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A Fictitious Time Integration Method for Solving Delay Ordinary Differential Equations

Chein-Shan Liu1

Department of Civil Engineering, National Taiwan University, Taipei, Taiwan. E-mail: liuchei.nshan@msa.hinet.net

Computers, Materials & Continua 2009, 10(1), 97-116. https://doi.org/10.3970/cmc.2009.010.097

Abstract

A new numerical method is proposed for solving the delay ordinary differential equations (DODEs) under multiple time-varying delays or state-dependent delays. The finite difference scheme is used to approximate the ODEs, which together with the initial conditions constitute a system of nonlinear algebraic equations (NAEs). Then, a Fictitious Time Integration Method (FTIM) is used to solve these NAEs. Numerical examples confirm that the present approach is highly accurate and efficient with a fast convergence.

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Cite This Article

C. Liu, "A fictitious time integration method for solving delay ordinary differential equations," Computers, Materials & Continua, vol. 10, no.1, pp. 97–116, 2009.



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