in pubnareps Developing a Delay Differential Equation Solver.pdf

UNIVERSITY OF MANCHESTERDeveloping a Delay Dierential EquationSolverC.A.H. PaulNumerical Analysis Report No. 204December 1991University of Manchester/UMISTManchester Centre for Computational MathematicsNumerical Analysis ReportsDEPARTMENT OF MATHEMATICSReports available from:Department of MathematicsUniversity of ManchesterManchester M13 9PLEngland And by anonymous ftp from:vtx.ma.man.ac.uk()in pub/nareps Developing a Delay Dierential Equation SolverC.A.H. Paul December 5, 1991AbstractWe discuss brie y various phenomena to be tested when designing a robust code fordelay dierential equations: choice of interpolant; tracking of discontinuities; vanishingdelays; and problems arising from oating-point arithmetic.Key words. Delay dierential equations, interpolation, discontinuities, vanishingdelay, real arithmetic.AMS subject classications. primary 65Q051 IntroductionIn this paper the order of a Runge-Kutta method is the global order of the method when appliedto an ordinary dierential equation (ODE), so Euler's method is order one. The order of aninterpolant is dened in terms of the local error, so a piecewise linear interpolant is order two.The order of a derivative discontinuity is the derivative in which the discontinuity occurs. Thusa function is Cn(1;1) when it has no discontinuities of order n or less.The task facing the author has been to develop a code for the numerical solution of delaydierential equations (DDEs). A typical DDE isy0(t) = f(t; y(t); y(t  (t; y(t)))); t  t0:y(t) = (t); t  t0:y(t0) = y0 = (t0):However we also consider DDEs where y0 6= (t0), in order to emphasise the eect of discon-tinuities. When y(t0) 6= (t0) there is no substantial alteration of the underlying theory; theonly dierence is that the graphical results are more pronounced.Mathematics Department, University of Manchester1 The numerical techniques considered as candidates are step-by-step methods which aremodied ODE methods. In advancing from the point t = tn,