Implementing Radau IIA Methods for Stiff Delay Differential Equations |
| |
Authors: | Nicola Guglielmi Ernst Hairer |
| |
Affiliation: | (1) Dip. di Matematica Pura e Applicata Università dell'Aquila via Vetoio (Coppito) I-67010 L'Aquila Italy e-mail: guglielm@univaq.it, IT;(2) Section de Mathématiques Université de Genève CH-1211 Genève 24 Switzerland e-mail: ernst.hairer@math.unige.ch, CH |
| |
Abstract: | This article discusses the numerical solution of a general class of delay differential equations, including stiff problems,
differential-algebraic delay equations, and neutral problems. The delays can be state dependent, and they are allowed to become
small and vanish during the integration. Difficulties encountered in the implementation of implicit Runge–Kutta methods are
explained, and it is shown how they can be overcome. The performance of the resulting code – RADAR5 – is illustrated on several
examples, and it is compared to existing programs.
Received October 12, 2000 |
| |
Keywords: | AMS Subject Classifications: 65L06 65Q05 34K28 |
本文献已被 SpringerLink 等数据库收录! |