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Solving DDEs in Matlab. (English) Zbl 0983.65079
The background of a Matlab procedure, dde234, to solve delay differential equations (DDEs) with constant delays is described. The main features of this new procedure are discontinuity tracking and event location. Runge-Kutta triples are extended in order to solve with them DDEs. The uniform convergence and the stability of the numerical scheme is proved. The problem of long and short delays relative to the step size of the numerical scheme is also considered. The numerical examples show the efficiency of the new proposal.

MSC:
65L05 Numerical methods for initial value problems
34K28 Numerical approximation of solutions of functional-differential equations (MSC2010)
68W30 Symbolic computation and algebraic computation
65Y15 Packaged methods for numerical algorithms
65L20 Stability and convergence of numerical methods for ordinary differential equations
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