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Analytical and numerical delay-dependent stability for delay differential equations

Chengming Huang, Stefan Vandewalle

Department of Computer Science, Katholieke Universiteit Leuven, Belgium
chengming.huang@cs.kuleuven.ac.be, stefan.vandewalle@cs.kuleuven.ac.be
Contributed talk


This paper is concerned with the study of numerical methods for ordinary and partial differential equations with both fixed and distributed delays. We focus first on a delay-dependent stability analysis of scalar ordinary differential equations with real coefficients. The exact stability region of the trapezium rule is desired. It is proved that the time discretization based on the trapezium rule can preserve the asmptotic stability of the underlying test problems. Next, we consider partial delay differential equations. We show that the space discretization leads to a reduction of stability region if the standard second-order central difference operator is employed to approximate the Laplacian. Finally, some numerical examples are given to confirm the theoretical results.




Ernst Hairer
2002-04-30