Pseudospectral Differencing Methods for Characteristic Roots of Delay Differential Equations

Abstract

In [D. Breda, S. Maset, and R. Vermiglio, IMA J. Numer. Anal., 24 (2004), pp. 1--19.] and [D. Breda, The Infinitesimal Generator Approach for the Computation of Characteristic Roots for Delay Differential Equations Using BDF Methods, Research report UDMI RR17/2002, Dipartimento di Matematica e Informatica, Università degli Studi di Udine, Udine, Italy, 2002.] the authors proposed to compute the characteristic roots of delay differential equations (DDEs) with multiple discrete and distributed delays by approximating the derivative in the infinitesimal generator of the solution operator semigroup by Runge--Kutta (RK) and linear multistep (LMS) methods, respectively. In this work the same approach is proposed in a new version based on pseudospectral differencing techniques. We prove the "spectral accuracy" convergence behavior typical of pseudospectral schemes, as also illustrated by some numerical experiments.