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Volume 11, Issue 3
Dissipativity of θ-Methods for Nonlinear Delay Differential Equations

Siqing Gan & Jinran Yao

Numer. Math. Theor. Meth. Appl., 11 (2018), pp. 477-490.

Published online: 2018-11

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  • Abstract

This paper concerns dissipativity of one-leg θ-methods and linear θ-methods for nonlinear delay differential equations (DDEs). Firstly, we obtain the absorbing set generated by the numerical methods and then prove that the methods can inherit the dissipativity of underlying system. It is shown that the radius of the absorbing set generated by the discrete system goes to that generated by the continuous system as the step size goes to zero. The estimate of the radius is sharp in this sense. Secondly, because the model considered is a very broad class of differential equations with or without delays, the main results obtained provide a unified treatment for ordinary differential equations (ODEs) and DDEs with constant delays and variable delays (including bounded and unbounded variable delays). In particular, the results are also new even in the case of ODEs. Finally, numerical experiments are given to support our theoretical results.

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@Article{NMTMA-11-477, author = {Siqing Gan and Jinran Yao}, title = {Dissipativity of θ-Methods for Nonlinear Delay Differential Equations}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2018}, volume = {11}, number = {3}, pages = {477--490}, abstract = {

This paper concerns dissipativity of one-leg θ-methods and linear θ-methods for nonlinear delay differential equations (DDEs). Firstly, we obtain the absorbing set generated by the numerical methods and then prove that the methods can inherit the dissipativity of underlying system. It is shown that the radius of the absorbing set generated by the discrete system goes to that generated by the continuous system as the step size goes to zero. The estimate of the radius is sharp in this sense. Secondly, because the model considered is a very broad class of differential equations with or without delays, the main results obtained provide a unified treatment for ordinary differential equations (ODEs) and DDEs with constant delays and variable delays (including bounded and unbounded variable delays). In particular, the results are also new even in the case of ODEs. Finally, numerical experiments are given to support our theoretical results.

}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.2017-OA-0126}, url = {http://global-sci.org/intro/article_detail/nmtma/12440.html} }
TY - JOUR T1 - Dissipativity of θ-Methods for Nonlinear Delay Differential Equations AU - Siqing Gan & Jinran Yao JO - Numerical Mathematics: Theory, Methods and Applications VL - 3 SP - 477 EP - 490 PY - 2018 DA - 2018/11 SN - 11 DO - http://doi.org/10.4208/nmtma.2017-OA-0126 UR - https://global-sci.org/intro/article_detail/nmtma/12440.html KW - AB -

This paper concerns dissipativity of one-leg θ-methods and linear θ-methods for nonlinear delay differential equations (DDEs). Firstly, we obtain the absorbing set generated by the numerical methods and then prove that the methods can inherit the dissipativity of underlying system. It is shown that the radius of the absorbing set generated by the discrete system goes to that generated by the continuous system as the step size goes to zero. The estimate of the radius is sharp in this sense. Secondly, because the model considered is a very broad class of differential equations with or without delays, the main results obtained provide a unified treatment for ordinary differential equations (ODEs) and DDEs with constant delays and variable delays (including bounded and unbounded variable delays). In particular, the results are also new even in the case of ODEs. Finally, numerical experiments are given to support our theoretical results.

Siqing Gan and Jinran Yao. (2018). Dissipativity of θ-Methods for Nonlinear Delay Differential Equations. Numerical Mathematics: Theory, Methods and Applications. 11 (3). 477-490. doi:10.4208/nmtma.2017-OA-0126
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