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Asymptotic expansions for the midpoint rule applied to delay differential equations
- Source :
- SIAM journal on numerical analysis, 23, 1254-1272, SIAM journal on numerical analysis 23 (1986)
- Publication Year :
- 1986
-
Abstract
- Let $u^ * $ be the solution of the delay differential equation \[ \begin{gathered} u'(t) = f(t,u(t),u(t - \tau ))\quad {\text{for}}\,t > 0, \hfill \\ u(t) = \varphi (t)\qquad{\text{for}} - \tau \leqq t \leqq 0. \hfill \\ \end{gathered} \]For $t_j = jh$, let $u_h (t_j )$ be the approximation for $u^ * (t_j )$ obtained by the explicit midpoint rule, initialized by one Euler step. It is shown that if f and $\varphi $ are sufficiently differentiable and ${\tau / {h \in \mathbb{N}}}$, there are functions $e_k $ such that for j even, \[u_h \left( {t_j } \right) - u^ * \left( {t_j } \right) = \sum _{k = 1}^r {h^{2k} e_k } \left( {t_j } \right) + O\left( {h^{2r + 2} } \right).\] This expansion of the global discretization error exists in spite of the fact that the solution $u^ * $ usually has jump discontinuities in its derivatives at the points $t = n\tau $, $n \in \mathbb{N}$. Thus repeated extrapolation to the limit (Richardson extrapolation) may be applied to improve the approximation. Furthermore, it is show...
- Subjects :
- Numerical Analysis
Differential equation
Applied Mathematics
Mathematical analysis
Richardson extrapolation
Delay differential equation
Discretization error
Wiskundige en Statistische Methoden - Biometris
Combinatorics
Computational Mathematics
Life Science
Differentiable function
Midpoint method
Mathematical and Statistical Methods - Biometris
Mathematics
Subjects
Details
- Language :
- English
- ISSN :
- 00361429
- Database :
- OpenAIRE
- Journal :
- SIAM journal on numerical analysis, 23, 1254-1272, SIAM journal on numerical analysis 23 (1986)
- Accession number :
- edsair.doi.dedup.....bdc0770efdc1b90094aa695c0aa62302