On exact and discretized stability of a linear fractional delay differential equation

Abstract

The paper discusses the problem of necessary and sufficient stability conditions for a test fractional delay differential equation and its discretization. First, we recall the existing condition for asymptotic stability of the exact equation and consider an appropriate fractional delay difference equation as its discrete counterpart. Then, using the Laplace transform method combined with the boundary locus technique, we derive asymptotic stability conditions in the discrete case as well. Since the studied fractional delay difference equation serves as a backward Euler discretization of the underlying differential equation, we discuss a related problem of numerical stability (with a negative conclusion). Also, as a by-product of our observations, a fractional analogue of the classical Levin–May stability condition is presented.