Computing stability of differential equations with bounded distributed delays

被引:39
作者
Luzyanina, T [1 ]
Engelborghs, K [1 ]
Roose, D [1 ]
机构
[1] Katholieke Univ Leuven, Dept Comp Sci, B-3001 Heverlee, Belgium
关键词
delay integro-differential equations; quadrature rules; numerical stability analysis;
D O I
10.1023/A:1026194503720
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:41 / 66
页数:26
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