TY - JOUR

T1 - The Numerical Integration of Neutral Functional‐Differential Equations by Fully Implicit One‐Step Methods

AU - Jackiewicz, Zdzislaw

AU - Lo, E.

PY - 1995

Y1 - 1995

N2 - An algorithm for the numerical solution of neutral functional‐differential equations is described. This algorithm is based on divided difference representation of fully implicit one‐step methods. The resulting systems of nonlinear equations are solved using the predictor‐corrector approach for nonstiff equations and by the modified Newton method for stiff equations. The step control strategy is based on local error estimation by comparing two approximations of successive orders. The details of implementations are described for systems of neutral delay‐differential equations with state dependent delays, for Volterra integro‐differential equations and for stiff delay‐differential equations. The results of some numerical experiments on four test examples are presented and discussed.

AB - An algorithm for the numerical solution of neutral functional‐differential equations is described. This algorithm is based on divided difference representation of fully implicit one‐step methods. The resulting systems of nonlinear equations are solved using the predictor‐corrector approach for nonstiff equations and by the modified Newton method for stiff equations. The step control strategy is based on local error estimation by comparing two approximations of successive orders. The details of implementations are described for systems of neutral delay‐differential equations with state dependent delays, for Volterra integro‐differential equations and for stiff delay‐differential equations. The results of some numerical experiments on four test examples are presented and discussed.

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U2 - 10.1002/zamm.19950750308

DO - 10.1002/zamm.19950750308

M3 - Article

AN - SCOPUS:84983991453

SN - 0044-2267

VL - 75

SP - 207

EP - 221

JO - ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik

JF - ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik

IS - 3

ER -