AI summary · arXiv: 2208.12879v1 · math.NA

DelayDiffEq: Generating Delay Differential Equation Solvers via Recursive Embedding of Ordinary Differential Equation Solvers

David Widmann, Chris Rackauckas
Original paper Submitted to arXiv on 26 Aug. 2022 8 pages, 3 figures License: CC BY 4.0

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The essentials

  • Delay Differential Equations (DDEs) involve time delays in system evolution
  • Traditional DDE solvers lack effective utilization of ODE infrastructure
  • DelayDiffEq is a Julia package that solves DDEs using numerical algorithms from OrdinaryDiffEq
  • DelayDiffEq can handle challenging stiff DDEs by compiling the ODE integrator within itself and accounting for discontinuity propagation
  • Demonstrates efficiency in solving difficult equations and handling problems with time-scale separation
  • Enables generality and flexibility, can be repurposed for stochastic delay differential equations
  • Offers improved performance and versatility compared to traditional methods

Key points written by AI: they may contain errors, check them against the paper.

AI-generated keywords: Delay Differential Equations Numerical Solvers Ordinary Differential Equation Time Delays Stiff DDEs

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  • Original abstract
Delay Differential Equations (DDEs) are a class of mathematical equations that involve time delays in the evolution of the system. Traditional solvers for DDEs typically rely on a single method and do not effectively utilize the infrastructure of their more-developed ordinary differential equation (ODE) counterparts. In this work, David Widmann and Chris Rackauckas present DelayDiffEq, a Julia package designed to numerically solve DDEs by leveraging the multitude of numerical algorithms available in OrdinaryDiffEq for solving both stiff and non-stiff ODEs. The authors highlight that DelayDiffEq is capable of solving challenging stiff DDEs, which are known to be particularly difficult to handle. They describe how they achieve this by compiling the ODE integrator within itself and accounting for discontinuity propagation. This design allows DelayDiffEq to effectively address the unique difficulties faced by numerical DDE solvers while utilizing all of the internals developed for ODE solvers. The authors demonstrate the capabilities of DelayDiffEq by showcasing its ability to solve difficult equations and its efficiency in handling problems with time-scale separation using its stiff DDE solvers. They emphasize that DelayDiffEq's design also enables generality and flexibility in usage, making it possible to repurpose it for generating solvers for stochastic delay differential equations. Overall, this work presents DelayDiffEq as an advanced tool for numerically solving DDEs. By incorporating techniques from ODE solvers and addressing specific challenges associated with DDEs, DelayDiffEq offers improved performance and versatility compared to traditional methods. The authors' thorough explanation of their approach provides valuable insights into the development and application of numerical solvers for delay differential equations.

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