Numerical solution of constant coefficient linear delay differential equations as abstract Cauchy problems
نویسندگان
چکیده
In this paper we present an approach for the numerical solution of Delay Di erential Equations y 0 (t) = Ly (t) +My (t ) t 0 y (t) = ' (t) t 0; (1) where > 0, L;M 2 C I m m and ' 2 C ([ ; 0] ; C I m ), di erent from the classical step-by-step method. We restate (1) as an abstract Cauchy problem and then we discretize it in a system of Ordinary Differential Equations. The scheme of discretization is proved to be convergent. Moreover the asymptotic stability is investigated for two signi cant classes of asymptotically stable problems (1).
منابع مشابه
NON-STANDARD FINITE DIFFERENCE METHOD FOR NUMERICAL SOLUTION OF SECOND ORDER LINEAR FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS
In this article we have considered a non-standard finite difference method for the solution of second order Fredholm integro differential equation type initial value problems. The non-standard finite difference method and the composite trapezoidal quadrature method is used to transform the Fredholm integro-differential equation into a system of equations. We have also developed a numerical met...
متن کاملBoundary-Value Problems for Weakly Nonlinear Delay Differential Systems
and Applied Analysis 3 where the kernel K t, s is an n × n Cauchy matrix defined in the square a, b × a, b being, for every fixed s ≤ t , a solution of the matrix Cauchy problem LK ·, s t : ∂K t, s ∂t −A t Sh0K ·, s t Θ, K s, s I, 1.8 where K t, s ≡ Θ if a ≤ t < s ≤ b, Θ is n × n null matrix and I is n × n identity matrix. A fundamental n × n matrix X t for the homogeneous φ ≡ θ equation 1.5 ha...
متن کاملNumerical solution of delay differential equations via operational matrices of hybrid of block-pulse functions and Bernstein polynomials
In this paper, we introduce hybrid of block-pulse functions and Bernstein polynomials and derive operational matrices of integration, dual, differentiation, product and delay of these hybrid functions by a general procedure that can be used for other polynomials or orthogonal functions. Then, we utilize them to solve delay differential equations and time-delay system. The method is based upon e...
متن کاملA numerical method for solving delay-fractional differential and integro-differential equations
This article develops a direct method for solving numerically multi delay-fractional differential and integro-differential equations. A Galerkin method based on Legendre polynomials is implemented for solving linear and nonlinear of equations. The main characteristic behind this approach is that it reduces such problems to those of solving a system of algebraic equations. A conver...
متن کاملThe Legendre Wavelet Method for Solving Singular Integro-differential Equations
In this paper, we present Legendre wavelet method to obtain numerical solution of a singular integro-differential equation. The singularity is assumed to be of the Cauchy type. The numerical results obtained by the present method compare favorably with those obtained by various Galerkin methods earlier in the literature.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Numerische Mathematik
دوره 84 شماره
صفحات -
تاریخ انتشار 2000