Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme
Numerical Analysis
2023-12-13 v2 Numerical Analysis
Abstract
We deal with approximation of solutions of delay differential equations (DDEs) via the classical Euler algorithm. We investigate the pointwise error of the Euler scheme under nonstandard assumptions imposed on the right-hand side function . Namely, we assume that is globally of at most linear growth, satisfies globally one-side Lipschitz condition but it is only locally H\"older continuous. We provide a detailed error analysis of the Euler algorithm under such nonstandard regularity conditions. Moreover, we report results of numerical experiments.
Keywords
Cite
@article{arxiv.2106.03731,
title = {Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme},
author = {Natalia Czyżewska and Paweł M. Morkisz and Paweł Przybyłowicz},
journal= {arXiv preprint arXiv:2106.03731},
year = {2023}
}
Comments
22 pages, 10 figures