×

Solving delay differential equations using componentwise partitioning by Runge-Kutta method. (English) Zbl 1024.65057

Summary: Embedded singly diagonally implicit Runge-Kutta method is used to solve stiff systems of delay differential equations. The delay argument is approximated using Hermite interpolation. Initially the whole system is considered as nonstiff and solved using simple iteration. When stiffness is indicated, the appropriate equation is placed into the stiff subsystem and solved using Newton iteration. This type of partitioning is called componentwise partitioning. The process is continued until all the equations have been placed in the right subsystem. Numerical results based on componentwise partitioning and intervalwise partitioning are tabulated and compared.

MSC:

65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
65L05 Numerical methods for initial value problems involving ordinary differential equations
34K28 Numerical approximation of solutions of functional-differential equations (MSC2010)
Full Text: DOI

References:

[1] B. Owren, Continuous explicit Runge-Kutta methods with applications to ordinary and delay differential equations, PhD thesis, The Norwegian Institute of Technology, 1989; B. Owren, Continuous explicit Runge-Kutta methods with applications to ordinary and delay differential equations, PhD thesis, The Norwegian Institute of Technology, 1989
[2] A. Karoui, On the numerical solution of delay differential equations, Master thesis, University of Ottawa, 1992; A. Karoui, On the numerical solution of delay differential equations, Master thesis, University of Ottawa, 1992
[3] H. Hayashi, Numerical solution of retarded and delay differential equations using continuous Runge-Kutta methods, PhD thesis, University of Toronto, Canada, 1996; H. Hayashi, Numerical solution of retarded and delay differential equations using continuous Runge-Kutta methods, PhD thesis, University of Toronto, Canada, 1996
[4] M.G. Roth, Difference methods for stiff delay differential equations, PhD thesis, University of Illinois at Urbana Champange, IL, 1980; M.G. Roth, Difference methods for stiff delay differential equations, PhD thesis, University of Illinois at Urbana Champange, IL, 1980
[5] Suleiman, M. B.; Baok, S., Using nonconvergence of iteration to partition ODEs, Appl. Math. Comput., 49, 111-139 (1992) · Zbl 0757.65091
[6] Suleiman, M. B.; Ismail, F.; Atan, K. A.B. M., Partitioning ordinary differential equations using Runge-Kutta method, Appl. Math. Comput., 79, 289-309 (1996) · Zbl 0871.65069
[7] Weiner, R.; Arnold, P.; Rentrop, P.; Strehmel, K., Partitioning strategies in Runge-Kutta type of methods, IMA J. Numer. Anal., 13, 303-319 (1993) · Zbl 0771.65042
[8] Ismail, F.; Suleiman, M. B., Embedded singly diagonally implicit Runge-Kutta methods (4,5) in (5,6), for the integration of stiff systems of ODEs, Int. J. Comput. Math., 66, 325-341 (1998) · Zbl 0895.65036
[9] F. Ismail, Numerical solution of ordinary differential equations and delay differential equations by Runge-Kutta type of methods, PhD thesis, Universiti Putra Malaysia, 1998; F. Ismail, Numerical solution of ordinary differential equations and delay differential equations by Runge-Kutta type of methods, PhD thesis, Universiti Putra Malaysia, 1998
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.