Stepsize control and continuity consistency for state-dependent delay- differential equations (Q1344285)

The authors consider a class of numerical methods applied to the solution of delay-differential problems of the form: \(y'(t)= f(t, y(t),y(\alpha(t,y(t)))\), \(b\geq t\geq a\); \(y(t)= \phi(t)\), \(t\leq a\), where \(\alpha^*\leq \alpha(t,y(t))\leq t\), \(f\), \(\phi\), and \(\alpha\) are \(C^ \infty\), \(\alpha^*\) is a real constant. The lag function \(\alpha(t, y)\) is allowed to depend on \(y(t)\), too. Even when the functions defining the problem are of class \(C^ \infty\), derivative discontinuities can occur in such problems. These discontinuities can undermine the continuity assumptions made by ordinary differential equations software. The paper discusses some specific difficulties arising from this aspect in the treatment of state-dependent problems. A necessary property called ``continuity consistency'' is introduced along with a class of methods possessing this property.