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分段连续型延迟微分方程变步长θ-方法数值稳定性计算数学专业论文.docx

分段连续型延迟微分方程变步长θ-方法数值稳定性计算数学专业论文.docx

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分段连续型延迟微分方程变步长θ-方法数值稳定性计算数学专业论文

哈尔滨工业大学理学硕士学位论文 哈尔滨工业大学理学硕士学位论文 - - II - Abstract This paper deals with the numerical asymptotic stability of the delay differential equation with piecewise continuous arguments (EPCA). This kind of equations has considerable applications to physical, control theory and so on. In the paper the linear θ -method and the one-leg θ -method are applied to the EPCA with delays [t], [t ?1] ,and [t +1] .The stability is studied. Especially the variable stepsize is used in an interval unit. Applying the linear θ -method and the one-leg θ -method to these equations since these equations are defined in [n, n +1) , which don’t include s the right-hand side end-point of the subinterval, as the result, these two θ -methods have the same recurrence relation according to property of these equations. It’s proved that the numerical solution tends to zero is equivalent to the numerical solution on the integer gridpoint tends to zero. Applying the θ -method to the equation with one delay [t], the stability region of the θ -method is given. The conditions under which the theoretical stability region is contained in the numerical stability region are obtained. For the delay differential equation with piecewise continuous arguments with two delays [t]and [t ?1] , the theoretical stability conditions are simplified and it is just the same as that for the delay differential equation with piecewise continuous arguments with one delays [t] when the coefficient of the second delay [t ?1] is zero. The stability region of the θ -method is given and the conditions under which the theoretical stability region is contained in the numerical stability region are obtained. For the EPCA with two delays [t]and [t +1] , the theoretical stability region has two parts. One is the same as that in case of the EPCA with two delays [t]and [t ?1] . The stability region of the θ -method is given. This region has also two parts, one of which the same as that of the θ

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