A New Multi-Step Method for Solving Delay Differential Equations using Lagrange Interpolation

Author:

Shaalini V. J.,Fadugba S. E.

Abstract

This paper presents 2-step p-th order (p = 2,3,4) multi-step methods that are based on the combination of both polynomial and exponential functions for the solution of Delay Differential Equations (DDEs). Furthermore, the delay argument is approximated using the Lagrange interpolation. The local truncation errors and stability polynomials for each order are derived. The Local Grid Search Algorithm (LGSA) is used to determine the stability regions of the method. Moreover, applicability and suitability of the method have been demonstrated by some numerical examples of DDEs with constant delay, time dependent and state dependent delays. The numerical results are compared with the theoretical solution as well as the existing Rational Multi-step Method2 (RMM2). 

Publisher

Nigerian Society of Physical Sciences

Subject

General Physics and Astronomy,General Mathematics,General Chemistry

Reference17 articles.

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3. I. Epstein & Y. Luo, “Differential delay equations in chemical kinetics: non-linear models; the cross-shaped phase diagram and the oregonator”, Journal of Chemical Physic 95 (1991) 244.

4. R.K.Saeed&B.M.Rahman,“Adomiandecomposition method for solving system of delay differential equation”, Australian Journal of Basic and Applied Sciences 4 (2010) 3613.

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