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Analysis of delay-dependent stability of linear θ-methods for linear delay-integro-differential equations

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Abstract

In this paper, the stability regions of linear θ-methods are considered with respect to the linear integro-differential equation with an arbitrary but fixed delay. A necessary condition is proved for θ-methods to be weakly τ(0)-stable and a sufficient condition is conjectured by some numerical investigation.

Original languageEnglish
Pages (from-to)851-869
Number of pages19
JournalIMA Journal of Applied Mathematics
Volume74
Issue number6
DOIs
StatePublished - Dec 2009

Keywords

  • Delay-dependent stability
  • Delay-integro-differential equations
  • Numerical methods

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