Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations

Difonzo, Fabio and Przybyłowicz, Paweł and Wu, Yue (2024) Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations. Journal of Computational and Applied Mathematics, 436. 115411. ISSN 0377-0427 (https://doi.org/10.1016/j.cam.2023.115411)

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Abstract

In this paper we address the existence, uniqueness and approximation of solutions of delay differential equations (DDEs) with Carathéodory type right-hand side functions. We provide construction of the randomized Euler scheme for DDEs and investigate its error. We also report results of numerical experiments.