On stability regions of the modified midpoint method for a linear delay differential equation
- 1.8k Downloads
The paper deals with stability regions of a certain discretization of a linear differential equation with constant delay. The main aim of the paper is to analyze the regions of asymptotic stability of the modified midpoint method applied to a linear differential equation with constant delay. Obtained results are compared with other known results, particularly for Euler discretization. The relation between asymptotic stability conditions in the discrete case and continuous case is discussed, too.
KeywordsDifference Equation Asymptotic Stability Stability Region Delay Differential Equation Left Endpoint
and it is asymptotically stable if and only if .
, was discussed by Kuruklis .
where is a solution of the auxiliary equation .
We note that for the necessary and sufficient condition for asymptotic stability of (5) becomes . We remark that the conditions in this famous result have an implicit form with respect to ℓ. Another equivalent set of conditions in an explicit form with respect to ℓ is introduced in .
where and , .
- (i)Let ℓ be even and . Then (6) is asymptotically stable if and only if(7)
- (ii)Let ℓ be even and . Then (6) is asymptotically stable if and only if either(8)
Let ℓ be odd and . Then (6) is asymptotically stable if and only if (7) holds.
- (iv)Let ℓ be odd and . Then (6) is asymptotically stable if and only if either (8), or(10)
Recently, Ren  also gave an equivalent system of necessary and sufficient conditions for asymptotic stability of (6), but his formulation needs to solve a nonlinear auxiliary equation, similarly to the result of Kuruklis mentioned above. A description of the stability boundary for (6) in terms of some straight lines and certain parametric curves can be found in Kipnis and Nigmatullin .
with positive integers m, ℓ was investigated.
The above mentioned results can be utilized to describe stability regions (i.e., sets of pairs , for which the given discretization is asymptotically stable considering given stepsize) for various numerical schemes, which solve an initial value problem for (1). For more details about numerical background, methods and their stability theory, see, e.g., Bellen and Zennaro  and in’ t Hout .
where the stepsize h satisfies . The value then represents a numerical approximation of solution y of delay differential equation (1) at the nodal point .
The paper is organized as follows. Section 2 presents the set of necessary and sufficient conditions for asymptotic stability of (11). In Section 3 we discuss some important properties of obtained results and compare them with the results known for another discretization as well as with the asymptotic stability conditions for the corresponding differential equation. Section 4 concludes the paper by final remarks.
2 Main result
which are utilized in these two parts, respectively.
- (II)Let be odd and . Then (11) is asymptotically stable if and only if one of the following conditions holds:(14)(15)(16)(17)(18)
and the indices ℓ and k are in the relation .
Case (I): Investigating the case of k even, we utilize parts (iii) and (iv) of Theorem 2. Firstly, we focus on condition (iii): considering the coefficients (19), the assumption implies . Thus, 7 is equivalent to . Therefore, condition (iii) coincides with .
Since and , it can be written as . Therefore, condition (iv) is satisfied if and only if either , or (13).
and the necessary and sufficient condition for its asymptotic stability is given by Theorem 1 as . Summarizing the above discussion, we conclude that if k is even, (11) is asymptotically stable if either (12) or (13) holds.
for m even.
holds. The above discussion of the Case (i), the part of (ii) considering (8) and including the case (i.e., , , see Case (I)) gives (14)-(15).
for m even. These conditions are jointly expressed by (16)-(18). In fact, (16) coincides with (24), (25). Condition (17) is equivalent to (28), (29) and (32), (33) for m odd and m even, respectively. Finally, (18) is the same as (26), (27) for m odd and (30), (31) for m even. The proof is complete. □
3 Asymptotic stability discussion
as . These are equivalent to the conditions defining the asymptotic stability region of (1).
and then we focus on some of their monotony properties with respect to changing stepsize h. Finally, we compare the obtained stability intervals with the stability interval of the corresponding differential equation, as well as with the stability intervals for the forward Euler method discretization of (3).
Proof The assertion is an immediate consequence of Theorem 3. Setting , we realize that conditions (12) and (13) cannot occur. Therefore, (34) is unstable for any in the case of k even.
which is the necessary and sufficient condition for asymptotic stability of (34) providing k is odd. □
We emphasize that the stability regions are captured just by stability intervals for values of parameter b. We denote stability intervals of (34) derived in Corollary 4. Next assertion describes the relation between stability intervals with respect to stepsize h.
Obviously, and for . Therefore (36) holds for any . Thus, we have proved that for and consequently . □
Next, we compare stability intervals with the stability interval of (3), which we denote .
Therefore, is approaching as .
Remark 7 In the proof of Theorem 5 we have shown that is an increasing function on . Considering also Remark 6, we conclude that for any , where k is odd. Note that the midpoint method discretization of (3) is not asymptotically stable.
Finally, we discuss a relation between and asymptotic stability intervals for the forward Euler discretization of (3). They are derived in , and we denote them as .
To do this, we introduce the following proposition.
Lemma Let be a function such that , , , , and for all . Then for all .
Proof Since for all , the function is increasing. Since , there is a unique point such that . Thus, the function is decreasing in and increasing in . Further, since and , there is a unique point such that . Therefore, is decreasing in and increasing in . Taking into account , we obtain that for . □
since each term in the sum is positive for all . Then by the previous lemma, we have that for all and consequently for , which concludes the proof. □
To summarize the previous, the main result formulated in Theorem 3 describes the asymptotic stability regions of difference equation (11). This equation actually represents a discretization of delay differential equation (1) by a modified midpoint rule. It was shown that the asymptotic stability regions depend not only on the value of stepsize h, but also on the parity of k. In the case , the obtained result was given to the connection with the results known for the Euler discretization of (3). Moreover, the connection with asymptotic stability properties of delay differential equation (3) was also mentioned. This discussion points out some interesting properties of the stability regions for the discrete form of the delay differential equation (1). The authors believe that analogous investigation is possible also for more complicated numerical formulae (applied to (1)) as far as there are known stability criteria for corresponding difference equations. Such analysis may be done, e.g., for the Θ-method.
The first author was supported by the project FSI-S-11-3 of Brno University of Technology. The second author was supported by the grant P201/11/0768 Qualitative properties of solutions of differential equations and their applications of the Czech Science Foundation.
- 1.Andronov AA, Mayer AG: The simplest linear systems with delay. Autom. Remote Control 1946, 7(2-3):95-106.Google Scholar
- 6.Čermák, J, Tomášek, P: On delay-dependent stability conditions for a three-term linear difference equation. Funkc. Ekvacioj (to appear.)Google Scholar
- 12.Hrabalová J: On stability intervals of Euler methods for a delay differential equation. Aplimat - J. Appl. Math. 2012, 5(2):77-84.Google Scholar
This article is published under license to BioMed Central Ltd. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.