Stability analysis of \(\theta \)-methods for neutral multidelay integrodifferential system (Q2478400)

The authors study the neutral multi-delay integro-differential equations \[ Au'(t) + Bu(t) + \sum_{j=1}^{M}\left[C_j u'(t-\tau_j) + D_j u(t-\tau_j) + G_j\int_{t-\tau_j}^t u(x)\,dx\right ] = 0, \] where \(A, B, C_j, D_j, G_j\) are \((d\times{d})\) matrices, \(0<\tau_1\leq \cdots \leq \tau_M\), with initial condition \(u(t)= \varphi(t)\) for \(-\tau_M\leq t\leq 0\). The main part \(A\) can be singular. Necessary and sufficient spectral conditions of stability for analytic solutions are obtained. An improved \(\theta\)-method (convex combination of Euler implicit and explicit methods) is suggested and investigated with respect to its stability. Two numerical examples are given.