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A stable numerical approach for implicit non-linear neutral delay differential equations. (English) Zbl 1030.65078

The paper considers implicit neutral functional differential equations or functional differential equations n Hale’s form: \[ (y(t)-G(t,y(t-\tau(t))))' = F(t,y(t),y(t-\tau(t))), \quad t \geq t_0 \] under suitable conditions on \(F,G\) which ensure the existence of a unique solution subject to the specification of a suitable initial function.
After preliminaries, the authors provide a reformulation of the equation as a delay differential algebraic equation and use the reformulated problem as the basis for an analysis of boundedness and stability of the zero solution under small perturbations in the initial function. Although the analysis is given for the nonlinear problem, careful attention is paid to the important linear case.
Numerical schemes for solution of the problem are considered, based on a continuous Runge-Kutta method, and the authors give conditions under which the stability of the underlying problem is preserved in the numerical approximation. These results are backed up by the use of examples in which they are able to illustrate the stability properties of the Euler method and of the 2-stage Lobatto IIIC method.

MSC:

65L05 Numerical methods for initial value problems involving ordinary differential equations
65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
34K20 Stability theory of functional-differential equations
65L80 Numerical methods for differential-algebraic equations
65L20 Stability and convergence of numerical methods for ordinary differential equations
34K28 Numerical approximation of solutions of functional-differential equations (MSC2010)
34K40 Neutral functional-differential equations
34A09 Implicit ordinary differential equations, differential-algebraic equations
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