Nonlinear stability of general linear methods for delay differential equations (Q698573)

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.