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A Stable Numerical Approach for Implicit Non-Linear Neutral Delay Differential Equations

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Abstract

In this paper we consider implicit non-linear neutral delay differential equations to derive efficient numerical schemes with good stability properties. The basic idea is to reformulate the original problem eliminating the dependence on the derivative of the solution in the past values. Our hypothesis on the original equation allow us to study the boundedness and asymptotic stability of the true and numerical solutions by the theory of stability with respect to the forcing term.

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Vermiglio, R., Torelli, L. A Stable Numerical Approach for Implicit Non-Linear Neutral Delay Differential Equations. BIT Numerical Mathematics 43, 195–215 (2003). https://doi.org/10.1023/A:1023613425081

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