Magnus integrators for linear and quasilinear delay differential equations

DOI10.1016/J.CAM.2023.115273MaRDI QIDQ6137794OpenAlexFDO

Authors Ana Arnal, Fernando Casas, C. Chiralt

Publication date 4 September 2023

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2207.09178

zbMATH Keywords

quasilinear problemscharacteristic multipliersMagnus integratorsnon-autonomous linear delay differential equations

Mathematics Subject Classification ID

Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34Kxx) Numerical methods for ordinary differential equations (65Lxx) General theory for ordinary differential equations (34Axx)

Abstract: A procedure to numerically integrate non-autonomous linear delay differential equations is presented. It is based on the use of an spectral discretization of the delayed part to transform the original problem into a matrix linear ordinary differential equation which is subsequently solved with numerical integrators obtained from the Magnus expansion. The algorithm can be used in the periodic case to get both accurate approximations of the characteristic multipliers and the solution itself. In addition, it can be extended to deal with certain quasilinear delay equations.

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Cited in

(3)

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