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 methods for higher-order delay differential equations
✍ Scribed by J.A. Martín; O. García
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 865 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0895-7177
No coin nor oath required. For personal study only.
✦ Synopsis
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 strongly stable fixed stepsize method is convergent.
📜 SIMILAR VOLUMES
This paper proposes implicit multistep matrix methods for the numerical solution of stiff initial value matrix problems. The study of matrix difference equations involving the matrix coefficients of the multistep method permits one to obtain convergence results, as well as bounds for the global disc
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
In this paper, we prove existence results for periodic solutions concerning the higher-order delay differential equations. Our method is based upon the coincidence degree theory of Mawhin. The results obtained are new. Examples are given to illustrate the main results.