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Implementing Radau IIA methods for stiff delay differential equations

Guglielmi, Nicola
Published in Computing. 2001, vol. 67, no. 1, p. 1-12
Abstract This article discusses the numerical solution of a general class of delay differential equations, including stiff problems, differential-algebraic delay equations, and neutral problems. The delays can be state dependent, and they are allowed to become small and vanish during the integration. Difficulties encountered in the implementation of implicit Runge-Kutta methods are explained, and it is shown how they can be overcome. The performance of the resulting code -- RADAR5 -- is illustrated at several examples, and it is compared to existing programs.
Keywords Stiff delay differential equationsVanishing delayImplicit Runge-Kutta methodsImplementation
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GUGLIELMI, Nicola, HAIRER, Ernst. Implementing Radau IIA methods for stiff delay differential equations. In: Computing, 2001, vol. 67, n° 1, p. 1-12. https://archive-ouverte.unige.ch/unige:12327

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Deposited on : 2010-11-05

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