Delay-dependent stability analysis of symmetric boundary value methods for linear delay integro-differential equations (Q393758)

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Delay-dependent stability analysis of symmetric boundary value methods for linear delay integro-differential equations
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    Delay-dependent stability analysis of symmetric boundary value methods for linear delay integro-differential equations (English)
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    24 January 2014
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    The paper is concerned with the numerical methods to solve the delay integro-differential equation of the form \[ y'(t) = a y(t) + b y(t-\tau) + c \int^{t}_{t-\tau}y(s)ds ,\qquad t\in (0,T], \] \[ y(t) = g(t),\qquad t\in [-\tau,0], \] where \( a, b, c \in \mathbb R.\) The asymptotic stability of four boundary value methods is studied for this problem. Three methods are based on the trapezoidal rule and one method is based on the B-spline approximation. The main condition required from these approximate schemes (of the Adams type) is the property of symmetry, that consists in the equality of the symmetric coefficients. For all that, the stability of the schemes is assured with the supplementary condition from the coefficients of the initial equation.
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    integro-ordinary differential equation
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    multistep difference methods
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    asymptotical stability
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    delay integro-differential equation
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    boundary value method
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    trapezoidal rule
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    B-spline approximation
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