From: Didier Pieroux
Subject: Re: Solution for linear ''retarded'' DE
Date: Tue, 04 Jan 2000 12:56:31 +0100
Newsgroups: sci.math.num-analysis
Summary: [missing]
Hi Thomas,
> I'm in need of a FORTRAN-routine which solves the following
> linear ''retarded'' DE:
> mx�� + dx� + cx = const[x(t-t*)-x(t)]
I greatly recommend you:
Hairer, Norsett and Wanner,
Solving Ordinary Differential Equations,
Tome I, Nonstiff Problems
Springer-Verlag
ISBN: 3-540-56670-8,
and especially sections
II 6: Dense output
II 17: Delay differential Equations.
In addition, the subroutine "Retard" (in the Appendix of the book)
should suit your needs.
Otherwise, as your problem looks not that hard, you can use a constant
step size method (RK4 for example) and choose the time step size to be
dt=t*/N, where N is an integer. This is for sure the easiest method to
implement from scratch !
If you want a variable step size method, you can use a RK4(3) method and
interpolate the value of x(t-t*) by using Hermite interpolation on the
previously computed points. Be careful then that your time step be
always greater than your delai t*.
Another interesting link is the F77 code Archi of C.A.H. Paul:
http://www.ma.man.ac.uk/~chris/software.html
Hope this helps.
Didier
--
_________________________________________________________________
Didier Pieroux
Theoretical Nonlinear Optics, CP 231
Physics Department, Universite Libre de Bruxelles
Bvd du Triomphe, B-1050 Brussels, Belgium
Phone: ++ 32 2 650 5903, Fax: ++ 32 2 650 5824
http://www.ulb.ac.be/polytech/soa/IAP/iap.html
_________________________________________________________________