THE STABILITY OF THE THETA-METHODS IN THE NUMERICAL-SOLUTION OF DELAY DIFFERENTIAL-EQUATIONS

被引:97
作者
LIU, MZ
SPIJKER, MN
机构
[1] Department of Mathematics and Computer Science, University of Leiden, Niels Bohrweg 1
关键词
D O I
10.1093/imanum/10.1.31
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 numerical methods for the solution of delay differential equations. We focus on the behaviour of the one-leg θ-method and the linear θ-method in the solution of the linear test equation U'(t)=λU(t)+μU(t - τ), with τ>0 and complex λ,μ The stability regions for both of these methods are determined. The regions turn out to be equal to each other only if θ=0 or θ=1. © 1989 Oxford University Press.
引用
收藏
页码:31 / 48
页数:18
相关论文
共 16 条
[1]   STABILITY PROPERTIES OF NUMERICAL-METHODS FOR SOLVING DELAY DIFFERENTIAL-EQUATIONS [J].
ALMUTIB, AN .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1984, 10 (01) :71-79
[2]  
Barwell V. K., 1975, BIT (Nordisk Tidskrift for Informationsbehandling), V15, P130, DOI 10.1007/BF01932685
[3]  
Butcher J. C., 1987, NUMERICAL ANAL ORDIN
[4]  
CALVO M, 1988, NUMER MATH, V54, P257, DOI 10.1007/BF01396761
[5]   HIGHLY STABLE MULTISTEP METHODS FOR RETARDED DIFFERENTIAL EQUATIONS [J].
CRYER, CW .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1974, 11 (04) :788-797
[6]  
Dahlquist G., 1975, LECT NOTES MATH, P60
[7]   ALGORITHMS FOR CLASSICAL STABILITY PROBLEMS [J].
DUFFIN, RJ .
SIAM REVIEW, 1969, 11 (02) :196-&
[8]  
HOUWEN PJ, 1984, J COMPUT APPL MATH, V10, P55
[9]   ASYMPTOTIC STABILITY ANALYSIS OF THETA-METHODS FOR FUNCTIONAL-DIFFERENTIAL EQUATIONS [J].
JACKIEWICZ, Z .
NUMERISCHE MATHEMATIK, 1984, 43 (03) :389-396
[10]  
JOHN J, 1971, J I MATH APPL, V8, P397