scholarly journals Numerical Approach for Solving Delay Differential Equations with Boundary Conditions

Mathematics ◽  
2020 ◽  
Vol 8 (7) ◽  
pp. 1073
Author(s):  
Nur Tasnem Jaaffar ◽  
Zanariah Abdul Majid ◽  
Norazak Senu
Keyword(s):  
Differential Equations ◽  
Boundary Conditions ◽  
Delay Differential Equations ◽  
Numerical Solutions ◽  
Numerical Approach ◽  
Block Method ◽  
Data Simulation ◽  
Step Size ◽  
Function Calls ◽  
Delay Differential

In the present paper, a fifth-order direct multistep block method is proposed for solving the second-order Delay Differential Equations (DDEs) directly with boundary conditions using constant step size. In many life sciences applications, a delay plays an essential role in modelling natural phenomena with data simulation. Thus, an efficient numerical method is needed for the numerical treatment of time delay in the applications. The proposed direct block method computes the numerical solutions at two points concurrently at each computed step along the interval. The types of delays involved in this research are constant delay, pantograph delay, and time-dependent delay. The shooting technique is utilized to deal with the boundary conditions by applying a Newton-like method to guess the next initial values. The analysis of the proposed method based on the order, consistency, convergence, and stability of the method are discussed in detail. Four tested problems are presented to measure the efficiency of the developed direct multistep block method. The numerical simulation indicates that the proposed direct multistep block method performs better than existing methods in terms of accuracy, total function calls, and execution times.

scholarly journals Solving Delay Differential Equations of Small and Vanishing Lag Using Multistep Block Method

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Nurul Huda Abdul Aziz ◽  
Zanariah Abdul Majid ◽  
Fudziah Ismail
Keyword(s):  
Differential Equations ◽  
Delay Differential Equations ◽  
Divided Difference ◽  
Interpolation Polynomial ◽  
Block Method ◽  
Step Size ◽  
Delay Term ◽  
C Program ◽  
Delay Differential ◽  
A Current

This paper considers the numerical solution of delay differential equations for solving the problem of small and vanishing lag using multistep block method. This problem arises when the size of a delay value is smaller than the step size,x-τ<h, and the delay time may even vanish whenτ→0in a current step. The proposed approach that is based on interpolation of Newton divided difference has been implemented by adapting this problem to the multistep block method. In order to achieve the required accuracy, this approach considered the appropriate degree of interpolation polynomial in approximating the solution of delay term. The developed code for solving small and vanishing lag is done using C program and we called it as DDEB5. TheP-stability andQ-stability of this method are also studied. Numerical results are presented and compared to the existing method in order to illustrate the efficiency of the proposed method.

Numerical Simulation of Fractional Delay Differential Equations Using the Operational Matrix of Fractional Integration for Fractional-Order Taylor Basis

2021 ◽  
Vol 6 (1) ◽  
pp. 10
Author(s):  
İbrahim Avcı 
Keyword(s):  
Differential Equations ◽  
Delay Differential Equations ◽  
Numerical Solutions ◽  
Fractional Integration ◽  
Operational Matrix ◽  
Absolute Error ◽  
Algebraic Equations ◽  
Fractional Delay ◽  
Delay Differential ◽  
Fractional Delay Differential Equations

In this paper, we consider numerical solutions for a general form of fractional delay differential equations (FDDEs) with fractional derivatives defined in the Caputo sense. A fractional integration operational matrix, created using a fractional Taylor basis, is applied to solve these FDDEs. The main characteristic of this approach is, by utilizing the operational matrix of fractional integration, to reduce the given differential equation to a set of algebraic equations with unknown coefficients. This equation system can be solved efficiently using a computer algorithm. A bound on the error for the best approximation and fractional integration are also given. Several examples are given to illustrate the validity and applicability of the technique. The efficiency of the presented method is revealed by comparing results with some existing solutions, the findings of some other approaches from the literature and by plotting absolute error figures.

scholarly journals Second-Order Delay Differential Equations to Deal the Experimentation of Internet of Industrial Things via Haar Wavelet Approach

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Yongtao Xuan ◽  
Rohul Amin ◽  
Fakhar Zaman ◽  
Zohaib Khan ◽  
Imad Ullah ◽  
...  
Keyword(s):  
Differential Equations ◽  
Delay Differential Equations ◽  
Numerical Approach ◽  
Haar Wavelet ◽  
Second Order ◽  
Algebraic Equations ◽  
Elimination Algorithm ◽  
Collocation Points ◽  
Delay Differential ◽  
Mean Square Errors

In this article, an efficient numerical approach for the solution of second-order delay differential equations to deal with the experimentation of the Internet of Industrial Things (IIoT) is presented. With the help of the Haar wavelet technique, the considered problem is transformed into a system of algebraic equations which is then solved for the required results by using Gauss elimination algorithm. Some numerical examples for convergence of the proposed technique are taken from the literature. Maximum absolute and root mean square errors are calculated for various collocation points. The results show that the Haar wavelet method is an effective method for solving delay differential equations of second order. The convergence rate is also measured for various collocation points, which is almost equal to 2.

scholarly journals Stability of Analytical and Numerical Solutions for Nonlinear Stochastic Delay Differential Equations with Jumps

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Qiyong Li ◽  
Siqing Gan
Keyword(s):  
Exact Solution ◽  
Differential Equations ◽  
Delay Differential Equations ◽  
Numerical Solutions ◽  
Mean Square ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Analytical And Numerical Solutions ◽  
Mean Square Stability ◽  
Delay Differential

This paper is concerned with the stability of analytical and numerical solutions fornonlinearstochastic delay differential equations (SDDEs) with jumps. A sufficient condition for mean-square exponential stability of the exact solution is derived. Then, mean-square stability of the numerical solution is investigated. It is shown that the compensated stochastic θ methods inherit stability property of the exact solution. More precisely, the methods are mean-square stable for any stepsizeΔt=τ/mwhen1/2≤θ≤1, and they are exponentially mean-square stable if the stepsizeΔt∈(0,Δt0)when0≤θ<1. Finally, some numerical experiments are given to illustrate the theoretical results.

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