Report on Numerical Approximations of FDE's with Method of Steps

Simon Lacoste-Julien

msra

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摘要
This is a summary of a meeting I had with Hans Vangheluwe on Thurs- day May 24 about numerical methods to solve Functional Dierential Equations (FDE). I describe some observations I've made about them and I give a proof for an upper bound on the global error made when solving a DDE by the method of steps with a numerical scheme with known upper bound for an ODE.
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