The aims of this paper are (i) to present a survey of recent advances in the analysis of superconvergence of collocation solutions for linear Volterra-type functional integral and integro-differential equations with delay functions θ(t) vanishing at the initial point of the interval of integration (with ia(t) = qt (0 < q < 1, t ⩾ 0) being an important special case), and (ii) to point, by means of a list of open problems, to areas in the numerical analysis of such Volterra functional equations where more research needs to be carried out.
In this review, we present the recent work of the author in comparison with various related results obtained by other authors in literature. We first recall the stability, contractivity and asymptotic stability results of the true solution to nonlinear stiff Volterra functional differential equations (VFDEs), then a series of stability, contractivity, asymptotic stability and B-convergence results of Runge-Kutta methods for VFDEs is presented in detail. This work provides a unified theoretical foundation for the theoretical and numerical analysis of nonlinear stiff problems in delay differential equations (DDEs), integro-differential equations (IDEs), delayintegro-differential equations (DIDEs) and VFDEs of other type which appear in practice.
We analyze the convergence properties of the spectral method when used to approximate smooth solutions of delay differential or integral equations with two or more vanishing delays. It is shown that for the pantograph-type functional equations the spectral methods yield the familiar exponential order of convergence. Various numerical examples are used to illustrate these results.
This paper is concerned with the study of the stability of Runge-Kutta-Pouzet methods for Volterra integro-differential equations with delays. We are interested in the comparison between the analytical and numerical stability regions. First, we focus on scalar equations with real coefficients. It is proved that all Gauss-Pouzet methods can retain the asymptotic stability of the analytical solution. Then, we consider the multidimensional case. A new stability condition for the stability of the analytical solution is given. Under this condition, the asymptotic stability of Gauss-Pouzet methods is investigated.
To compute long term integrations for the pantograph differential equation with proportional delay qt, 0 < q ⩽ 1: y′(t) = ay(t) + by(qt) + f(t), y(0) = y0, we offer two kinds of numerical methods using special mesh distributions, that is, a rational approximant with ‘quasi-uniform meshes’ (see E. Ishiwata and Y. Muroya [Appl. Math. Comput., 2007, 187: 741-747]) and a Gauss collocation method with ‘quasi-constrained meshes’. If we apply these meshes to rational approximant and Gauss collocation method, respectively, then we obtain useful numerical methods of order p* = 2m for computing long term integrations. Numerical investigations for these methods are also presented.
Stability properties of implicit-explicit (IMEX) linear multistep methods for ordinary and delay differential equations are analyzed on the basis of stability regions defined by using scalar test equations. The analysis is closely related to the stability analysis of the standard linear multistep methods for delay differential equations. A new second-order IMEX method which has approximately the same stability region as that of the IMEX Euler method, the simplest IMEX method of order 1, is proposed. Some numerical results are also presented which show superiority of the new method.
In this paper we consider some classes of difference equations, including the well-known Clark model, and study the stability of their solutions. In order to do that we introduce a property, namely semicontractivity, and study relations between ‘semi-contractive’ functions and sufficient conditions for the solution of the difference equation to be globally asymptotically stable. Moreover, we establish new sufficient conditions for the solution to be globally asymptotically stable, and we improve the ‘3/2 criteria’ type stability conditions.
This paper is concerned with the approximate solution of functional differential equations having the form: x′(t) = αx(t) + βx(t - 1) + γx(t + 1). We search for a solution x, defined for t ∈ [−1, k], k ∈ ℕ, which takes given values on intervals [−1, 0] and (k-1, k]. We introduce and analyse some new computational methods for the solution of this problem. Numerical results are presented and compared with the results obtained by other methods.
This paper is concerned with delay-independent asymptotic stability of a numerical process that arises after discretization of a nonlinear one-dimensional diffusion equation with a constant delay by the Euler method. Explicit sufficient and necessary conditions for the Euler method to be asymptotically stable for all delays are derived. An additional restriction on spatial stepsize is required to preserve the asymptotic stability due to the presence of the delay. A numerical experiment is implemented to confirm the results.
The Legendre spectral Galerkin method for the Volterra integral equations of the second kind is proposed in this paper. We provide a rigorous error analysis for the proposed method, which indicates that the numerical errors (in the L2 norm) will decay exponentially provided that the kernel function and the source function are sufficiently smooth. Numerical examples are given to illustrate the theoretical results.
In this paper, we focus on the error behavior of Runge-Kutta methods for nonlinear neutral Volterra delay-integro-differential equations (NVDIDEs) with constant delay. The convergence properties of the Runge-Kutta methods with two classes of quadrature technique, compound quadrature rule and Pouzet type quadrature technique, are investigated.