Numerical computation of derivatives in systems of delay differential equations

@article{Lenz2014NumericalCO,
  title={Numerical computation of derivatives in systems of delay differential equations},
  author={Simon M. Lenz and Johannes P. Schl{\"o}der and Hans Georg Bock},
  journal={Mathematics and Computers in Simulation},
  year={2014},
  volume={96},
  pages={124-156}
}
This article deals with initial value problem solutions in systems of delay differential equations and their derivatives with respect to parameters, where the parameters may occur in the initial value, the initial function, the right-hand-side function, and the delay. Sufficient conditions for differentiability are given, and an efficient and reliable method for the numerical computation is presented. Emphasis is laid on the treatment of problems with a discontinuity at the initial time, for… CONTINUE READING

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