Delay-dependent stability analysis of trapezium rule for second order delay differential equations with three parameters
conservation of stabilityDelay dependent stabilitysecond order delay differential equationstrapezoidal rule
Stability theory of functional-differential equations (34K20) Numerical methods for functional-differential equations (65L03) Numerical investigation of stability of solutions to ordinary differential equations (65L07) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)
The paper is concerned with the study of the conservation of stability properties by applying the trapezoidal rule to the second order delay differential equations with three parameters: \[ y=ay'(t)+by(t)+cy(t-\tau), \quad t\geq 0. \] This problem which in general cannot be solved exactly is replaced by using the trapezoidal rule by the numerical method \[ \begin{aligned} y_{n+1}-y_{n}&=\tfrac{1}{2}\, hY_{n+1}+\tfrac{1}{2}\, hY_{n},\\ Y_{n+1}-Y_{n}&=\tfrac{1}{2}\, haY_{n+1}+\tfrac{1}{2}\, haY_{n}+\tfrac{1}{2}\, hby_{n+1}+\tfrac{1}{2}\, hby_{n}+\tfrac{1}{2}\, hcy_{n+1-m}+\tfrac{1}{2}\,hc y_{n-m},\end{aligned} \] where \(h=\tau /m\) is a consistent step size and \(Y_{n}\) an approximation to \(y(x_{n})\). The main result is given in the following theorem: The difference equation is asymptotically stable if: \[ a<-b\tau \quad \text{and}\quad b\tau^{2}<-c\tau^{}<\frac{4m^{2}(1-\cos\eta)+h^{2}b(1+\cos\eta)}{\cos m\eta(1+\cos\eta)} \] where \(\eta\) is the root of \[ a=-((4m(1-\cos\eta)+h^{2}b(1+\cos\eta ))/(2\tau\sin\eta)\tan m\eta \] with \(\eta\in(0,\pi/2m)\).
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