Dissipativity of Linear 0-Methods for Integro-Differential Equations

This paper is concerned with the analytic and numerical dissipativity of nonlinear integro-differential equations (IDEs). A dissipativity criteria for IDEs is given. It is shown that any A-stable linear 0-method for the systems is dissipative. Numerical examples are given to confirm the theoretical results. © 2006 Elsevier Ltd. All rights reserved.

[1]  A. Bellen,et al.  Numerical methods for delay differential equations , 2003 .

[2]  Chengming Huang Dissipativity of one-leg methods for dynamical systems with delays , 2000 .

[3]  Andrew M. Stuart,et al.  Model Problems in Numerical Stability Theory for Initial Value Problems , 1994, SIAM Rev..

[4]  Adrian T. Hill,et al.  Dissipativity of Runge-Kutta methods in Hilbert spaces , 1997 .

[5]  A. T. Hill,et al.  Global Dissipativity for A-Stable Methods , 1997 .

[6]  Hongjiong Tian Numerical and Analytic dissipativity of the theta-Method for Delay Differential Equations with a Bounded Variable Lag , 2004, Int. J. Bifurc. Chaos.

[7]  Zdzislaw Jackiewicz,et al.  Asymptotic stability analysis of θ-methods for functional differential equations , 1984 .

[8]  Rossana Vermiglio,et al.  Stability Analysis of Runge-Kutta Methods for Volterra Integral Equations of the Second Kind , 1990 .

[9]  K. Burrage,et al.  Non-linear stability of a general class of differential equation methods , 1980 .

[10]  Chengming Huang,et al.  Dissipativity of Runge-Kutta methods for dynamical systems with delays , 2000 .

[11]  Andrew M. Stuart,et al.  Runge-Kutta methods for dissipative and gradient dynamical systems , 1994 .

[12]  Hermann Brunner,et al.  Stability of numerical methods for volterra integro-differential equations , 2005, Computing.

[13]  L. Torelli,et al.  Stability of numerical methods for delay differential equations , 1989 .

[14]  Li Shoufu,et al.  Stability analysis of solutions to nonlinear stiff Volterra functional differential equations in Banach spaces , 2005 .

[15]  Toshiyuki Koto,et al.  Stability of θ-methods for delay integro-differential equations , 2003 .