Error bounds for approximate eigenvalues of periodic-coefficient linear delay differential equations

被引:24
作者
Bueler, Ed [1 ]
机构
[1] Univ Alaska, Dept Math & Stat, Fairbanks, AK 99775 USA
关键词
Chebyshev; collocation; delay differential equations; eigenvalues; monodromy operator; a posteriori; spectral methods;
D O I
10.1137/050633330
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We describe a new Chebyshev spectral collocation method for systems of variable-coefficient linear delay differential equations with a single fixed delay. Computable uniform a posteriori bounds are given for this method. When the coefficients are periodic, the system has a unique compact nonnormal monodromy operator whose spectrum determines the stability of the system. The spectral method approximates this operator by a dense matrix of modest size. In cases where the coefficients are smooth we observe spectral convergence of the eigenvalues of that matrix to those of the operator. Our main result is a computable a posteriori bound on the eigenvalue approximation error in the case that the coefficients are analytic.
引用
收藏
页码:2510 / 2536
页数:27
相关论文
共 37 条
[1]  
[Anonymous], 2000, SOC IND APPL MATH
[2]  
[Anonymous], NOT AMS
[3]  
[Anonymous], CHEBYSHEV COLLOCATIO
[4]   CONVERGENCE RATES FOR APPROXIMATE EIGENVALUES OF COMPACT INTEGRAL-OPERATORS [J].
ATKINSON, K .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1975, 12 (02) :213-222
[5]  
AVDONIN SA, 1995, SIB MAT ZH, V36, P992
[6]   An extension of MATLAB to continuous functions and operators [J].
Battles, Z ;
Trefethen, LN .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2004, 25 (05) :1743-1770
[7]  
Bauer FL., 1960, NUMER MATH, V2, P137, DOI [10.1007/BF01386217, DOI 10.1007/BF01386217]
[8]   ONE-STEP COLLOCATION FOR DELAY DIFFERENTIAL-EQUATIONS [J].
BELLEN, A .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1984, 10 (03) :275-283
[9]   Barycentric Lagrange interpolation [J].
Berrut, JP ;
Trefethen, LN .
SIAM REVIEW, 2004, 46 (03) :501-517
[10]   Computing the characteristic roots for delay differential equations [J].
Breda, D ;
Maset, S ;
Vermiglio, R .
IMA JOURNAL OF NUMERICAL ANALYSIS, 2004, 24 (01) :1-19