The Stability Analysis of the $θ$-Methods for Delay Differential Equations

Abstract

This paper deals with the stability analysis of $\theta -$methods for the numerical solution of delay differential equations (DDEs). We focus on the behaviour of such methods in the solution of the linear test equation $y^{\prime}(t)=a(t)y(t)+b(t)y(t-\tau )$, where $\tau >0$, $a(t)$ and $b(t)$ are functions from $R$ to $C$. It is proved that the linear $\theta -$method and the one-leg $\theta -$method are TGP-stable if and only if $\theta =1.$