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Numerical stability test of neutral delay differential equations. (English) Zbl 1166.65356
Summary: The stability of a delay differential equation can be investigated on the basis of the root location of the characteristic function. Though a number of stability criteria are available, they usually do not provide any information about the characteristic root with maximal real part, which is useful in justifying the stability and in understanding the system performances. Because the characteristic function is a transcendental function that has an infinite number of roots with no closed form, the roots can be found out numerically only. While some iterative methods work effectively in finding a root of a nonlinear equation for a properly chosen initial guess, they do not work in finding the rightmost root directly from the characteristic function.
On the basis of Lambert W function, this paper presents an effective iterative algorithm for the calculation of the rightmost roots of neutral delay differential equations so that the stability of the delay equations can be determined directly, illustrated with two examples.

65L07 Numerical investigation of stability of solutions to ordinary differential equations
34K20 Stability theory of functional-differential equations
34K28 Numerical approximation of solutions of functional-differential equations (MSC2010)
34K40 Neutral functional-differential equations
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