Title
Unconditionally stable difference methods for delay partial differential equations
Abstract
This paper is concerned with the numerical solution of parabolic partial differential equations with time-delay. We focus in particular on the delay dependent stability analysis of difference methods that use a non-constrained mesh, i.e., the time step-size is not required to be a submultiple of the delay. We prove that the fully discrete system unconditionally preserves the delay dependent asymptotic stability of the linear test problem under consideration, when the following discretization is used: a variant of the classical second-order central differences to approximate the diffusion operator, a linear interpolation to approximate the delay argument, and, finally, the trapezoidal rule or the second-order backward differentiation formula to discretize the time derivative. We end the paper with some numerical experiments that confirm the theoretical results.
Year
DOI
Venue
2012
10.1007/s00211-012-0467-7
Numerische Mathematik
Keywords
Field
DocType
65l20,65m10,65m20
Discretization,Mathematical optimization,Mathematical analysis,Trapezoidal rule,Time derivative,Exponential stability,Backward differentiation formula,Delay differential equation,Partial differential equation,Mathematics,Discrete system
Journal
Volume
Issue
ISSN
122
3
null
Citations 
PageRank 
References 
9
0.68
8
Authors
2
Name
Order
Citations
PageRank
Chengming Huang1242.93
Stefan Vandewalle250162.63