Developing a delay differential equation solver (Q1189156)

A delay differential equation \(y' = f(t,y(t),y(t-\tau(t,y(t))))\), \(t \geq t_ 0\), \(y(t) = \psi(t)\) for \(t\leq t_ 0\), \(y(t_ 0) = y_ 0\) is solved by use of a Runge-Kutta method. The following problems are discussed: choice of interpolant, the influence of discontinuities, vanishing delays and problems arising from floating point arithmetic.