Issues in the numerical solution of evolutionary delay differential equations (Q1899286): Difference between revisions

This is a comprehensive survey article on the numerical treatment of delay differential equations. It starts with some simple examples and with analytical properties: step by step solution, qualitative properties, stability, and propagation of discontinuities. Then, the following numerical issues are discussed: use of dense output, numerical stability and order, choice between multistep and Runge-Kutta methods, tracking discontinuities, treatment of vanishing lag. It concludes with a list of 95 references.

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reviewed by

Ernst Hairer

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Mathematics Subject Classification ID

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survey article

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delay differential equations

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stability

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Runge-Kutta methods

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discontinuities

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describes a project that uses

DELSOL

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Matlab

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MaRDI profile type

MaRDI publication profile

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cites work

Numerical solution of retarded initial value problems: Local and global error and stepsize control

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Q5522536

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The Numerical Solution of Delay-Differential-Algebraic Equations of Retarded and Neutral Type

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Propositions on the robustness of multistep formulae

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Q3837479

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Computing stability regions—Runge-Kutta methods for delay differential equations

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Parallel continuous Runge-Kutta methods and vanishing lag delay differential equations

0 references

Spline approximations for functional differential equations

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Special stability problems for functional differential equations

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One-step collocation for delay differential equations

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Numerical solution of delay differential equations by uniform corrections to an implicit Runge-Kutta method

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Differential-difference equations

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Q5829378

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Numerical integration of a differential-difference equation with a decreasing time-lag

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Q3939135

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Stepsize control for delay differential equations using a pair of formulae

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Q4846444

0 references

An implementation of singly-implicit Runge-Kutta methods

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The adaptation of STRIDE to delay differential equations

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NUMERICAL METHODS FOR FUNCTIONAL DIFFERENTIAL EQUATIONS

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Ordinary and delay differential equations

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Q5343704

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Introduction to the theory and application of differential equations with deviating arguments. Translated from the Russian by John L. Casti

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Q3837480

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The Relative Efficiency of Alternative Defect Control Schemes for High-Order Continuous Runge–Kutta Formulas

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A new error-control for initial value solvers

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Analysis of Error Control Strategies for Continuous Runge–Kutta Methods

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Interpolating Runge-Kutta methods for vanishing delay differential equations

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Interpolants for Runge-Kutta formulas

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High Order Methods for State-Dependent Delay Differential Equations with Nonsmooth Solutions

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Numerical Methods for Nonlinear Volterra Integro-Differential Equations

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Q4003237

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Q3550030

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Differential equations: Stability, oscillations, time lags

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Highly continuous Runge-Kutta interpolants

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A new class of one-step methods for the solution of Volterra functional differential equations

0 references

The stability of a class of Runge-Kutta methods for delay differential equations

0 references

A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations

0 references

Stability analysis of numerical methods for delay differential equations

0 references

Linear Multistep Methods with Reduced Truncation Error for Periodic Initial-value Problems

0 references

Stability in linear multistep methods for pure delay equations

0 references

On the Stability of Predictor-Corrector Methods for Parabolic Equations with Delay

0 references

Stability and Dynamics of Numerical Methods for Nonlinear Ordinary Differential Equations

0 references

Stability of the Discretized Pantograph Differential Equation

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The Numerical Integration of Neutral Functional‐Differential Equations by Fully Implicit One‐Step Methods

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Spline Approximations for Neutral Functional Differential Equations

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ASYMPTOTIC BEHAVIOR OF SOLUTIONS OF THE FUNCTIONAL DIFFERENTIAL EQUATION y′(x) = ay(λx) + by(x)

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The functional-differential equation $y'\left( x \right) = ay\left( {\lambda x} \right) + by\left( x \right)$

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Q3137918

0 references

Stability of functional differential equations

0 references

Linear Multistep Methods for Volterra Integro-Differential Equations

0 references

Delay differential equations: with applications in population dynamics

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The Stability of the θ-methods in the Numerical Solution of Delay Differential Equations

0 references

Automatic Integration of Functional Differential Equations: An Approach

0 references

Software for the numerical solution of systems of functional differential equations with state-dependent delays

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Characterization of jump discontinuities for state dependent delay differential equations

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Numerical treatment of delay differential equations by Hermite interpolation

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Q4151670

0 references

Derivation of Efficient, Continuous, Explicit Runge–Kutta Methods

0 references

Developing a delay differential equation solver

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Q5527119

0 references

Interpolation for Runge–Kutta Methods

0 references

The Effect of Changing the Stepsize in Linear Multistep Codes

0 references

Slowly oscillating periodic solutions of autonomous state-dependent delay equations

0 references

Q5610717

0 references

One-Step Methods for the Numerical Solution of Volterra Functional Differential Equations

0 references

Stability of numerical methods for delay differential equations

0 references

Stability of Multistep Methods for Delay Differential Equations

0 references

Experiments in stepsize control for Adams linear multistep methods

0 references

Stepsize control and continuity consistency for state-dependent delay- differential equations

0 references

The tracking of derivative discontinuities in systems of delay- differential equations

0 references

DELSOL -- a numerical code for the solution of systems of delay- differential equations

0 references

On a Sequence Defined by a Non-Linear Recurrence Formula

0 references

Natural Continuous Extensions of Runge-Kutta Methods

0 references

P-stability properties of Runge-Kutta methods for delay differential equations

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1899286

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+David R. Willé
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@@ Property / describes a project that uses @@
+DELSOL
@@ Property / describes a project that uses: DELSOL / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Matlab
@@ Property / describes a project that uses: Matlab / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of retarded initial value problems: Local and global error and stepsize control
+Normal rank
@@ Property / cites work @@
+Q5522536
@@ Property / cites work: Q5522536 / rank @@
+Normal rank
@@ Property / cites work @@
+The Numerical Solution of Delay-Differential-Algebraic Equations of Retarded and Neutral Type
+Normal rank
@@ Property / cites work @@
+Propositions on the robustness of multistep formulae
+Normal rank
@@ Property / cites work @@
+Q3837479
@@ Property / cites work: Q3837479 / rank @@
+Normal rank
@@ Property / cites work @@
+Computing stability regions—Runge-Kutta methods for delay differential equations
+Normal rank
@@ Property / cites work @@
+Parallel continuous Runge-Kutta methods and vanishing lag delay differential equations
+Normal rank
@@ Property / cites work @@
+Spline approximations for functional differential equations
+Normal rank
@@ Property / cites work @@
+Special stability problems for functional differential equations
+Normal rank
@@ Property / cites work @@
+One-step collocation for delay differential equations
+Normal rank
@@ Property / cites work @@
+Numerical solution of delay differential equations by uniform corrections to an implicit Runge-Kutta method
+Normal rank
@@ Property / cites work @@
+Differential-difference equations
@@ Property / cites work: Differential-difference equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q5829378
@@ Property / cites work: Q5829378 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical integration of a differential-difference equation with a decreasing time-lag
+Normal rank
@@ Property / cites work @@
+Q3939135
@@ Property / cites work: Q3939135 / rank @@
+Normal rank
@@ Property / cites work @@
+Stepsize control for delay differential equations using a pair of formulae
+Normal rank
@@ Property / cites work @@
+Q4846444
@@ Property / cites work: Q4846444 / rank @@
+Normal rank
@@ Property / cites work @@
+An implementation of singly-implicit Runge-Kutta methods
+Normal rank
@@ Property / cites work @@
+The adaptation of STRIDE to delay differential equations
+Normal rank
@@ Property / cites work @@
+NUMERICAL METHODS FOR FUNCTIONAL DIFFERENTIAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+Ordinary and delay differential equations
@@ Property / cites work: Ordinary and delay differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q5343704
@@ Property / cites work: Q5343704 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to the theory and application of differential equations with deviating arguments. Translated from the Russian by John L. Casti
+Normal rank
@@ Property / cites work @@
+Q3837480
@@ Property / cites work: Q3837480 / rank @@
+Normal rank
@@ Property / cites work @@
+The Relative Efficiency of Alternative Defect Control Schemes for High-Order Continuous Runge–Kutta Formulas
+Normal rank
@@ Property / cites work @@
+A new error-control for initial value solvers
@@ Property / cites work: A new error-control for initial value solvers / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Error Control Strategies for Continuous Runge–Kutta Methods
+Normal rank
@@ Property / cites work @@
+Interpolating Runge-Kutta methods for vanishing delay differential equations
+Normal rank
@@ Property / cites work @@
+Interpolants for Runge-Kutta formulas
@@ Property / cites work: Interpolants for Runge-Kutta formulas / rank @@
+Normal rank
@@ Property / cites work @@
+High Order Methods for State-Dependent Delay Differential Equations with Nonsmooth Solutions
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Nonlinear Volterra Integro-Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4003237
@@ Property / cites work: Q4003237 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3550030
@@ Property / cites work: Q3550030 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations: Stability, oscillations, time lags
+Normal rank
@@ Property / cites work @@
+Highly continuous Runge-Kutta interpolants
@@ Property / cites work: Highly continuous Runge-Kutta interpolants / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of one-step methods for the solution of Volterra functional differential equations
+Normal rank
@@ Property / cites work @@
+The stability of a class of Runge-Kutta methods for delay differential equations
+Normal rank
@@ Property / cites work @@
+A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations
+Normal rank
@@ Property / cites work @@
+Stability analysis of numerical methods for delay differential equations
+Normal rank
@@ Property / cites work @@
+Linear Multistep Methods with Reduced Truncation Error for Periodic Initial-value Problems
+Normal rank
@@ Property / cites work @@
+Stability in linear multistep methods for pure delay equations
+Normal rank
@@ Property / cites work @@
+On the Stability of Predictor-Corrector Methods for Parabolic Equations with Delay
+Normal rank
@@ Property / cites work @@
+Stability and Dynamics of Numerical Methods for Nonlinear Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+Stability of the Discretized Pantograph Differential Equation
+Normal rank
@@ Property / cites work @@
+The Numerical Integration of Neutral Functional‐Differential Equations by Fully Implicit One‐Step Methods
+Normal rank
@@ Property / cites work @@
+Spline Approximations for Neutral Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC BEHAVIOR OF SOLUTIONS OF THE FUNCTIONAL DIFFERENTIAL EQUATION y′(x) = ay(λx) + by(x)
+Normal rank
@@ Property / cites work @@
+The functional-differential equation $y'\left( x \right) = ay\left( {\lambda x} \right) + by\left( x \right)$
+Normal rank
@@ Property / cites work @@
+Q3137918
@@ Property / cites work: Q3137918 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of functional differential equations
@@ Property / cites work: Stability of functional differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Multistep Methods for Volterra Integro-Differential Equations
+Normal rank
@@ Property / cites work @@
+Delay differential equations: with applications in population dynamics
+Normal rank
@@ Property / cites work @@
+The Stability of the θ-methods in the Numerical Solution of Delay Differential Equations
+Normal rank
@@ Property / cites work @@
+Automatic Integration of Functional Differential Equations: An Approach
+Normal rank
@@ Property / cites work @@
+Software for the numerical solution of systems of functional differential equations with state-dependent delays
+Normal rank
@@ Property / cites work @@
+Characterization of jump discontinuities for state dependent delay differential equations
+Normal rank
@@ Property / cites work @@
+Numerical treatment of delay differential equations by Hermite interpolation
+Normal rank
@@ Property / cites work @@
+Q4151670
@@ Property / cites work: Q4151670 / rank @@
+Normal rank
@@ Property / cites work @@
+Derivation of Efficient, Continuous, Explicit Runge–Kutta Methods
+Normal rank
@@ Property / cites work @@
+Developing a delay differential equation solver
@@ Property / cites work: Developing a delay differential equation solver / rank @@
+Normal rank
@@ Property / cites work @@
+Q5527119
@@ Property / cites work: Q5527119 / rank @@
+Normal rank
@@ Property / cites work @@
+Interpolation for Runge–Kutta Methods
@@ Property / cites work: Interpolation for Runge–Kutta Methods / rank @@
+Normal rank
@@ Property / cites work @@
+The Effect of Changing the Stepsize in Linear Multistep Codes
+Normal rank
@@ Property / cites work @@
+Slowly oscillating periodic solutions of autonomous state-dependent delay equations
+Normal rank
@@ Property / cites work @@
+Q5610717
@@ Property / cites work: Q5610717 / rank @@
+Normal rank
@@ Property / cites work @@
+One-Step Methods for the Numerical Solution of Volterra Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+Stability of numerical methods for delay differential equations
+Normal rank
@@ Property / cites work @@
+Stability of Multistep Methods for Delay Differential Equations
+Normal rank
@@ Property / cites work @@
+Experiments in stepsize control for Adams linear multistep methods
+Normal rank
@@ Property / cites work @@
+Stepsize control and continuity consistency for state-dependent delay- differential equations
+Normal rank
@@ Property / cites work @@
+The tracking of derivative discontinuities in systems of delay- differential equations
+Normal rank
@@ Property / cites work @@
+DELSOL -- a numerical code for the solution of systems of delay- differential equations
+Normal rank
@@ Property / cites work @@
+On a Sequence Defined by a Non-Linear Recurrence Formula
+Normal rank
@@ Property / cites work @@
+Natural Continuous Extensions of Runge-Kutta Methods
+Normal rank
@@ Property / cites work @@
+P-stability properties of Runge-Kutta methods for delay differential equations
+Normal rank