Numerical stability analysis of steady state solutions of integral equations with distributed delays

Authors:
T. Luzyanina;D. Roose;K. Engelborghs
Affiliations:
Department of Computer Science Katholieke Universiteit Leuven, Celestijnenlaan 200 A, B-3001 Heverlee-Leuven, Belgium;Department of Computer Science Katholieke Universiteit Leuven, Celestijnenlaan 200 A, B-3001 Heverlee-Leuven, Belgium;Department of Computer Science Katholieke Universiteit Leuven, Celestijnenlaan 200 A, B-3001 Heverlee-Leuven, Belgium
Venue:
Applied Numerical Mathematics
Year:
2004

Citing 4
Cited 0

On the numerical stability of Volterra integral equations with delay argument

Journal of Computational and Applied Mathematics
Stability properties of a scheme for the approximate solution of a delay-integro-differential equation

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On Stability of LMS Methods and Characteristic Roots of Delay Differential Equations

SIAM Journal on Numerical Analysis
Stability of Runge-Kutta methods for delay integro-differential equations

Journal of Computational and Applied Mathematics

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Abstract

This paper concerns the numerical stability analysis of scalar delay integral equations (DIEs). We discretize a DIE using a quadrature method based on Lagrange interpolation and a Gauss-Legendre quadrature rule. We investigate properties of this discretization in the context of stability analysis. Conditions are obtained under which the discretized equation retains certain stability properties of the original equation. Results of numerical experiments on computing stability of DIEs are presented.