Implementing Radau IIA Methods for Stiff Delay Differential Equations

Abstract

This article discusses the numerical solution of a general class of delay differential equations, including stiff problems, differential-algebraic delay equations, and neutral problems. The delays can be state dependent, and they are allowed to become small and vanish during the integration. Difficulties encountered in the implementation of implicit Runge–Kutta methods are explained, and it is shown how they can be overcome. The performance of the resulting code – RADAR5 – is illustrated on several examples, and it is compared to existing programs.