Stability of θ-methods for linear delay-integro-differential systems

Abstract

This article is concerned with the stability of θ-methods for linear delay-integro-differential systems. The linear θ-methods for the modified linear delay-integro-differential systems are established. It is shown that the linear θ-methods are GP-stable if θ∈[1/2, 1]. Finally, some numerical experiments are given to demonstrate the conclusions.

Keywords:

• delay differential equations
• θ-methods
• stability
• numerical solution
• initial value problems

2000 AMS Subject Classifications :

• 65L05
• 65L20

Acknowledgements

This article was supported by the Natural Science Foundation of Heilongjiang Province (A200602), the project (HITC200710) supported by Science Research Foundation and the project (HITQNJS.2006.053) supported by Development Program for Outstanding Young Teachers in Harbin Institute of Technology.