Open issues in devising software for the numerical solution of implicit delay differential equations

AbstractWe consider initial value problems for systems of implicit delay differential equations of the formMy′(t)=f(t,y(t),y(α1(t,y(t))),…,y(αm(t,y(t)))),where M is a constant square matrix (with arbitrary rank) and αi(t,y(t))⩽t for all t and i.For a numerical treatment of this kind of problems, a software tool has been recently developed [6]; this code is called RADAR5 and is based on a suitable extension to delay equations of the 3-stage Radau IIA Runge–Kutta method.The aim of this work is that of illustrating some important topics which are being investigated in order to increase the efficiency of the code. They are mainly relevant to(i)the error control strategies in relation to derivative discontinuities arising in the solutions of delay equations;(ii)the integration of problems with unbounded delays (like the pantograph equation);(iii)the applications to problems with special structure (as those arising from spatial discretization of evolutions PDEs with delays).Several numerical examples will also be shown in order to illustrate some of the topics discussed in the paper

A numerical integration code for general linear delay differential-algebraic equations

A new numerical integration code (COLDDAE) for general linear differential-algebraic equations (DDAEs) of retarded and neutral type is discussed. The implementation is based on the regularization technique introduced in [13]. In the single delay case, the code can handle noncausal systems, i.e., systems, where the solution at the current time does not only depend on the system at the past and current time, but also future time points

List of contents

Rev. iberoam. bioecon. cambio clim. Vol.1(1) 2015; 95-114Los cambios medioambientales globales hacen pensar en un aumento futuro de la aridez, por ello es necesario buscar alternativas que permitan un uso más eficiente del agua y reducir su consumo, teniendo en cuenta que es un recurso limitado. En la actualidad, aproximadamente el 59,7% del total de agua planificada para todos los usos en Cuba se utiliza en la agricultura, pero no más del 50% de esa agua se convierte directamente en productos agrícolas. El estudio de las funciones agua-rendimiento y su uso dentro de la planificación del agua para riego es una vía importante para trazar estrategias de manejo que contribuyan al incremento en la producción agrícola. Utilizando los datos de agua aplicada por riego y los rendimientos obtenidos en más de 100 experimentos de campo realizados fundamentalmente en suelo Ferralítico Rojo de la zona sur de La Habana y con ayuda de herramientas de análisis de regresión en este trabajo se estiman las funciones agua aplicada-rendimientos para algunos cultivos agrícolas y se analizan las posibles estrategias de optimización del riego a seguir en función de la disponibilidad de agua. Seleccionar una estrategia de máxima eficiencia del riego puede conducir a reducciones de agua a aplicar entre un 21,6 y 46,8%, incrementos de la productividad del agua entre 17 y 32% y de la relación beneficios/costo estimada de hasta un 3,4%. Lo anterior indica la importancia desde el punto de vista económico que puede llegar a alcanzar el uso de esta estrategia en condiciones de déficit hídrico. El conocimiento de las funciones agua aplicada por riego-rendimiento y el uso de la productividad del agua, resultan parámetros factibles de introducir como indicadores de eficiencia en el planeamiento del uso del agua en la agricultura, con lo cual es posible reducir los volúmenes de agua a aplicar y elevar la relación beneficio-costo actual.Rev. iberoam. bioecon. cambio clim. Vol.1(1) 2015; 95-11

SciCADE 95: International conference on scientific computation and differential equations

This report consists of abstracts from the conference. Topics include algorithms, computer codes, and numerical solutions for differential equations. Linear and nonlinear as well as boundary-value and initial-value problems are covered. Various applications of these problems are also included

Stability of Neutral Delay Differential Equations and Their Discretizations

Disertační práce se zabývá asymptotickou stabilitou zpožděných diferenciálních rovnic a jejich diskretizací. V práci jsou uvažovány lineární zpožděné diferenciální rovnice s~konstantním i neohraničeným zpožděním. Jsou odvozeny nutné a postačující podmínky popisující oblast asymptotické stability jak pro exaktní, tak i diskretizovanou lineární neutrální diferenciální rovnici s konstantním zpožděním. Pomocí těchto podmínek jsou porovnány oblasti asymptotické stability odpovídajících exaktních a diskretizovaných rovnic a vyvozeny některé vlastnosti diskrétních oblastí stability vzhledem k měnícímu se kroku použité diskretizace. Dále se zabýváme lineární zpožděnou diferenciální rovnicí s neohraničeným zpožděním. Je uveden popis jejích exaktních a diskrétních oblastí asymptotické stability spolu s asymptotickým odhadem jejich řešení. V závěru uvažujeme lineární diferenciální rovnici s více neohraničenými zpožděními.The doctoral thesis discusses the asymptotic stability of delay differential equations and their discretizations. The linear delay differential equations with constant as well as infinite lag are considered. The necessary and sufficient conditions describing the asymptotic stability region of both exact and discretized linear neutral delay differential equation with constant lag are derived. We compare asymptotic stability domains of corresponding exact and discretized equations and discuss properties of derived stability regions with respect to a changing stepsize of the utilized discretization. Further, we investigate the linear delay differential equation with the infinite lag. We present the description of its exact and discrete asymptotic stability regions together with asymptotic estimates of its solutions. The linear delay differential equation with several infinite lags is discussed as well.

Numerical Solutions of Systems of Neutral Delay Differential- Algebraic Equations

This paper studies the numerical stability of spline collocation technique for finding the numerical solutions of neutral delay algebraic differential equations (DDEs). The conditions necessary to ensure the widest areas of p-stability of the proposed numerical technique are determined when they are applied to a test problem. The numerical study of convergence shows that the numerical technique proposed when applied to the test of these equations was consistent and convergent from the order ninth. The effectiveness of the proposed spline technique was verified by solving four standard problems in both linear and nonlinear cases. The results of numerical comparisons with some other methods indicate the superiority of our results and the most accurate ones.  

Numerical Solutions of Systems of Neutral Delay Differential- Algebraic Equations

This paper studies the numerical stability of spline collocation technique for finding the numerical solutions of neutral delay algebraic differential equations (DDEs). The conditions necessary to ensure the widest areas of p-stability of the proposed numerical technique are determined when they are applied to a test problem. The numerical study of convergence shows that the numerical technique proposed when applied to the test of these equations was consistent and convergent from the order ninth. The effectiveness of the proposed spline technique was verified by solving four standard problems in both linear and nonlinear cases. The results of numerical comparisons with some other methods indicate the superiority of our results and the most accurate ones.