Second order accuracy difference scheme for approximate solutions of delay differential equations. (English) Zbl 1031.65088
Summary: We describe a second-order accuracy difference scheme for the approximate solutions of linear delay differential equations. A sufficient condition for the stability of this difference scheme is given. A convergence estimate for the difference scheme is obtained.
MSC:
| 65L12 | Finite difference and finite volume methods for ordinary differential equations |
| 65L05 | Numerical methods for initial value problems involving ordinary differential equations |
| 34K28 | Numerical approximation of solutions of functional-differential equations (MSC2010) |
| 65L20 | Stability and convergence of numerical methods for ordinary differential equations |
