Stability of \(\vartheta\)-methods for delay integro-differential equations. (Q1421205)

This paper is concerned with the stability behaviour of the \(\theta\)-methods for the numerical solution of delay integro-differential equations: \[ u'(t)= f \left(t, u(t), u(t- \tau), \int_{t- \tau}^t g(t,s,u(s)) \,ds\right) \] where \( \tau\) is a constant delay. Here the delayed argument \(u(t- \tau)\) is approximated by linear interpolation between steps and the integral term is approximated by the trapezoidal rule. Considering the linear test equation \(u'(t)= \lambda u(t) + \mu u(t- \tau) + \kappa \int_{t-\tau}^t u(s) \,ds\) with \(\lambda,\mu,\kappa\) real o complex constants and taking into account the conditions on this coefficients for the asymptotic stability of the zero solution obtained by the author in a previous paper [ibid. 145, No. 2, 483-492 (2002; Zbl 1002.65148)], the author studies the stability behaviour of the \(\theta\)--methods when the step size \(h\) is such that \( \tau = n h \) for some positive integer \(n\) and also in the case of arbitrary step sizes. In the first case, it is found that for all \( \theta \in [1/2,1]\), i.e. for A-stable \(\theta\)--methods, the discretization preserves the asymptotic behaviour of the exact solutions, i.e. for all values of the parameters \( \lambda\), \(\mu\), \(\kappa\) such that the exact solution \( u(t) \to 0\) when \( t \to \infty\) the numerical solution exhibits also the same property. Moreover it is proved this property does not hold for arbitrary step sizes and an example is constructed to show this fact.