Skip to main content
Log in

Analysis of an adaptive collocation solution for retarded and neutral delay systems

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

This paper introduces an adaptive collocation method to solve retarded and neutral delay differential equations (RDDEs and NDDEs) with constant or time-dependent delays. The delays are allowed to be small or become vanishing during the integration. We determine the convergence properties of the proposed method for neutral equations with solutions in appropriate Sobolev spaces. It is shown that the proposed scheme enjoys the spectral accuracy. Numerical results show that the proposed method can be implemented in an efficient and accurate manner for a wide range of RDDE and NDDE model problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6

Similar content being viewed by others

References

  1. Ali, I., Brunner, H., Tang, T.: A spectral method for pantograph–type delay differential equations and its convergence analysis. J. Comput. Math. 27, 254–265 (2009)

    MathSciNet  MATH  Google Scholar 

  2. Ascher, U.M., Petzold, L.R.: The numerical solution of delay-differential algebraic equations of retarded and neutral type. SIAM J. Numer. Anal. 32, 1635–1657 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  3. Baker, C.T.H., Paul, C.A.H.: Discontinuous solutions of neutral delay differential equations. Appl. Numer. Math. 56, 284–304 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  4. Barbarossa, M.V., Hadeler, K.P., Kuttler, C.: State–dependent neutral delay equations from population dynamics. J. Math. Bio. 69(4), 1027–1056 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  5. Barbarossa, M.V., Kuttler, C., Zinsl, J.: Delay equations modeling the effects of phase–specific drugs and immunotherapy on proliferating tumor cells. Math. Biosc. Eng. 9(2), 241–257 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  6. Bellen, A.: Preservation of superconvergence in the numerical integration of delay differential equations with proportional delay. IMA J. Numer. Anal. 22 (4), 529–536 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  7. Bellen, A., Zennaro, M.: Numerical Methods for Delay Differential Equations. Oxford University Press, Oxford (2003)

    Book  MATH  Google Scholar 

  8. Brunner, H., Xie, H., Zhang, R.: Analysis of collocation solutions for a class of functional equations with vanishing delays. IMA J. Numer. Anal. 31 (2), 698–718 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  9. Canuto, C., Hussaini, M.Y., Quarteroni, A., Zang, T.A.: Spectral Methods: Fundamentals in Single Domains. Springer, Berlin (2006)

    Book  MATH  Google Scholar 

  10. Crawley, M.J.: Natural Enemies: the Population Biology of Predators, Parasites and Disease. Blackwell Scientific Publications, Oxford (1992)

    Book  Google Scholar 

  11. Driver, R.D.: Existence and continuous dependence of solutions of a neutral functional–differential equation. Rational. Mech. Anal. 19(2), 149–186 (1965)

    Article  MathSciNet  MATH  Google Scholar 

  12. El’sgol’ts, L.E., Norkin, S.B.: Introduction to the Theory and Application of Differential Equations with Deviating Arguments. Academic Press, New York (1973)

    MATH  Google Scholar 

  13. Enright, W.H.: Software for ordinary and delay differential equations: accurate discrete approximate solutions are not enough. Appl. Numer. Math. 56 (3-4), 459–471 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  14. Enright, W.H., Hayashi, H.: Convergence analysis of the solution of retarded and neutral delay differential equations by continuous numerical methods. SIAM J. Numer. Anal. 35(2), 572–585 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  15. Feldstein, A., Goodman, R.: Numerical solution of ordinary and retarded differential equations with discontinuous derivatives. Numer. Math. 21, 1–13 (1973)

    Article  MathSciNet  MATH  Google Scholar 

  16. Feldstein, A., Neves, K.W.: High order methods for statedependent delay differential equations with nonsmooth solutions. SIAM J. Numer. Anal. 21(5), 844–863 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  17. Feldstein, A., Neves, K.W., Thompson, S.: Sharpness results for state dependent delay differential equations: an overview. Appl. Numer. Math. 56(3-4), 472–487 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  18. Grimm, L.J.: Existence and continuous dependence for a class of nonlinear neutral differential equations. Proc. Am. Math. Soc. 29(3), 467–473 (1971)

    MathSciNet  MATH  Google Scholar 

  19. Guglielmi, N., Hairer, E.: Implementing Radau IIA methods for stiff delay differential equations. Computing. 67, 1–12 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  20. Guglielmi, N., Hairer, E.: Computing breaking points in implicit delay differential equations. Adv. Comput. Math. 29, 229–247 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  21. Hayashi, H.: Numerical solution of retarded and neutral delay differential equations using continuous Runge-Kutta methods. Ph.D. thesis, Department of Computer Science, University of Toronto, ON Canada (1996)

  22. Ito, K., Tran, H.T., Manitius, A.: A fully–discrete spectral method for delay–differential equations. SIAM J. Numer. Anal. 28, 1121–1140 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  23. Jackiewicz, Z.: Convergence of multistep methods for Volterra functional differential equations. Numer. Math. 32(3), 307–332 (1979)

    Article  MathSciNet  MATH  Google Scholar 

  24. Jackiewicz, Z.: The numerical solution of Volterra functional differential equations of neutral type. SIAM J. Numer. Anal. 18(4), 615–626 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  25. Jackiewicz, Z.: One step methods for the numerical solution of Volterra functional-differential equations of neutral type. Applicable. Anal. 12 (1), 1–11 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  26. Jackiewicz, Z.: Adams methods for neutral functional-differential equations. Numer. Math. 39(2), 221–230 (1982)

    Article  MathSciNet  MATH  Google Scholar 

  27. Jackiewicz, Z.: One-step methods of any order for neutral functional differential equations. SIAM J. Numer. Anal. 21(3), 486–511 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  28. Jackiewicz, Z.: Variable-step variable-order algorithm for the numerical solution of neutral functional-differential equations. Appl. Numer. Math. 3(4), 317–329 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  29. Jackiewicz, Z.: Existence and uniqueness of solutions of neutral delay-differential equations with state dependent delays. Funkcialaj. Ekvacioj. 30, 9–17 (1987)

    MathSciNet  MATH  Google Scholar 

  30. Jackiewicz, Z., Lo, E.: Numerical solution of neutral functional differential equations by Adams methods in divided difference form. J. Comput. Appl. Math. 189, 592–605 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  31. Jimenez, J.C., Pedroso, L.M., Carbonell, F., Hernandez, V.: Local linearization method for numerical integration of delay differential equations. SIAM J. Numer. Anal. 44(6), 2584–2609 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  32. Kocak, H., Yildirim, A.: Series solution for a delay differential equation arising in electrodynamics. Int. J. Numer. Method. Biomed. Engin. 25(11), 1084–1096 (2009)

    MathSciNet  MATH  Google Scholar 

  33. Kuang, Y.: Delay Differential Equations with Applications in Population Dynamics Mathematics in Science and Engineering, vol. 191. Academic Press, Boston (1993)

    Google Scholar 

  34. Kuang, Y., Feldstein, A.: Boundedness of solutions of a nonlinear nonautonomous neutral delay equation. J. Math. Anal. Appl. 156, 293–304 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  35. Liu, Y.: Numerical solution of implicit neutral functional-differential equations. SIAM J. Numer. Anal. 36, 516–528 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  36. Maleki, M., Hashim, I.: Adaptive pseudospectral methods for solving constrained linear and nonlinear time–delay optimal control problems. J. Franklin. Inst. 351, 811–839 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  37. Maleki, M., Hashim, I., Abbasbandy, S.: Solution of time-varying delay systems using an adaptive collocation method. Appl. Math. Comput. 219, 1434–1448 (2012)

    MathSciNet  MATH  Google Scholar 

  38. Meng, T., Wang, Z., Yi, L.: An h-p version of the Chebyshev spectral collocation method for nonlinear delay differential equations. Numer. Methods. Partial. Differ. Equ. 35(2), 664–680 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  39. Mohr, M., Barbarossa, M.V., Kuttler, C.: Predator–prey interactions, age structures and delay equations. Math. Model. Nat. Phenom. 9(1), 92–107 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  40. Neves, K.W., Feldstein, A.: Characterization of jump discontinuities for state dependent delay differential equations. J. Math. Anal. Appl. 56(3), 689–707 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  41. Neves, K.W., Thompson, S.: Software for the numerical solution of system of functional differential equations with state-dependent delays. Appl. Numer. Math. 9, 385–401 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  42. Oberle, H.J., Pesch, H.J.: Numerical treatment of delay differential equations by Hermite interpolation. Numer. Math. 37, 235–255 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  43. Paul, C.A.H.: Developng a delay differential equation solver. Appl. Numer. Math. 9, 403–414 (1992)

    Article  Google Scholar 

  44. Paul, C.A.H.: Runge–kutta Methods for Functional Differential Equations. Ph.D. thesis, Department of Mathematics Manchester University (1992)

  45. Tavernini, L.: One-step methods for the numerical solution of Volterra functional differential equations. SIAM J. Numer. Anal. 8, 786–795 (1971)

    Article  MathSciNet  MATH  Google Scholar 

  46. Tavernini, L.: The approximate solution of Volterra differential systems with state-dependent time lags. SIAM J. Numer. Anal. 15(5), 1039–1052 (1978)

    Article  MathSciNet  MATH  Google Scholar 

  47. Wang, Z.Q., Wang, L.L.: A Legendre-Gauss collocation method for nonlinear delay differential equations. Discrete. Cont. Dyn–B. 13, 685–708 (2010)

    MathSciNet  MATH  Google Scholar 

  48. Wang, Z.Q., Guo, B.Y.: Legendre–Gauss–Radau collocation method for solving initial value problems of first order ordinary differential equations. J. Sci. Comput. 52(1), 226–225 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  49. ZivariPiran, H., Enright, H.: An efficient unified approach for the numerical solution of delay differential equations. Numer. Algorithms. 53(2-3), 397–417 (2010)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgments

The authors are grateful to the reviewers for the constructive comments.

Funding

This work received financial support from Iran National Science Foundation through grant number 96009104.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Mohammad Maleki.

Additional information

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Maleki, M., Davari, A. Analysis of an adaptive collocation solution for retarded and neutral delay systems. Numer Algor 88, 67–91 (2021). https://doi.org/10.1007/s11075-020-01030-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-020-01030-4

Keywords

Mathematics Subject Classification (2010)

Navigation