A Legendre-Gauss-Radau spectral collocation method for first order nonlinear delay differential equations (Q2410883)

The authors construct an approximate scheme for solving the nonlinear differential equation with variable delay \[ U'(t) = f( U(t), W(t), t), \quad 0< t\leq T, \] \[ U(t) = V (t), \quad t\leq 0, \] where \(W(t)=U(t-\theta(t))\) is a given function with the variable delay \(\theta (t)\geq 0\). The construction of the approximate scheme uses the collocation method based on the Legendre-Gauss interpolation and on the properties of this system of orthogonal polynomials \(L_{i}(x)\). The matrix form of this scheme presents a system of nonlinear equations for the coefficients \(\hat{u}_{k}\) of the expansion of solution \(U^{N}(t)\). To solve this system the Newton iterative method can be used. The numerical results are given for the examples with linear constant delay and for nonlinear variable delay.