Variable-step variable-order 3-stage Hermite-Birkhoff-Obrechkoff DDE solver of order 4 to 14 |
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Authors: | Hemza Yagoub Truong Nguyen-Ba,Ré mi Vaillancourt |
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Affiliation: | Department of Mathematics and Statistics, University of Ottawa, Ottawa, Ontario, Canada K1N 6N5 |
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Abstract: | This article presents a solver for delay differential equations (DDEs) called HBO414DDE based on a hybrid variable-step variable-order 3-stage Hermite-Birkhoff-Obrechkoff ODE solver of order 4 to 14. The current version of our method solves DDEs with state dependent, non-vanishing, small, vanishing and asymptotically vanishing delays, except neutral type and initial value DDEs. Delayed values are computed using Hermite interpolation, small delays are dealt with by extrapolation, and discontinuities are located by a bisection method. HBO414DDE was tested on several problems and results were compared with those of known solvers like SYSDEL and the recent Matlab DDE solver ddesd and statistics show that it gives, most of the time, a smaller relative error than the other solvers for the same number of function evaluations. |
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Keywords: | State dependent delay Small delay Vanishing delay Hermite-Birkhoff-Obrechkoff method Maximum relative error Number of function evaluations Comparing DDE solvers |
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