A randomized Runge-Kutta method for time-irregular delay differential equations

Fabio V. Difonzo, Paweł Przybyłowicz, Yue Wu, Xinheng Xie

Research output: Working paperWorking Paper/Preprint

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Abstract

In this paper we investigate the existence, uniqueness and approximation of solutions of delay differential equations (DDEs) with the right-hand side functions f=f(t,x,z) that are Lipschitz continuous with respect to x but only Hölder continuous with respect to (t,z). We give a construction of the randomized two-stage Runge-Kutta scheme for DDEs and investigate its upper error bound in the Lp(Ω)-norm for p∈[2,+∞). Finally, we report on results of numerical experiments.
Original languageEnglish
Place of PublicationIthaca, NY
Number of pages20
DOIs
Publication statusPublished - 23 Jan 2024

Keywords

  • differential equations
  • delay differential equation
  • Runge-Kutta

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