Skip to main content
Log in

Stability of collocation methods for delay differential equations with vanishing delays

  • Published:
BIT Numerical Mathematics Aims and scope Submit manuscript

Abstract

We analyze the asymptotic stability of collocation solutions in spaces of globally continuous piecewise polynomials on uniform meshes for linear delay differential equations with vanishing proportional delay qt (0<q<1) (pantograph DDEs). It is shown that if the collocation points are such that the analogous collocation solution for ODEs is A-stable, then this asymptotic behaviour is inherited by the collocation solution for the pantograph DDE.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bellen, A., Zennaro, M.: Numerical Methods for Delay Differential Equations. Oxford University Press, Oxford (2003)

    Book  MATH  Google Scholar 

  2. Bellen, A., Guglielmi, N., Torelli, L.: Asymptotic stability properties of θ-methods for the pantograph equation. Appl. Numer. Math. 24, 279–293 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  3. Bellen, A., Maset, S., Zennaro, M., Guglielmi, N.: Recent trends in the numerical solution of retarded functional differential equations. Acta Numer. 18, 1–110 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  4. Brunner, H.: Collocation Methods for Volterra Integral and Related Functional Differential Equations, Cambridge Monographs on Applied and Computational Mathematics, vol. 15. Cambridge University Press, Cambridge (2004)

    MATH  Google Scholar 

  5. Brunner, H.: Current work and open problems in the numerical analysis of Volterra functional equations with vanishing delays. Front. Math. China 4, 3–22 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  6. Buhmann, M.D., Iserles, A.: Numerical analysis of functional equations with a variable delay. In: Griffiths, D.F., Watson, G.A. (eds.) Numerical Analysis (Dundee 1991), Pitman Res. Notes Math. Ser., vol. 260, pp. 17–33. Longman Scientific & Technical, Harlow (1992)

    Google Scholar 

  7. Buhmann, M.D., Iserles, A.: Stability of the discretized pantograph differential equation. Math. Comput. 60, 575–589 (1993)

    Article  MATH  MathSciNet  Google Scholar 

  8. Buhmann, M.D., Iserles, A., Nørsett, S.P.: Runge-Kutta methods for neutral differential equations. In: Agarwal, R.P. (ed.) Contributions in Numerical Mathematics (Singapore 1993), pp. 85–98. World Scientific, River Edge (1993)

    Chapter  Google Scholar 

  9. Čermák, J., Jánský, J.: On the asymptotics of the trapezoidal rule for the pantograph equation. Math. Comput. 78, 2107–2126 (2009)

    Article  MATH  Google Scholar 

  10. Fox, L., Mayers, D.F., Ockendon, J.R., Tayler, A.B.: On a functional differential equation. J. Inst. Math. Appl. 8, 271–307 (1971)

    Article  MATH  MathSciNet  Google Scholar 

  11. Gan, S.Q.: Exact and discretized dissipativity of the pantograph equation. J. Comput. Math. 25, 81–88 (2007)

    MATH  MathSciNet  Google Scholar 

  12. Guglielmi, N.: Short proofs and a counterexample for analytical and numerical stability of delay equations with infinite memory. IMA J. Numer. Anal. 26, 60–77 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  13. Guglielmi, N., Hairer, E.: Order stars and stability for delay differential equations. Numer. Math. 83, 371–383 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  14. Guglielmi, N., Zennaro, M.: Stability of one-leg Θ-methods for the variable coefficient pantograph equation on the quasi-geometric mesh. IMA J. Numer. Anal. 23, 421–438 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  15. Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems, 2nd edn. Springer, Berlin (1996)

    MATH  Google Scholar 

  16. Huang, C.M.: Stability analysis of general linear methods for the nonautonomous pantograph equation. IMA J. Numer. Anal. 29, 444–465 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  17. Iserles, A.: On the generalized pantograph functional-differential equation. Eur. J. Appl. Math. 4, 1–38 (1993)

    Article  MATH  MathSciNet  Google Scholar 

  18. Iserles, A.: Numerical analysis of delay differential equations with variable delays. Ann. Numer. Math. 1, 133–152 (1994)

    MATH  MathSciNet  Google Scholar 

  19. Iserles, A.: On nonlinear delay differential equations. Trans. Am. Math. Soc. 344, 441–477 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  20. Iserles, A.: Exact and discretized stability of pantograph equations. Appl. Numer. Math. 24, 295–308 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  21. Iserles, A., Terjéki, J.: Stability and asymptotic stability of functional-differential equations. J. Lond. Math. Soc. 51(2), 559–572 (1995)

    MATH  Google Scholar 

  22. Jackiewicz, Z.: Asymptotic stability analysis of θ-methods for functional differential equations. Numer. Math. 43, 389–396 (1984)

    Article  MATH  MathSciNet  Google Scholar 

  23. Kato, T., McLeod, J.B.: The functional-differential equation y′(x)=ay(λ x)+by(x). Bull. Am. Math. Soc. 77, 891–937 (1971)

    Article  MATH  MathSciNet  Google Scholar 

  24. Koto, T.: Stability of Runge-Kutta methods for the generalized pantograph equation. Numer. Math. 84, 233–247 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  25. Li, D.S., Liu, M.Z.: Asymptotic stability of numerical solution of pantograph delay differential equations. J. Harbin Inst. Tech. 31, 57–59 (1999) (in Chinese)

    MATH  MathSciNet  Google Scholar 

  26. Liang, J.Z., Liu, M.Z.: Stability of numerical solutions to pantograph delay systems. J. Harbin Inst. Tech. 28, 21–26 (1996) (in Chinese)

    MATH  MathSciNet  Google Scholar 

  27. Liang, J.Z., Qiu, S.S., Liu, M.Z.: The stability of θ-methods for pantograph delay differential equations. Numer. Math. J. Chinese Univ. (Engl. Ser.) 5, 80–85 (1996)

    MATH  MathSciNet  Google Scholar 

  28. Liu, M.Z., Yang, Z.W., Hu, G.D.: Asymptotical stability of numerical methods with constant stepsize for pantograph equations. BIT 45, 743–759 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  29. Liu, Y.K.: On the θ-methods for delay differential equations with infinite lag. J. Comput. Appl. Math. 71, 177–190 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  30. Liu, Y.K.: Asymptotic behaviour of functional-differential equations with proportional time delays. Eur. J. Appl. Math. 7, 11–30 (1996)

    Article  MATH  Google Scholar 

  31. Liu, Y.K.: Numerical investigation of the pantograph equation. Appl. Numer. Math. 24, 309–317 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  32. Terjéki, J.: Representation of the solutions to linear pantograph equations. Acta Sci. Math. (Szeged) 60, 705–713 (1995)

    MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hermann Brunner.

Additional information

Communicated by Timo Eirola.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Brunner, H., Liang, H. Stability of collocation methods for delay differential equations with vanishing delays. Bit Numer Math 50, 693–711 (2010). https://doi.org/10.1007/s10543-010-0285-1

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10543-010-0285-1

Keywords

Mathematics Subject Classification (2000)

Navigation