Convergence and asymptotic error expansion for Euler's method for variable delay differential equations

DOI10.1016/J.APNUM.2005.04.016MaRDI QIDQ2489718zbMATH OpenOpenAlexFDO

Authors Alan Feldstein

Publication date 28 April 2006

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2005.04.016

zbMATH Keywords

asymptotic error expansionconvergencedelay differential equationsEuler's methodfirst-order one-step method

Mathematics Subject Classification ID

History of numerical analysis (65-03) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

In spite of the fact that the author never published his doctoral dissertation titled ``Discretization methods for retarded ordinary differential equations (UCLA, 1964), his work became a guide for many researchers in the field of numerical methods for delay differential equations. Now, one of them, Zdzislaw Jackiewicz, presents selected portions of that dissertation, choosing those results that have proven over the years to have been the most useful to numerical analysts. After defining the initial value problem for a retarded ordinary differential equation, the author presents several variations of a first-order one-step method for approximating the solution. Convergence is studied in details. This unusual paper is remarkable from both numerical and historical point of view.

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Cited in

(2)

• Preservation of the growth rates of delay differential equations by Euler schemes with non-uniform step sizes
• The Euler scheme and its convergence for impulsive delay differential equations

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