Analysis of an adaptive collocation solution for retarded and neutral delay systems

Abstract

This paper introduces an adaptive collocation method to solve retarded and neutral delay differential equations (RDDEs and NDDEs) with constant or time-dependent delays. The delays are allowed to be small or become vanishing during the integration. We determine the convergence properties of the proposed method for neutral equations with solutions in appropriate Sobolev spaces. It is shown that the proposed scheme enjoys the spectral accuracy. Numerical results show that the proposed method can be implemented in an efficient and accurate manner for a wide range of RDDE and NDDE model problems.