We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of arbitrarily high accuracy.Mathematical Subject Classification (2010) 65L03, 34C29 Keywords Delay differential equations, stroboscopic averaging, highly oscillatory problems
IntroductionThis paper suggests and analyzes heterogeneous multiscale methods [10,11,13,12,18,1,23,5] for the numerical solution of highly oscillatory systems of delay differential equations (DDEs) with constant delays. The methods may achieve arbitrarily high orders of convergence and are based on the idea of the stroboscopic averaging method (SAM) [3,4] for highly oscillatory ordinary differential equations (ODEs).