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A Legendre–Gauss–Radau spectral collocation method for first order nonlinear delay differential equations

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Abstract

In this paper, we introduce a single-step Legendre–Gauss–Radau spectral collocation method for solving the first order nonlinear delay differential equations with variable delay, and analyze its convergence. We also propose two fast and efficient algorithms for the single-step scheme and apply them to the multiple interval case. Numerical results show that the suggested algorithms enjoy high order accuracy.

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Correspondence to Zhongqing Wang.

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Lijun Yi is supported by the NSF of China (Nos. 11226330 and 11301343), the Research Fund for the Doctoral Program of Higher Education of China (No. 20113127120002), the Fund for E-Institute of Shanghai Universities (No. E03004) and the NSF of Shanghai (No. 15ZR1430900). Zhongqing Wang is supported by the NSF of China (Nos. 11171225 and 11571238), the Research Fund for Doctoral Program of Higher Education of China (No. 20133127110006) and the Fund for E-Institute of Shanghai Universities (No. E03004).

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Yi, L., Wang, Z. A Legendre–Gauss–Radau spectral collocation method for first order nonlinear delay differential equations. Calcolo 53, 691–721 (2016). https://doi.org/10.1007/s10092-015-0169-5

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