In this paper, variable stepsize multistep methods for higher-order delay differential equations of the type y(')(t) = f(t,y(t),y(t -r)) are proposed. Explicit error bounds for the global discretization error are given. It is proved that a variable multistep method which is a perturbation of strongl
Variable multistep methods for delay differential equations
✍ Scribed by J.A. Martín; O. García
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 919 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0895-7177
No coin nor oath required. For personal study only.
✦ Synopsis
this paper, variable stepsize multistep methods for delay differential equations of the type y(t) = f(t,?l(t),y(t -r)) are proposed.
Error bounds for the global discretization error of variable stepsize multistep methods for delay differential equations are explicitly computed. It is proved that a variable multistep method which is a perturbation of strongly stable fixed step size method is convergent.
📜 SIMILAR VOLUMES
This paper is concerned with the numerical solution of delay integro-differential equations. The adaptation of linear multistep methods is considered. The emphasis is on the linear stability of numerical methods. It is shown that every A-stable, strongly 0-stable linear multistep method of Pouzet ty
We approximate the solution of initial boundary value problems for equations of the form Au'(t) =: B(t, u(t)), t E [0, t\*]. A is a linear, selfadjoint, positive definite operator on a Hilbert space (H, (-, .)) and B is a possibly nonlinear operator. We discretize in space by finite element methods