### A parameter robust method for singularly perturbed delay differential equations.

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In questo articolo si investigano le proprietà di stabilità asintotica dei metodi numerici per equazioni differenziali con ritardo, prendendo in esame l'equazione test: $${U}^{\prime}\left(t\right)=aU\left(t\right)+bU\left(t-\tau \right)$$ dove $a$, $b\in \mathbb{R}$, $\tau >0$ e $g\left(t\right)$ è una funzione a valori reali e continua. In particolare, viene analizzata la dipendenza dal ritardo della stabilità numerica dei metodi di collocazione Gaussiana. Nel recente lavoro [GH99], la stabilità di questi metodi è stata dimostrata facendo uso di un approccio geometrico, basato sul legame tra la proprietà...

This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...

The method of quasilinearization is a well-known technique for obtaining approximate solutions of nonlinear differential equations. In this paper we apply this technique to functional differential problems. It is shown that linear iterations converge to the unique solution and this convergence is superlinear.

We present and compare two simple models of immune system and cancer cell interactions. The first model reflects simple cancer disease progression and serves as our "control" case. The second describes the progression of a cancer disease in the case of a patient infected with the HIV-1 virus.

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are introduced. Then we prove the convergence of different algorithms and present simulation results for different types of BSDEs.

In this article, we show the convergence of a class of numerical schemes for certain maximal monotone evolution systems; a by-product of this results is the existence of solutions in cases which had not been previously treated. The order of these schemes is $1/2$ in general and $1$ when the only non Lipschitz continuous term is the subdifferential of the indicatrix of a closed convex set. In the case of Prandtl’s rheological model, our estimates in maximum norm do not depend on spatial dimension.

In this article, we show the convergence of a class of numerical schemes for certain maximal monotone evolution systems; a by-product of this results is the existence of solutions in cases which had not been previously treated. The order of these schemes is 1/2 in general and 1 when the only non Lipschitz continuous term is the subdifferential of the indicatrix of a closed convex set. In the case of Prandtl's rheological model, our estimates in maximum norm do not depend on spatial dimension. ...

In this work, we propose the Shannon wavelets approximation for the numerical solution of a class of integro-differential equations which describe the charged particle motion for certain configurations of oscillating magnetic fields. We show that using the Galerkin method and the connection coefficients of the Shannon wavelets, the problem is transformed to an infinite algebraic system, which can be solved by fixing a finite scale of approximation. The error analysis of the method is also investigated....