Computing breaking points in implicit delay differential equations

Abstract

Systems of implicit delay differential equations, including state-dependent problems, neutral and differential-algebraic equations, singularly perturbed problems, and small or vanishing delays are considered. The numerical integration of such problems is very sensitive to jump discontinuities in the solution or in its derivatives (so-called breaking points). In this article we discuss a new strategy – peculiar to implicit schemes – that allows codes to detect automatically and then to compute very accurately those breaking points which have to be inserted into the mesh to guarantee the required accuracy. In particular for state-dependent delays, where breaking points are not known in advance, this treatment leads to a significant improvement in accuracy. As a theoretical result we obtain a general convergence theorem which was missing in the literature (see Bellen and Zennaro, Numerical Methods for Delay Differential Equations, Oxford University Press, Oxford, 2003). Furthermore, as a useful by-product, we design strategies that are able to detect points of non-uniqueness or non-existence of the solution so that the code can terminate when such a situation occurs. A new version of the code RADAR5 together with drivers for some real-life problems is available on the homepages of the authors.