Nonlinear stability of general linear methods for delay differential equations (Q698573): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 10:54, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonlinear stability of general linear methods for delay differential equations |
scientific article |
Statements
Nonlinear stability of general linear methods for delay differential equations (English)
0 references
3 April 2003
0 references
This paper is concerned with the stability of general linear multistep methods for nonlinear delay differential systems: \( y'(t) = f ( t , y(t), y(t - \tau)), t \geq 0 \) where \( \tau > 0 \) is the constant delay and \( y(t) \in X \) a real or complex Hilbert space with the inner product \( \langle \cdot , \cdot \rangle \) and the corresponding norm \( \|\cdot \|\). Further it is assumed that \( f: [0, + \infty) \times X \times X \to X \) satisfies the condition \[ \text{Re} \langle u_1 - u_2 , f(t, u_1, v_1) - f(t, u_2, v_2) \rangle \leq \alpha \|u_1 - u_2 \|^2 + \beta \|v_1 - v_2 \|^2 + \gamma \|f(t, u_1, v_1) - f(t, u_2 , v_2) \|^2 \] for all \( t \geq 0 , u_i, v_i \in X \) with some real constants \( \alpha, \beta \geq 0 \) and \( \gamma \). The general linear methods are written in the compact form \[ y^{(n)} = h C_{11} F ( Y^{(n)}, \overline{Y}^{(n)})+ C_{12} y^{(n-1)}, \] \[ y^{(n)} = h C_{21} F ( Y^{(n)}, \overline{Y}^{(n)})+ C_{22} y^{(n-1)},\quad y_h(t_n + \eta h) = b y^{(n)} \] and depend on the constant matrices \( C_{ij}\), the vector \(b\) and the step size \( h > 0 \). Here \( y^{(n)}\) and \( Y^{(n)}\) are multivalue vectors associated to the numerical solution at \( t_n = n h \) and \(\overline{Y}^{(n)} \) is the retarded multivalue vector corresponding to \( Y^{(n)}\) which are computed by linear interpolation. In this context the authors introduce several stability concepts which are extensions of other concepts used previously in this field and give sufficient conditions on the coefficients of the method and the step size which ensure the stability of the general linear methods. Finally, a particular study of the stability of linear multistep methods is also presented.
0 references
delay differential equations
0 references
general linear multistep methods
0 references
nonlinear stability
0 references
nonlinear delay differential systems
0 references
Hilbert space
0 references