Numerical Solution of Delay Differential Equations
نویسندگان
چکیده
After some introductory examples, this chapter considers some of the ways that delay differential equations (DDEs) differ from ordinary differential equations (ODEs). It then discusses numerical methods for DDEs and in particular, how the Runge–Kutta methods that are so popular for ODEs can be extended to DDEs. The treatment of these topics is complete, but it is necessarily brief, so it would be helpful to have some background in the theory of ODEs and their numerical solution. The chapter goes on to consider software issues special to the numerical solution of DDEs and concludes with some substantial numerical examples. Both topics are discussed in concrete terms using the programming languages Matlab and Fortran 90/95, so a familiarity with one or both languages would be helpful.
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