English

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 ff. Namely, we assume that ff 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