How do numerical methods perform for delay differential equations undergoing a Hopf bifurcation?
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Publication:1841961
DOI10.1016/S0377-0427(00)00473-8zbMath0971.65068OpenAlexW2067576443MaRDI QIDQ1841961
Publication date: 18 February 2001
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-0427(00)00473-8
Hopf bifurcationdifference schemefixed-point iterationdelay differential equationsmesh refinementtheta method
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Related Items (6)
NUMERICAL INVESTIGATION OF D-BIFURCATIONS FOR A STOCHASTIC DELAY LOGISTIC EQUATION ⋮ BIFURCATIONS IN NUMERICAL METHODS FOR VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS ⋮ BIFURCATIONS IN APPROXIMATE SOLUTIONS OF STOCHASTIC DELAY DIFFERENTIAL EQUATIONS ⋮ Numerical treatment of oscillatory functional differential equations ⋮ Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation ⋮ Retarded differential equations
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Cites Work
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- Introduction to functional differential equations
- The life-span of backward error analysis for numerical integrators
- Periodic orbits of delay differential equations under discretization
- Delay equations. Functional-, complex-, and nonlinear analysis
- The use of boundary locus plots in the identification of bifurcation points in numerical approximation of delay differential equations
- Numerical Hopf bifurcation for a class of delay differential equations
- Some Applications of the Boundary-Locus Method and the Method of D-Partitions
- Computation, Continuation and Bifurcation Analysis of Periodic Solutions of Delay Differential Equations
- Direct computation of period doubling bifurcation points of large-scale systems of ODEs using a Newton-Picard method
- Elements of applied bifurcation theory
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