Stability and Oscillation of θ-methods for Differential Equation with Piecewise Constant Arguments
Abstract
This paper studies the numerical properties of θ-methods for the alternately advanced and retarded differential equation u′(t) = au(t)+bu(2[(t+1)/2]). Using two classes of θ-methods, namely the linear θ-method and the one-leg θ-method, the stability regions of numerical methods are determined, and the conditions of oscillation for the θ-methods are derived. Moreover, we give the conditions under which the numerical stability regions contain the analytical stability regions. It is shown that the θ-methods preserve the oscillation of the analytic solution. In addition, the relationships between stability and oscillation are presented. Several numerical examples are given.
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References
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