On the stability of $θ$-methods for DDEs and PDDEs

Abstract: In this paper, the stability of $\theta$-methods for delay differential equations is studied based on the test equation $y'(t)=-A y(t) + B y(t-\tau)$, where $\tau$ is a constant delay and $A$ is a positive definite matrix. It is mainly considered the case where the matrices $A$ and $B$ are not simultaneosly diagonalizable and the concept of field of values is used to prove a sufficient condition for unconditional stability of these methods and another condition which also guarantees their stability, but according to the step size. The results obtained are also simplified for the case where the matrices $A$ and $B$ are simultaneously diagonalizable and compared with other similar works for the general case. Several numerical examples in which the theory discussed here is applied to parabolic problems given by partial delay differential equations with a diffusion term and a delayed term are presented, too.