Numerical solution and stability of multistep method for solving delay differential equations

被引:5
作者
Suleiman, Mohamed B. [2 ]
Ishak, Fuziyah [1 ]
机构
[1] Univ Teknol MARA, Fac Comp & Math Sci, Shah Alam 40450, Selangor, Malaysia
[2] Univ Putra Malaysia, Dept Math, Serdang 43400, Selangor, Malaysia
关键词
Delay differential equations; Variable order variable stepsize; Multistep methods; Predictor-corrector; Stability regions;
D O I
10.1007/s13160-010-0017-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper considers the numerical solution of delay differential equations. The predictor corrector scheme based on generalized multistep methods are implemented in variable order variable stepsize techniques. The formulae are represented in divided difference form where the integration coefficients are computed by a simple recurrence relation. This representation produces simpler calculation as compared with the modified divided difference form, but no sacrifice is made in efficiency and accuracy of the method. Numerical results prove that the method is reliable, efficient and accurate. The P- and Q-stability regions for a fixed stepsize of the predictor corrector scheme are illustrated for various orders.
引用
收藏
页码:395 / 410
页数:16
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