Reliable Approximate Solution of Systems of Volterra Integro-Differential Equations with Time-Dependent Delays

M. Shakourifar, W. H. Enright
2011 SIAM Journal on Scientific Computing  
Volterra integro-differential equations with time-dependent delay arguments (DVIDEs) can provide us with realistic models of many real-world phenomena. Delayed Lokta-Volterra predator-prey systems arise in Ecology and are well-known examples of DVIDEs first introduced by Volterra in 1928. We investigate the numerical solution of systems of DVIDEs using an adaptive stepsize selection strategy. We will present a generic variable stepsize approach for solving systems of neutral DVIDEs based on an
more » ... xplicit continuous Runge-Kutta method using defect error control and study the convergence of the resulting numerical method for various kind of delay arguments. We will show that the global error of the numerical solution can be effectively and reliably controlled by monitoring the size of the defect of the approximate solution and adjusting the stepsize on each step of the integration. Numerical results will be presented to demonstrate the effectiveness of this approach.
doi:10.1137/100793098 fatcat:jse5dniuona2zfqlbjspivj2da