milstein方法的非线性均方稳定性

本文针对一般的非线性随机延迟微分方程,证明了当系统理论解满足均方稳定性条件时,则当方程的漂移和扩散项满足一定的条件时,Milstein方法也是均方稳定的.数学实验进一步验证了我们的结论.