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Numerical Solution of Delay DEs

In: A Graduate Introduction to Numerical Methods

Author

Listed:
  • Robert M. Corless

    (University of Western Ontario, Applied Mathematics)

  • Nicolas Fillion

    (University of Western Ontario, Applied Mathematics)

Abstract

Delay differential equations differ from ordinary differential equations in that they may need their initial conditions specified on an interval, not just at a finite set of points. The influence of discontinuities propagates forward in time as the solution progresses. As is the case with ODE, however, a good numerical solution gives the exact solution to a nearby problem. The same technique as used in previous chapters, namely, computing the residual, works here as well to verify that the computed solution is good in this sense. One then has to wonder, as usual, about the conditioning of the problem. ⊲

Suggested Citation

  • Robert M. Corless & Nicolas Fillion, 2013. "Numerical Solution of Delay DEs," Springer Books, in: A Graduate Introduction to Numerical Methods, edition 127, chapter 0, pages 729-753, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4614-8453-0_15
    DOI: 10.1007/978-1-4614-8453-0_15
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