Continuous Runge-Kutta Methods for Delay Differential Equations
摘要
In many application areas, one finds evolutionary problems with an after-effect whose numerical solution is based on the use of an integrator for ODEs combined with a suitable continuous extension. Our aim in this chapter is to survey numerical methods for solving DDEs and NDDEs based on modified ODE formulae. Special emphasis is given to continuous Runge-Kutta methods that have been used by the author. We describe, in brief, the theory of accuracy and some issues related to numerical solutions of DDEs and NDDEs.