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Error Bounds for Approximate Eigenvalues of Periodic-Coefficient Linear Delay Differential Equations

SIAM J. Numer. Anal. Volume 45, Issue 6, pp. 2510-2536 (2007)

Published November 28, 2007
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We describe a new Chebyshev spectral collocation method for systems of variable-coefficient linear delay differential equations with a single fixed delay. Computable uniform a posteriori bounds are given for this method. When the coefficients are periodic, the system has a unique compact nonnormal monodromy operator whose spectrum determines the stability of the system. The spectral method approximates this operator by a dense matrix of modest size. In cases where the coefficients are smooth we observe spectral convergence of the eigenvalues of that matrix to those of the operator. Our main result is a computable a posteriori bound on the eigenvalue approximation error in the case that the coefficients are analytic.

©2007 Society for Industrial and Applied Mathematics
History: Received June 9, 2005; accepted May 14, 2007; published November 28, 2007
Permalink: http://dx.doi.org/10.1137/050633330

KEYWORDS and AMS

Keywords
AMS Subject Classifications
34K06, 34K20, 65Q05, 65F15, 65L60

PUBLICATION DATA

ISSN:
0036-1429 (print)   1095-7170 (online)
Publisher:
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