Stability of piecewise polynomial collocation for computing periodic solutions of delay differential equations

被引:23
作者
Engelborghs, K
Doedel, EJ
机构
[1] Univ Louvain, Dept Comp Sci, B-3001 Heverlee, Belgium
[2] CALTECH, Pasadena, CA 91125 USA
关键词
D O I
10.1007/s002110100313
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We prove numerical stability of a class of piecewise polynomial collocation methods on nonuniform meshes for computing asymptotically stable and unstable periodic solutions of the linear delay differential equation (t) - a(t)y(t) + b(t)y(t - tau) + f (t) by a (periodic) boundary value approach. This equation arises, e.g., in the study of the numerical stability of collocation methods for computing periodic solutions of nonlinear delay equations. We obtain convergence results for the standard collocation algorithm and for two variants. In particular, estimates of the difference between the collocation solution and the true solution are derived. For the standard collocation scheme the convergence results are. "unconditional", that is, they do not require mesh-ratio restrictions. Numerical results that support the theoretical findings are also given.
引用
收藏
页码:627 / 648
页数:22
相关论文
共 29 条
[1]  
[Anonymous], 1997, AUTO 97: Continuation and Bifurcation Software for Ordinary Differential Equations, user's Manual
[2]  
ASCHER U, 1981, ACM T MATH SOFTWARE, V7, P209, DOI 10.1145/355945.355950
[3]  
Ascher U.M., 1988, NUMERICAL SOLUTION B
[4]   COLLOCATION SOFTWARE FOR BOUNDARY-VALUE DIFFERENTIAL-ALGEBRAIC EQUATIONS [J].
ASCHER, UM ;
SPITERI, RJ .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1994, 15 (04) :938-952
[5]  
Bader, 1985, PROGR SCI COMPUTING, P227, DOI [10.1007/978-1-4612-5160-6_13, DOI 10.1007/978-1-4612-5160-6_13]
[6]   ONE-STEP COLLOCATION FOR DELAY DIFFERENTIAL-EQUATIONS [J].
BELLEN, A .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1984, 10 (03) :275-283
[7]   A COLLOCATION METHOD FOR BOUNDARY-VALUE-PROBLEMS OF DIFFERENTIAL-EQUATIONS WITH FUNCTIONAL ARGUMENTS [J].
BELLEN, A ;
ZENNARO, M .
COMPUTING, 1984, 32 (04) :307-318
[8]   COLLOCATION AT GAUSSIAN POINTS [J].
DEBOOR, C ;
SWARTZ, B .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1973, 10 (04) :582-606
[9]  
Doedel E. J., 1980, BIT, V20, P58
[10]  
DOEDEL EJ, 1982, C NUM, V34, P225