Chebyshev-Picard iteration methods for solving delay differential equations

In this paper, we propose an effective Chebyshev-Picard iteration (CPI) method for solving delay differential equations with a constant delay. This approach adopts the Chebyshev series to represent the solution and improves the accuracy of the solution by successive Picard iterations. The CPI method is implemented in a matrix-vector form efficiently without matrix inversion. We also present a multi-interval CPI method for solving long-term simulation problems. Further, the convergence of the CPI method is analyzed by evaluating the eigenvalues of the coefficient matrices of the iteration. Several numerical experiments including both the linear and nonlinear systems with delay effects are presented to demonstrate the high accuracy and efficiency of the CPI method by comparison with the classic methods.(c) 2023 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.V. All rights reserved.

Automated summary

In this paper, an effective Chebyshev-Picard iteration (CPI) method is proposed for solving delay differential equations with a constant delay. The accuracy of the solution is improved by successive Picard iterations, and the CPI method is implemented efficiently in a matrix-vector form.