Massively Parallel Algorithms
for Embedded Delay Equations
Abstract
The delay differential equation $y'(t)=F(t,y(t),
y(\theta (t))), y(0)=y_0,0\le \theta (t)\le t$ can be imbedded
into an infinite ODE system. Two classes of numerical methods
arise from this embedding. One is generated by iterating the
delay function $\theta (t)$. The other truncates the embedding
and yields a special structure than can be exploited on massively
parallel computers.
This is joint work with Arieh Iserles and David Levin.
