Stability and robust stability of 2D discrete stochastic systems.
A modified version of explicit Runge-Kutta methods for energy-preserving
In this paper, Runge-Kutta methods are discussed for numerical solutions of conservative systems. For the energy of conservative systems being as close to the initial energy as possible, a modified version of explicit Runge-Kutta methods is presented. The order of the modified Runge-Kutta method is the same as the standard Runge-Kutta method, but it is superior in energy-preserving to the standard one. Comparing the modified Runge-Kutta method with the standard Runge-Kutta method, numerical experiments...
Stability criteria of linear neutral systems with distributed delays
In this paper, stability of linear neutral systems with distributed delay is investigated. A bounded half circular region which includes all unstable characteristic roots, is obtained. Using the argument principle, stability criteria are derived which are necessary and sufficient conditions for asymptotic stability of the neutral systems. The stability criteria need only to evaluate the characteristic function on a straight segment on the imaginary axis and the argument on the boundary of a bounded...
Delay-dependent stability of Runge-Kutta methods for linear neutral systems with multiple delays
In this paper, we are concerned with stability of numerical methods for linear neutral systems with multiple delays. Delay-dependent stability of Runge-Kutta methods is investigated, i. e., for delay-dependently stable systems, we ask what conditions must be imposed on the Runge-Kutta methods in order that the numerical solutions display stability property analogous to that displayed by the exact solutions. By means of Lagrange interpolation, Runge-Kutta methods can be applied to neutral differential...
Bounds of the matrix eigenvalues and its exponential by Lyapunov equation
We are concerned with bounds of the matrix eigenvalues and its exponential. Combining the Lyapunov equation with the weighted logarithmic matrix norm technique, four sequences are presented to locate eigenvalues of a matrix. Based on the relations between the real parts of the eigenvalues and the weighted logarithmic matrix norms, we derive both lower and upper bounds of the matrix exponential, which complement and improve the existing results in the literature. Some numerical examples are also...
Bounds of modulus of eigenvalues based on Stein equation
This paper is concerned with bounds of eigenvalues of a complex matrix. Both lower and upper bounds of modulus of eigenvalues are given by the Stein equation. Furthermore, two sequences are presented which converge to the minimal and the maximal modulus of eigenvalues, respectively. We have to point out that the two sequences are not recommendable for practical use for finding the minimal and the maximal modulus of eigenvalues.
Delay-dependent stability of high-order neutral systems
In this note, we are concerned with delay-dependent stability of high-order delay systems of neutral type. A bound of unstable eigenvalues of the systems is derived by the spectral radius of a nonnegative matrix. The nonnegative matrix is related to the coefficient matrices. A stability criterion is presented which is a necessary and sufficient condition for the delay-dependent stability of the systems. Based on the criterion, a numerical algorithm is provided which avoids the computation of the...
Delay-dependent stability of linear multi-step methods for linear neutral systems
In this paper, we are concerned with numerical methods for linear neutral systems with multiple delays. For delay-dependently stable neutral systems, we ask what conditions must be imposed on linear multi-step methods in order that the numerical solutions display stability property analogous to that displayed by the exact solutions. Combining with Lagrange interpolation, linear multi-step methods can be applied to the neutral systems. Utilizing the argument principle, a sufficient condition is derived...
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