Parallel continuous Runge-Kutta methods and vanishing lag delay differential equations

@article{Baker1993ParallelCR,
  title={Parallel continuous Runge-Kutta methods and vanishing lag delay differential equations},
  author={Christopher T. H. Baker and Christopher A. H. Paul},
  journal={Advances in Computational Mathematics},
  year={1993},
  volume={1},
  pages={367-394}
}
  • Christopher T. H. Baker, Christopher A. H. Paul
  • Published in Adv. Comput. Math. 1993
  • Mathematics, Computer Science
  • Advances in Computational Mathematics
  • We present an explicit Runge-Kutta scheme devised for the numerical solution ofdelay differential equations (DDEs) where a delayed argument lies in the current Runge-Kutta interval. This can occur when the lag is small relative to the stepsize, and the more obvious extensions of the explicit Runge-Kutta method produce implicit equations. It transpires that the scheme is suitable forparallel implementation for solving both ODEs and more general DDEs. We associate our method with a Runge-Kutta… CONTINUE READING

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