Numerical solution of neutral functional differential equations by Adams methods in divided difference form

DOI10.1016/J.CAM.2005.02.016MaRDI QIDQ818221zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 24 March 2006

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

Full work available at URL https://doi.org/10.1016/j.cam.2005.02.016

zbMATH Keywords

Adams methodsAdams-Bashforth methodAdams-Moulton methodsalgorithmdivided difference formerror estimatesneutral functional differential equationsnumerical examplespredictor-corrector modestep size and order changing strategyvariable ordervariable step

Mathematics Subject Classification ID

Neutral functional-differential equations (34K40) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite difference and finite volume methods for ordinary differential equations (65L12) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

An algorithm of variable step and variable order for the numerical solution of neutral functional differential equations (NFDE) is described. The form of NFDE are: \[ \begin{aligned} y'(t) &= f\bigl(t,y(\bullet),y'(\bullet)\bigr), \;t\in[a,b]\\ y(t)& =g(t),\;t\in[\tau,\alpha],\;y'(t)=g'(t),\;t\in[\tau,\alpha] \end{aligned} \] with \(\tau\leq\alpha<b\) and \(g\in C_n^1[\tau,\alpha]\) is a given initial function. The algorithm for the solution of the above system is based on the variable step formulation of the Adams methods represented in divided difference form in which the Adams-Bashforth and Adams-Moulton methods are implemented in predictor-corrector mode. The restarting of the integration at each discontinuity point (derivative discontinuities) relies on the step size and order changing strategy based on the estimates of the local discretization errors. The algorithm reduces the computational cost and increases the reliability and efficiency by obtaining asymptotically correct estimates of the local discretization errors. The method is tested in three test examples.

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Cites work

• Delay differential equations: with applications in population dynamics
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• Spline Approximations for Neutral Functional Differential Equations
• The numerical solution of neutral functional differential equations by Adams predictor-corrector methods
• Variable-step variable-order algorithm for the numerical solution of neutral functional differential equations

Cited in

(21)

• The numerical solution of neutral functional differential equations by Adams predictor-corrector methods
• On the one-leg methods for solving nonlinear neutral differential equations with variable delay
• Extension of Zhou's method to neutral functional-differential equation with proportional delays
• Optimal convergence orders of fully geometric mesh one-leg methods for neutral differential equations with vanishing variable delay
• Analysis of an adaptive collocation solution for retarded and neutral delay systems
• Sharpness results for state dependent delay differential equations: An overview
• Initial value problems with retarded argument solved by iterated quadratic splines
• Quasilinear Multistep Methods and Variable Step Predictor–Corrector Methods for Neutral Functional-Differential Equations
• The Numerical Integration of Neutral Functional‐Differential Equations by Fully Implicit One‐Step Methods
• Numerical Solution for Neutral Delay Differential Equation of Constant or Proportional Type Using Hybrid Block Method
• Numerical solution and stability of multistep method for solving delay differential equations
• Variable-step variable-order algorithm for the numerical solution of neutral functional differential equations
• An efficient IMEX method for nonlinear functional differential equations with state-dependent delay
• Direct Multistep Method for Solving Retarded and Neutral Delay Differential Equation with Boundary and Initial Value Problems
• A new approaching method for linear neutral delay differential equations by using clique polynomials
• Convergence analysis of high-order exponential Rosenbrock methods for nonlinear stiff delay differential equations
• Residual-based a posteriori error analysis and adaptive computation for implicit Euler method for nonlinear neutral delay differential equations
• On the discontinuous solutions of explicit neutral delay differential equations
• A posteriori error estimates for fully discrete finite element method for generalized diffusion equation with delay
• Stability of linear multistep methods for nonlinear neutral delay differential equations in Banach space
• Preserving stability implicit Euler method for nonlinear Volterra and neutral functional differential equations in Banach space

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