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

Abstract

This paper deals with the stability analysis of numerical methods for the solution of delay differential equations. We focus on the behaviour of three $θ$-methods in the solution of the linear test equation $u'(t)=A(t)u(t)+B(t)u(τ(t))$ with $τ(t)$ and $A(t), B(t)$ continuous matrix functions. The stability regions for the three $θ$-methods are determined.