Stability analysis of \(\theta\)-methods for neutral functional- differential equations (Q1893501): Difference between revisions
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English | Stability analysis of \(\theta\)-methods for neutral functional- differential equations |
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Stability analysis of \(\theta\)-methods for neutral functional- differential equations (English)
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13 November 1995
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This paper deals with the numerical stability of the neutral functional differential equation \(y'(t) = ay(t) + by(qt) + cy'(pt)\), \(t > 0\). It is proved that \(\theta\)-methods are convergent if \(| c| < 1\). Experiments suggest they are divergent if \(| \theta|\) is large. The problem is transferred to a neutral equation with constant time lags. Using the later equation as a test model, it is shown that the linear \(\theta\)-method is \(\Lambda\)-stable if \(\text{Re }a < 0\) and \(| a| > | b|\) if and only if \(\theta \geq 1/2\) and the one-leg \(\theta\)-method is \(\Lambda\)-stable if \(\theta = 1\). It is also shown that inappropriate stepsize causes spurious solutions in the marginal case when \(\text{Re }a < 0\) and \(| a| = | b|\).
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theta method
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convergence
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stepsize control
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numerical stability
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neutral functional differential equation
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