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Numerical Methods for Delay Differential Equations - Oxford Scholarship Online
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Numerical Methods for Delay Differential Equations

Alfredo Bellen and Marino Zennaro


The main purpose of the book is to introduce the numerical integration of the Cauchy problem for delay differential equations (DDEs) and of the neutral type. Comparisons between DDEs and ordinary differential equations (ODEs) are made using examples illustrating some unexpected and often surprising behaviours of the true and numerical solutions. The book briefly reviews the various approaches existing in the literature and develops an error and well-posedness analysis for general one-step and multistep methods. The continuous extensions of Runge-Kutta methods are presented in detail, which are ... More

Keywords: neutral delay, continuous Runge-Kutta methods, multistep methods, error analysis, well-posedness, superconvergence, stepsize control, stability analysis, codes

Bibliographic Information

Print publication date: 2003 Print ISBN-13: 9780198506546
Published to Oxford Scholarship Online: September 2007 DOI:10.1093/acprof:oso/9780198506546.001.0001


Affiliations are at time of print publication.

Alfredo Bellen, author
Universitá di Trieste, Italy

Marino Zennaro, author
Universitá di Trieste, Italy