Stability of piecewise polynomial collocation for computing periodic solutions of delay differential equations

Summary.

We prove numerical stability of a class of piecewise polynomial collocation methods on nonuniform meshes for computing asymptotically stable and unstable periodic solutions of the linear delay differential equation $\dot y(t) = a(t)y(t)+b(t)y(t-\tau) + f(t)$ by a (periodic) boundary value approach. This equation arises, e.g., in the study of the numerical stability of collocation methods for computing periodic solutions of nonlinear delay equations. We obtain convergence results for the standard collocation algorithm and for two variants. In particular, estimates of the difference between the collocation solution and the true solution are derived. For the standard collocation scheme the convergence results are “unconditional”, that is, they do not require mesh-ratio restrictions. Numerical results that support the theoretical findings are also given.