Applied Mathematics and Computation 190 (2007) 866–881

www.elsevier.com/locate/amc

Segmented Tau approximation for a parametric

nonlinear neutral differential equation
a,* b,1
Luis F. Cordero , René Escalante
a
Depto. de Matemática y Estadı́stica, Facultad de Ciencias Económicas y Sociales, Universidad de Carabobo, Maracay, Venezuela
b
Depto. de Cómputo Cientı́fico y Estadı́stica, División de Ciencias Fı́sicas y Matemáticas, Universidad Simón Bolı́var, Ap. 89000,
Caracas 1080-A, Venezuela

Abstract

The segmented formulation of the Tau method is used to approximate the solutions of the parametric nonlinear neutral
differential equation
y 0 ðtÞ ¼ ryðtÞða þ byðt  sÞ þ cy 0 ðt  sÞÞ; t P 0;
yðtÞ ¼ WðtÞ; t 6 0;
which represents, for different values of the parameters r, a, b, c and s, a family of functional differential equations with
some of its members arising in areas as different as the number theory, mathematical biology, and population dynamics.
For this equation no closed form of analytical solution is available. The numerical results obtained are consistent with the
theoretical and practical results reported elsewhere.
 2007 Elsevier Inc. All rights reserved.

Keywords: Delay differential equations; Functional differential equations; Neutral differential equations; Polynomial approximations;
Step by step Tau method approximation

1. Introduction

In this paper the segmented Lanczos-Tau method is used to find numerical solutions of the nonlinear func-
tional differential problem of neutral type
y 0 ðtÞ ¼ ryðtÞða þ byðt  sÞ þ cy 0 ðt  sÞÞ; t P 0;
ð1Þ
yðtÞ ¼ WðtÞ; t 6 0;

*
Corresponding author.
E-mail addresses: lfcordero@cantv.net (L.F. Cordero), rene@cesma.usb.ve (R. Escalante).
1
This author was partially supported by the Centro de Estadı́stica y Software Matemático (CESMa) and the Decanato de Investigación
y Desarrollo (DID) at USB, project DI-CB-020-05.

0096-3003/$ - see front matter  2007 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2007.01.081
 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881 867

where r 6¼ 0; b 6¼ 0; s > 0 and W is a continuous function in ½s; 0. Eq. (1) has as particular cases some
known neutral and delay differential equations. For example, if in this equation we take

• r > 0; b ¼ 1, and replace c by c ðc > 0Þ, we obtain the neutral delay logistic equation
y 0 ðtÞ ¼ ryðtÞða  yðt  sÞ  cy 0 ðt  sÞÞ; t P 0;
which arises in a food-limited population model [1,2].
• r ¼ 1; c ¼ 0, and replace b by b ðb > 0Þ, we obtain the delay logistic equation
y 0 ðtÞ ¼ ða  byðt  sÞÞyðtÞ; t P 0;
which arises in population dynamics [2,3]. Let us notice that if in this last equation we take b ¼ 1; s ¼ 1
and do xðtÞ ¼ a1 yðtÞ  1, we obtain the delay differential equation
x0 ðtÞ ¼ axðt  1Þ½1 þ xðtÞ; tP0
that arises in the study of population dynamics [3] and the prime number distributions [4].

Since for Eq. (1) no closed form of analytical solution is available (and in particular for none of the equa-
tions of the examples above mentioned), we obtain polynomial approximations to its solutions by applying a
spectral technique, the step by step Tau method with the adopted approach in the papers [3,5,6]. These seem to
show that the segmented Tau method is a natural and promising strategy in the numerical solution of neutral
and delay differential equations. Lanczos’ work [7] provides the background of the Tau method, likewise
papers by Ortiz [8,9] provide the background of the recursive form of the Tau method and the step by step
Tau method (or SST method to abbreviate). In [5] a brief sketch of the recursive formulation of the Tau
method and the SST method is given. For a review of some basic concepts concerning neutral and delay dif-
ferential equations we refer to [10,11].
In the Tau method, a perturbator polynomial is introduced into the differential equation and from the per-
turbed equation an exact polynomial solution is obtained (Tau solution). This solution is a approximation to
the solution of the original differential equation. In the segmented version of the Tau method (the SST
method), the interval under consideration is divided into subintervals and the Tau method is applied sepa-
rately in each subinterval. The Tau solution obtained in one interval is used as an input in the next interval.
In [5,6] the differential equation in each one of the subintervals is shifted to a corresponding equation in the
interval [0, 1] (we apply this strategy here). This way, a sequence of differential equations defined in [0, 1] is
established with the Tau solution for each equation providing information to its successor. Lanczos in [12]
established that the use of a perturbator polynomial defined in terms of the Legendre polynomials, leads to
obtain accurate estimations at the end points of the interval in which the original problem is given. This is
the key fact to construct the step by step formulation of the Tau method in which the error is minimized
at the matching point of the successive steps [9]. In light of this fact, in this paper we will define the perturbator
polynomial in terms of the Legendre polynomials.
This paper is organized as follows: in Section 2, we find the piecewise polynomial approximation of the
involved neutral problem using the Lanczos-Tau method, and we solve the outlined parametric nonlinear neu-
tral differential problem using the recursive formulation of the Tau method. In Section 3, we present prelimin-
ary numerical experimentation to illustrate the advantages of the proposed strategy. To conclude, in Section 4,
we present some final remarks.

2. Solving the parametric neutral equation using the segmented formulation

We will use the following notation. The symbol I will denote the unit interval [0, 1] and, for each integer k,
k P 1, the interval ½ks; ðk þ 1Þs will be denoted by I k .
Motivated by recent work [3,5,6] we consider the application of the segmented Tau method approach to
problem (1). In particular, we apply the strategy used in [5,6] according to which the differential in each Ik
is shifted to a corresponding equation in I and each new problem obtained this way is solved separately,
but taking into account the information from the previous equation.
868 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881

Starting with the shift of the continuous function W given in ½s; 0 to I, which is a polynomial function
(otherwise, we will consider a polynomial approximation of W), the method generates a polynomial defined
in I that approximates the solution of (1) in I0. With this last polynomial a polynomial defined in I is generated
that approximates the solution of (1) in I1. We proceed in similar fashion into subsequent intervals I k ; k P 2.
To match the polynomial approximations obtained, there are conditions imposed at endpoints of their
domain. Thus, Eq. (1) is defined over ½0; 1Þ in a piecewise manner.
It is clear that if t 2 ½s; 1Þ, then t 2 I k , for some k P 1. Hence, t ¼ sðx þ kÞ, with x 2 I. Then, we can
define
y k ðxÞ ¼ yðsðx þ kÞÞ ¼ yðtÞ; x 2 I; k P 0;
y 1 ðxÞ ¼ wðsðx  1ÞÞ; x 2 I;
where w is the same function W given in (1) when this is a polynomial, or a polynomial approximation in
½s; 0 of W if it is not a polynomial. Thus, (1) leads to the sequence of differential equations
y 0k ðxÞ  rðas þ bsy k1 ðxÞ þ cy 0k1 ðxÞÞy k ðxÞ ¼ 0; x 2 I; k P 0;
ð2Þ
y 1 ðxÞ ¼ wðsðx  1ÞÞ; x 2 I
and to match the solutions, at the endpoints of the intervals, we impose the conditions
y k ð0Þ ¼ y k1 ð1Þ; k P 0: ð3Þ
Let n be a fixed integer greater or equal than the degree of w (n is the desired degree for the approximating
polynomials that we seek). For each k P 0, let us consider the following perturbed form of Eq. (2):
Y 0k ðxÞ  rðas þ bsY k1 ðxÞ þ cY 0k1 ðxÞÞY k ðxÞ ¼ H ðkÞ
n ðxÞ; x 2 I; ð4Þ
where Y k1 ðxÞ, k P 1, is the polynomial solution of the previous differential equation. Here,
Y 1 ðxÞ ¼ wðsðx  1ÞÞ for all x 2 I, and the perturbation term H ðkÞ
n ðxÞ is defined in terms of the shifted Legendre
polynomial in I, P n ðxÞ, as
!
Xgk
ðkÞ i
ðkÞ
H n ðxÞ ¼ si x P n ðxÞ
i¼0

with gk ð0 6 gk 6 nÞ denoting the degree of Y k1 ðxÞ (gk will have the same meaning in the rest of the paper). We
note here that one of the motives for the choice of this particular form of H ðkÞ
n ðxÞ is to obtain (if possible) the
polynomials Y k ðxÞ ðk P 0Þ to be of degree n.
Remark 1. Eq. (4) is considered only while Y k1 ðxÞ does not have the constant value ab1 in I. When
Y k1 ðxÞ ¼ ab1 , for all x 2 I, Eq. (4) is not solved anymore. This is because in this case, if we do
y k1 ðxÞ ¼ ab1 in (2), then it is easy to establish that the exact polynomial solution of (2) is y k ðxÞ ¼ ab1 ,
for all x 2 I. If we apply the same procedure successively, it is followed that for all j P k  1, the exact
polynomial solution of (2) is y j ðxÞ ¼ ab1 ; x 2 I:
ðnÞ ðnÞ
We denote by C 0 ; C 1 ; . . . ; C nðnÞ the coefficients of the shifted Legendre polynomial P n ðxÞ. Using properties
of polynomials multiplication to the expression
! !
Xgk
ðkÞ i
X n
ðkÞ ðnÞ v
H n ðxÞ ¼ si x Cv x
i¼0 v¼0

we have
! ! !
X
gk X
i
ðnÞ
Xk
ng X
gk
ðnÞ
X
gk X
ni
ðnÞ
H ðkÞ
n ðxÞ ¼ sðkÞ
v C iv
i
x þ sðkÞ
v C gk þiv x gk þi
þ sðkÞ
nv C iþv xnþi : ð5Þ
i¼0 v¼0 i¼1 v¼0 i¼1 v¼ngk

Next, for each k P 0, we define the linear differential operator

d
DðkÞ ðÞ :¼ ðÞ  rðas þ bsY k1 ðxÞ þ cY 0k1 ðxÞÞðÞ
dx
 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881 869

thus, with this definition and from (5), for each k P 0: the perturbed equation (4) becomes
! ! !
X
gk X
i
ðnÞ
Xk
ng X
gk
ðnÞ
X
gk X
ni
ðnÞ
DðkÞ Y k ðxÞ ¼ sðkÞ
v C iv xi þ sðkÞ
v C gk þiv xgk þi þ sðkÞ
nv C iþv xnþi ; x 2 I: ð6Þ
i¼0 v¼0 i¼1 v¼0 i¼1 v¼ngk

In the following, we will suppose that the polynomials that we seek are of the form:

X
n
ðkÞ
Y k ðxÞ ¼ aj x j ; k P 1
j¼0

and to be in concordance with (3), they are subject to the conditions

Y k ð0Þ ¼ Y k1 ð1Þ; k P 0: ð7Þ

We now follow the recursive formulation presented by Ortiz [8]. We define a set of canonical polynomials
fQðkÞ
m ðxÞg associated with D
ðkÞ
by means of the relation DðkÞ QðkÞ m
m ðxÞ ¼ x ; m P 0. Due to Remark 1, we assume
that Y k1 ðxÞ does not have the constant value ab1 in I.
By applying the operator DðkÞ to xm, we have

d m  
DðkÞ xm ¼ ðx Þ  r as þ bsY k1 ðxÞ þ cY 0k1 ðxÞ ðxm Þ
dx
!
Xgk
ðk1Þ j
gX
k 1
ðk1Þ j
m1
¼ mx  r as þ bs aj x þ c ðj þ 1Þajþ1 x xm : ð8Þ
j¼0 j¼0

Here we will distinguish two cases (depending of the degree of Y k1 ðxÞ): gk ¼ 0 and gk 6¼ 0:

• For gk ¼ 0, from (8) and the linearity of DðkÞ , it is followed that:

h i
ðk1Þ m
DðkÞ xm ¼ mxm1  rs a þ ba0 x
h i
ðkÞ ðk1Þ
¼ mDðkÞ Qm1 ðxÞ  rs a þ ba0 DðkÞ QðkÞ
m ðxÞ
 h i 
ðkÞ ðk1Þ
¼ DðkÞ mQm1 ðxÞ  rs a þ ba0 QðkÞ
m ðxÞ

thus,
h i
ðkÞ ðk1Þ
xm ¼ mQm1 ðxÞ  rs a þ ba0 QðkÞ
m ðxÞ

ðk1Þ
and since a0 ¼ Y k1 ðxÞ 6¼ ab1 , we obtain the following recursive definition of the canonical polynomials:

1 ðkÞ
QðkÞ
m ðxÞ ¼  ðk1Þ
ðxm  mQm1 ðxÞÞ; m P 0:
rs½a þ ba0 

By induction on m this last relation reduces to

m! X
m
1
QðkÞ
m ðxÞ ¼  ðk1Þ ðk1Þ
xj ; m P 0: ð9Þ
rs½a þ ba0  j¼0 j!ðrs½a þ ba0 Þmj
870 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881

• For gk 6¼ 0, from (8) and the linearity of DðkÞ , it is followed that:

h i
ðk1Þ ðk1Þ m
DðkÞ xm ¼ mxm1  r as þ bsa0 þ ca1 x
gX
k 1 h i
ðk1Þ ðk1Þ
 r bsaj þ cðj þ 1Þajþ1 xjþm  rbsaðk1Þ
gk xgk þm
j¼1
ðkÞ ðk1Þ ðk1Þ
¼ mDðkÞ Qm1 ðxÞ  r½as þ bsa0 þ ca1 DðkÞ QðkÞ
m ðxÞ
gX
k 1 h i
ðk1Þ ðk1Þ ðkÞ
 r bsaj þ cðj þ 1Þajþ1 DðkÞ Qjþm ðxÞ  rbsaðk1Þ
gk DðkÞ QðkÞ
gk þm ðxÞ
j¼1

ðkÞ ðk1Þ ðk1Þ

¼ DðkÞ mQm1 ðxÞ  r½as þ bsa0 þ ca1 QðkÞ
m ðxÞ

gX
!
k 1
ðk1Þ ðk1Þ ðkÞ
 r½bsaj þ cðj þ 1Þajþ1 Qjþm ðxÞ  rbsaðk1Þ
gk QðkÞ
gk þm ðxÞ
j¼1

thus,
ðkÞ ðk1Þ ðk1Þ
xm ¼ mQm1 ðxÞ  r½as þ bsa0 þ ca1 QðkÞ
m ðxÞ
gX
k 1
ðk1Þ ðk1Þ ðkÞ
 r½bsaj þ cðj þ 1Þajþ1 Qjþm ðxÞ  rbsaðk1Þ
gk QðkÞ
gk þm ðxÞ:
j¼1

From this last expression we obtain the following recursive definition of the canonical polynomials:
1 ðkÞ ðk1Þ ðk1Þ
QðkÞ
gk þm ðxÞ ¼  ðk1Þ
xm  mQm1 ðxÞ þ r½as þ bsa0 þ ca1 QðkÞ
m ðxÞ
rbsagk
gX
!
k 1
ðk1Þ ðk1Þ ðkÞ
þ r½bsaj þ cðj þ 1Þajþ1 Qjþm ðxÞ ; m P 0: ð10Þ
j¼1
ðkÞ ðkÞ ðkÞ
Note that the first gk canonical polynomials Q0 ðxÞ; Q1 ðxÞ; . . . ; Qgk 1 ðxÞ remain undefined.
If we denote  1ðk1Þ by cðkÞ and if for all s P 0
rbsag
k
8 ðkÞ
> sc ; j ¼ s  1;
<
ðkÞ ðk1Þ ðk1Þ
aj;s ¼ rcðkÞ ½as þ bsa0 þ ca1 ; j ¼ s;
>
: ðkÞ ðk1Þ ðk1Þ
rc ½bsajs þ cðj  s þ 1Þajsþ1 ; j ¼ s þ 1 ð1Þ s þ gk  1;
then the recursive expression (10) becomes
gkX
þm1
ðkÞ ðkÞ
QðkÞ ðkÞ m
gk þm ðxÞ ¼ c x þ aj;m Qj ðxÞ; m P 0: ð11Þ
j¼m1

For each m P 0, we define bðkÞ ðkÞ

m;m ¼ 1 and bm;s , for s ¼ m  1; m  2; . . . ; 0, in terms of the following decreasing
recursive forms:
X
w1
ðkÞ
bðkÞ
m;s ¼ agk þsþj;wþs bðkÞ
m;wþsj ; s ¼ m  1 ð1Þ 0;
j¼0

where w ¼ minfm  s; gk þ 1g.

With this, we can establish the following proposition.
ðkÞ
Proposition 1. For each m P 0, if Qgk þm ðxÞ is given by (11), then
! !
X
m
ðkÞ s
X k 1g X
min fm2;g jþ1
ðkÞ ðkÞ ðkÞ
gX
k 1 X
m
ðkÞ ðkÞ
ðkÞ
Qgk þm ðxÞ ¼ c ðkÞ
bm;s x þ aj;s bm;s Qj ðxÞ þ aj;s bðkÞ
m;s Qj ðxÞ; m P 0: ð12Þ
s¼0 j¼0 s¼0 j¼m1 s¼0
 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881 871

Proof. It follows by induction on m. h

ðkÞ
We point out that the practical utility of (12) lies in that it defines any canonical polynomial Qj ðxÞ, j P gk ,
only in terms of the first gk canonical polynomials.
The exact polynomial solution of the perturbed equation (6), for each k P 0, is set to be
! ! !
X
gk X i Xk X
ng gk X
gk X
ni
ðkÞ ðnÞ ðkÞ ðkÞ ðnÞ ðkÞ ðkÞ ðnÞ ðkÞ
Y k ðxÞ ¼ sv C iv Qi ðxÞ þ sv C gk þiv Qgk þi ðxÞ þ snv C iþv Qnþi ðxÞ;
i¼0 v¼0 i¼1 v¼0 i¼1 v¼ngk

x 2 I: ð13Þ

Note that applying the operator DðkÞ to both sides of (13), Eq. (6) is retrieved.
For any k P 0, two possibilities exist

(i) gk ¼ 0.
(ii) gk P 1.
ðkÞ
Case (i). The unknown s0 was introduced in order to account for the initial condition imposed at x ¼ 0 given
in (7). Thus, we have
Theorem 2. If gk ¼ 0, the exact polynomial solution of the perturbed equation (6), comes given by
ðnÞ
!
ðkÞ
s0 X
n X
n
C j j!
Y k ðxÞ ¼  ðk1Þ ðk1Þ
xi ; x 2 I; ð14Þ
rs½a þ ba0  i¼0 j¼i i!ðrs½a þ ba0 Þji

where

ðnÞ
!1
ðkÞ ðk1Þ
X
n
C j j!
s0 ¼ rs½a þ ba0 Y k1 ð1Þ ðk1Þ
:
j¼0 ðrs½a þ ba0 Þj

Proof. By taking gk ¼ 0 in (13) and after using (9) in the expression that is obtained, we have
0 1
ðkÞ
X
n
ðnÞ ðkÞ
Xn
B Xi ðkÞ
s0
ðnÞ
C i i! C
Y k ðxÞ ¼ s0 C i Qi ðxÞ ¼  h
ðk1Þ
i @  h iij xj A
ðk1Þ
i¼0 rs a þ ba0 i¼0 j¼0 j! rs a þ ba
0

Pn Pi Pn Pn
and since i¼0 ð j¼0 Aij xj Þ ¼ i¼0 ð j¼i Aji Þxi (where Aij denotes the ijth element in an array), (14) follows.
ðkÞ
Finally, due to (7), we obtain s0 by setting x ¼ 0 in (14) and solving for this unknown the equation
Y k ð0Þ ¼ Y k1 ð1Þ: h
ðkÞ
Case (ii). The gk þ 1 unknowns sj were introduced in order to account for the initial condition imposed at
ðkÞ ðkÞ
x ¼ 0 given in (7) in addition to the gk undefined canonical polynomials. Due to this, s0 ; s1 ; . . . ; sðkÞ
gk are cal-
culated, solving the linear system with gk þ 1 equations

Y k ð0Þ ¼ Y k1 ð1Þ

coefficient of Q0 ðxÞ ¼ 0
coefficient of Q1 ðxÞ ¼ 0
..
.
coefficient of Qgk 1 ðxÞ ¼ 0:

Thus, we can establish the following theorem.

872 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881

Theorem 3. If gk P 1, the exact polynomial solution of the perturbed equation (6), comes given by
" ng !#
Xk
ng
ðkÞ
Xk ðkÞ ðnÞ X
gk Xk ðkÞ ðnÞ
ng X
v
ðkÞ ðnÞ
Y k ðxÞ ¼ cðkÞ s0 bj;i C gk þj þ sðkÞ
v bj;i C gk þjv þ bngk þj;i C nþjv xi
i¼0 j¼i v¼1 j¼i j¼1
" !#
X
n X
gk X
v
ðnÞ
þ cðkÞ sðkÞ
v bðkÞ
ngk þj;i C nþjv xi ; x 2 I; ð15Þ
i¼ngk þ1 v¼iþgk n j¼iþgk n

ðkÞ
where the sj ’s are obtained according to the following:

• When, 2gk 6 n  1, the linear system of equations is solved

! !
Xk
ng
ðkÞ ðnÞ ðkÞ
X
gk Xk
ng
ðkÞ ðnÞ
X
v
ðkÞ ðnÞ Y k1 ð1Þ
bj;0 C gk þj s0 þ bj;0 C gk þjv þ bngk þj;0 C nþjv sðkÞ
v ¼
j¼0 v¼1 j¼0 j¼1
cðkÞ

For each i ¼ 0 ð1Þ gk  1 :

" ! ! #
ðnÞ ðkÞ
X
iþ1 X
j
ðkÞ ðnÞ
Xk
ng X
iþ1
ðkÞ ðnÞ ðkÞ
Ci þ C gðnÞ
k
ai;0 þ ai;s bðkÞ
j;s C gk þj þ ai;s bðkÞ
j;s C gk þj s0
j¼1 s¼0 j¼iþ2 s¼0
" ! !
X
i
ðnÞ ðkÞ
X
v X
iþ1
ðkÞ ðnÞ
X
iþ1 X
j
ðkÞ ðnÞ
þ C iv þ C ðnÞ
gk v ai;0 þ ai;s bðkÞ
ngk þj;s C nþjv þ ai;s bðkÞ
j;s C gk þjv
v¼1 j¼1 s¼0 j¼1 s¼0
! # " !
Xk
ng X
iþ1
ðkÞ ðnÞ
X
gk
ðkÞ
X
v X
iþ1
ðkÞ ðnÞ
þ ai;s bðkÞ
j;s C gk þjv sðkÞ
v þ C gðnÞ a
k v i;0
þ ai;s bðkÞ
ngk þj;s C nþjv
j¼iþ2 s¼0 v¼iþ1 j¼1 s¼0
! ! #
X
iþ1 X
j
ðkÞ ðnÞ
Xk
ng X
iþ1
ðkÞ ðnÞ
þ ai;s bðkÞ
j;s C gk þjv þ ai;s bðkÞ
j;s C gk þjv sðkÞ
v ¼ 0
j¼1 s¼0 j¼iþ2 s¼0

• When, 2gk > n  1, the linear system of equations is solved

! !
Xk
ng
ðkÞ ðnÞ ðkÞ
X
gk Xk
ng
ðkÞ ðnÞ
X
v
ðkÞ ðnÞ Y k1 ð1Þ
bj;0 C gk þj s0 þ bj;0 C gk þjv þ bngk þj;0 C nþjv sðkÞ
v ¼
j¼0 v¼1 j¼0 j¼1
cðkÞ

For each i ¼ 0 ð1Þ n  gk  2 :

" ! ! #
ðnÞ ðkÞ
X
iþ1 X
j
ðkÞ ðnÞ
Xk
ng X
iþ1
ðkÞ ðnÞ ðkÞ
Ci þ C gðnÞ
k
ai;0 þ ai;s bðkÞ
j;s C gk þj þ ai;s bðkÞ
j;s C gk þj s0
j¼1 s¼0 j¼iþ2 s¼0
" ! !
X
i
ðnÞ ðkÞ
X
v X
iþ1
ðkÞ ðnÞ
X
iþ1 X
j
ðkÞ ðnÞ
þ C iv þ C ðnÞ
gk v ai;0 þ ai;s bðkÞ
ngk þj;s C nþjv þ ai;s bðkÞ
j;s C gk þjv
v¼1 j¼1 s¼0 j¼1 s¼0
! # " !
Xk
ng X
iþ1
ðkÞ ðnÞ
X
gk
ðkÞ
X
v X
iþ1
ðkÞ ðnÞ
þ ai;s bðkÞ
j;s C gk þjv sðkÞ
v þ C gðnÞ a
k v i;0
þ ai;s bðkÞ
ngk þj;s C nþjv
j¼iþ2 s¼0 v¼iþ1 j¼1 s¼0
! ! #
X
iþ1 X
j
ðkÞ ðnÞ
Xk
ng X
iþ1
ðkÞ ðnÞ
þ ai;s bðkÞ
j;s C gk þjv þ ai;s bðkÞ
j;s C gk þjv sðkÞ
v ¼ 0
j¼1 s¼0 j¼iþ2 s¼0
 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881 873

For i ¼ n  gk  1:
" ! # " !
ðnÞ ðkÞ
X
ngk X
j
ðkÞ ðnÞ ðkÞ
X
i
ðnÞ ðkÞ
X
v Xk
ng
ðkÞ ðnÞ
Ci þ C gðnÞ
k
ai;0 þ ai;s bðkÞ
j;s C gk þj s0 þ C iv þ C gðnÞ a
k v i;0
þ ai;s bðkÞ
ngk þj;s C nþjv
j¼1 s¼0 v¼1 j¼1 s¼0
! # " !
Xk
ng X
j
ðkÞ ðnÞ
X
gk
ðkÞ
X
v Xk
ng
ðkÞ ðnÞ
þ ai;s bðkÞ
j;s C gk þjv sðkÞ
v þ C gðnÞ a þ
k v i;0
ai;s bðkÞ
ngk þj;s C nþjv
j¼1 s¼0 v¼iþ1 j¼1 s¼0
! #
Xk
ng X
j
ðkÞ ðnÞ
þ ai;s bðkÞ
j;s C gk þjv sðkÞ
v ¼ 0
j¼1 s¼0

For each i ¼ n  gk ð1Þ gk  1:

" ! # " !
ðnÞ
X
ngk X
j X
iþgk n Xk X
ng j
ðnÞ ðkÞ ðkÞ ðkÞ ðnÞ ðkÞ ðnÞ ðnÞ ðkÞ ðkÞ ðkÞ ðnÞ
C i þ C gk ai;0 þ ai;s bj;s C gk þj s0 þ C iv þ C gk v ai;0 þ ai;s bj;s C gk þjv
j¼1 s¼0 v¼1 j¼1 s¼0
! # " !
X
v X
ngk þj
ðkÞ ðnÞ ðnÞ ðkÞ
Xk nþ1g
min fi;iþg
ðnÞ
Xk
ng X
j
ðkÞ ðnÞ
þ ai;s bðkÞ
ngk þj;s C nþjv sðkÞ
v þ C ni1 ai;0 þ C ij þ ai;s bðkÞ
j;s C nþji1
j¼1 s¼0 j¼iþgk nþ1 j¼1 s¼0
iþgX
! # "ng !
k nþ1 X
ngk þj
ðkÞ ðnÞ ðkÞ
X
gk Xk Xj
ðkÞ ðnÞ
þ ai;s bðkÞ
ngk þj;s C 2nþjgk i1 siþgk nþ1 þ ai;s bðkÞ
j;s C gk þjv
j¼1 s¼0 v¼iþgk nþ2 j¼1 s¼0
iþgX
!
k nþ1 X
ngk þj
ðkÞ ðnÞ ðkÞ
X
min fi;vg
ðnÞ
þ ai;s bðkÞ
ngk þj;s C nþjv þ C gðnÞ a þ
k v i;0
C ij
j¼1 s¼0 j¼v
! #
X
v X
iþ1
ðkÞ ðnÞ
þ ai;s bðkÞ ðkÞ
ngk þj;s C nþjv sv ¼ 0
j¼iþgk nþ2 s¼0

Proof. See Appendix. h

Finally, we have the polynomial approximations to the solution of the nonlinear neutral differential equa-
tion (1)
t 
yðtÞ  Y k ðxÞ ¼ Y k  k ; t 2 I k ; k P 0; ð16Þ
s
where for each k P 0, Y k ðxÞ is found according to the following:

(i) If the degree of Y k1 ðxÞ is equal to 0 and Y k1 ðxÞ does not have the constant value ab1 , then formula
(14) is used.
(ii) If the degree of Y k1 ðxÞ is not equal to 0, then formula (15) is used.
(iii) If Y k1 ðxÞ has the constant value ab1 , then we do not seek Y k ðxÞ, instead we use Remark 1 to conclude
that
yðtÞ ¼ ab1 ; t 2 ½ðk  1Þs; 1Þ:
We note that (16) can also be expressed as
 t h t i
yðtÞ  Y ½ t   ; t P 0;
s s s
where ½w denotes the integer part of w.

3. Numerical results

In this section we compare the performance of the piecewise polynomial approximation obtained in Section
2 to solve problem (1) with the theoretical and numerical results reported by other authors. Unfortunately, as
874 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881

far as we know, there does not exist in the literature extensive well-known numerical experimentation with
which we can carry out appropriate numerical comparisons. Also we do not have the analytical solutions
of (1). The numerical examples illustrate that feasibility and higher-order accuracy can be achieved. Moreover,
the proposed method requires less computing time and can be used widely.
The results of the experiments in this section were obtained using MATLAB 7.2 package and were run on
an Intel Pentium D processor (with 16 significant digits). In the tables of numerical results we show the nodes
‘‘t’’ in which we evaluate the approximate solutions represented by YSST (i.e., the approximate solutions
achieved from to apply the SST method). The tables also show the computing time CPUTIME. Due to the
ðkÞ
ill conditioned matrices involved in the sj ’s parameters computation, we have applied to some of our exper-
iments some form of scaling strategy.
MATLAB function dde23 is a solver of ordinary and delay differential equations based on the explicit
Runge–Kutta (2, 3) pair used by the ODE solver ode23 [13]. We test the case c ¼ 0 through the Experiments
2, 3 and 4, and we demonstrate reliability, precision and speed of our method as compared to dde23. We
always ran DDE solver dde23 using the optional integration argument options to set the scalar relative tol-
erance ‘RelTol’ in 1e8 and the vector of absolute error tolerances ‘AbsTol‘ in 1e-16 (in all components).
Next we show some of the carried out numerical experiment. For our experimentation we selected some
particular cases of equations of the type (1) taken from [2]. pffiffi
Experiment 1: We consider Eq. (1) with r ¼ ppffiffi3 þ 201 ; a ¼ 1; b ¼ 1; c ¼  2p3 þ 251 ; s ¼ 1 and WðtÞ ¼ t þ 2.
This equation is a particular case of the neutral delay logistic equation and models a food-limited population
(see Section 1). It has a first-order discontinuity at t ¼ k for k P 0 integer. Table 1 shows some of the numer-
ical results obtained by using a segmented Tau approximation of degree 7. In Fig. 1, we plot the piecewise
polynomial approximations obtained.
A reference solution for t ¼ 40 reported in [2] is 0:804413836191349. Thus, from the penultimate row of
Table 1 it follows that for this node, the error obtained by the application of the SST method is 4:2016  107 :
Experiment 2: We consider Eq. (1) with r ¼ 1; a ¼ 75 ; b ¼ 1; c ¼ 0; s ¼ 1 and WðtÞ ¼ 0:01. This equa-
tion is a particular case of the delay logistic equation (see Section 1). It has a ðk þ 1Þst order discontinuity
at t ¼ k for k P 0 integer. Table 2 shows some of the numerical results obtained by using a segmented Tau
approximation of degree 8 and using the DDE solver dde23. In Fig. 2, we plot the piecewise polynomial
approximations obtained.

Table 1
Results for Experiment 1
t YSST
2 0.592758483441024. . .
4 0.847357153802180. . .
6 1.425085420368763. . .
8 0.499981021082671. . .
10 1.326667587733823. . .
12 1.051372017509054. . .
14 0.565384239897487. . .
16 1.526702949318229. . .
18 0.792765049327441. . .
20 0.758029610899032. . .
22 1.465747828783425. . .
24 0.639692985784929. . .
26 1.043299902552723. . .
28 1.256381746215828. . .
30 0.586527510055331. . .
32 1.319806734683968. . .
34 1.012381941623081. . .
36 0.636247886193021. . .
38 1.462791192028606. . .
40 0.804413416033268. . .
CPUTIME (s) 1.609375
 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881 875

1.8

1.6

1.4

1.2

y(t) 1

0.8

0.6

0.4

0.2
0 5 10 15 20 25 30 35 40
time t

Fig. 1. Segmented Tau approximation in [0,40] corresponding to Experiment 1.

Table 2
Results for Experiment 2 showing also results with dde23
t YSST dde23
0.5 0.020037090740435. . . 0.020037090597705. . .
1.0 0.040148500529942. . . 0.040148499963922. . .
1.5 0.080267448421081. . . 0.080267446727054. . .
2.0 0.159316935661258. . . 0.159316931118312. . .
2.5 0.311664854810063. . . 0.311664843672819. . .
3.0 0.592425328370563. . . 0.592425302542852. . .
3.5 1.064775041578119. . . 1.064774963019523. . .
4.0 1.722001455064376. . . 1.722001343405133. . .
4.5 2.311988759617619. . . 2.311988678713552. . .
5.0 2.331477414785061. . . 2.331477427578766. . .
5.5 1.690949940365590. . . 1.690950076249193. . .
6.0 1.032428729872882. . . 1.032428814972972. . .
6.5 0.747922040383385. . . 0.747922062244889. . .
7.0 0.772118890293693. . . 0.772118888595608. . .
7.5 1.011955555500156. . . 1.011955512384420. . .
8.0 1.408125191926395. . . 1.408125133064433. . .
8.5 1.829572427863560. . . 1.829572371038602. . .
9.0 2.021479460402627. . . 2.021479441647275. . .
9.5 1.805543693653312. . . 1.805543720932559. . .
10.0 1.367208017731018. . . 1.367208073909903. . .
CPUTIME (s) 1.03125 1.15625

A reference solution for t ¼ 10 reported in [2] is 1:367208017754907. Thus, from the penultimate row of
Table 2 it follows that for this node, the errors obtained by the application of the SST method and the
DDE solver dde23 are 2:3889  1011 and 5:6155  108 , respectively.
Experiment 3: We consider Eq. (1) with r ¼ 1; a ¼ 32 ; b ¼ 1; c ¼ 0; s ¼ 1 and WðtÞ ¼ 32 ðt þ 1Þ. It has a
ðk þ 1Þst order discontinuity at t ¼ k for k P 0 integer. Table 3 shows some of the numerical results obtained
by using a segmented Tau approximation of degree 9 and using the DDE solver dde23. In Fig. 3, we plot the
piecewise polynomial approximations obtained.
By doing xðtÞ ¼ 23 yðtÞ  1, we obtain the problem
3
x0 ðtÞ ¼  xðt  1Þ½1 þ xðtÞ; t P 0;
2
xðtÞ ¼ t; t 6 0:
876 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881

2.5

1.5

y(t)
1

0.5

0
0 2 4 6 8 10
time t

Fig. 2. Segmented Tau approximation in [0,10] corresponding to Experiment 2.

Table 3
Results for Experiment 3 showing also results with dde23
t YSST dde23
1 3.175500024919042. . . 3.175500026681722. . .
2 1.130860716492482. . . 1.130860709405948. . .
3 0.505044661027307. . . 0.505044651532585. . .
4 1.185123684686417. . . 1.185123592919753. . .
5 2.478027169600124. . . 2.478027064149757. . .
6 1.735171972405921. . . 1.735172107469037. . .
7 0.751459530503598. . . 0.751459699802538. . .
8 1.115837612191472. . . 1.115837511866635. . .
9 2.136709208686827. . . 2.136708978170111. . .
10 1.891342638734044. . . 1.891342802084340. . .
11 0.940251538980253. . . 0.940251673675954. . .
12 1.108343745704871. . . 1.108343691444265. . .
13 1.935473980922958. . . 1.935473812084545. . .
14 1.922526411135078. . . 1.922526486671191. . .
15 1.084566539315653. . . 1.084566662333494. . .
16 1.123070114330643. . . 1.123070095788933. . .
17 1.803100792429180. . . 1.803100666138099. . .
18 1.909460222635392. . . 1.909460241797122. . .
19 1.195585192273148. . . 1.195585296315836. . .
20 1.147223062932988. . . 1.147223075455078. . .
CPUTIME (s) 1.359375 2.28125

A reference solution reported in [2] for this last problem is xð20Þ ¼ 0:235184625529838. Hence we get
yð20Þ ¼ 32 ðxð20Þ þ 1Þ ¼ 1:147223061705243. From the penultimate row of Table 3 it follows that for t ¼ 20,
the errors obtained by the application of the SST method and the DDE solver dde23 are 1:2277  109
and 1:3750  108 , respectively.
Experiment 4: We consider Eq. (1) with r ¼ 72 ; a ¼ 1; b ¼  191 ; c ¼ 0; s ¼ 37
50
and WðtÞ ¼ 19:001. Thus we
obtain a particular case of the equation that models the Lemmings cycle of about 4 years [2]. It has a ðk þ 1Þst
order discontinuity at t ¼ ks for k P 0 integer. Table 4 shows some of the numerical results obtained by using
a segmented Tau approximation and using the DDE solver dde23. In this case, motivated by the ill condi-
tioned matrices involved, we have considered the following strategy of approximation: we initially used poly-
 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881 877

3.5

2.5

y(t)
1.5

0.5

0
0 5 10 15 20
time t

Fig. 3. Segmented Tau approximation in [0,20] corresponding to Experiment 3.

Table 4
Results for Experiment 4 showing also results with dde23
t YSST dde23
4.44 19.005181701590246. . . 19.005199064580463. . .
8.88 18.905491861931360. . . 18.904572222588627. . .
13.32 19.199451310179281. . . 19.203903271535101. . .
17.76 24.952770201313484. . . 24.990741853727513. . .
22.20 0.495733815547412. . . 0.474942233776180. . .
26.64 1.162713290109195. . . 1.118567314523729. . .
31.08 3.202036613854786. . . 3.079277123134402. . .
35.52 8.677124972490198. . . 8.359540990541770. . .
40.00 24.765723535481836. . . 24.765984275794626. . .
CPUTIME (s) 2.078125 26.921875

100

90

80

70

60
y(t)

50

40

30

20

10

0
0 5 10 15 20 25 30 35 40
time t

Fig. 4. Segmented Tau approximation in [0,40] corresponding to Experiment 4.

878 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881

nomials of degree 4 in ½0; 10s (this corresponds to the first 10 segmented approximations), and starting
from 10s on, we use polynomials of degree 9. In Fig. 4, we plot the piecewise polynomial approximations
obtained.
A reference solution for t ¼ 40 reported in [2] is 24:7645486398692. Thus, from the penultimate row of
Table 4 it follows that for this node, the errors obtained by the application of the SST method and the
DDE solver dde23 are 1:1749  103 and 1:4356  103 respectively. Also from Table 4 we observe that
although the precisions reached for both approaches are similar, the CPU times are very different (in order
to reach with dde23 the same precision given by our approach, the CPU time should be approximately
1200% longer than the one reported by YSST).

4. Final remarks

This paper together with some recent papers [3,5,6] demonstrates that the step by step Tau method is a nat-
ural approach, easy to apply, numerically efficient, and promising strategy in the numerical solution of func-
tional differential equations. Moreover, the approximate solutions are consistent with the results reported
elsewhere.

Appendix

Proof of Theorem 3. Taking in (12) m ¼ 0, the expression obtained is used in (13) and then operating on the
subindexes of some canonical polynomials, we have

gX
! !" #
k 1 X
i
ðnÞ ðkÞ
X
gk gX
k 1
ðkÞ ðkÞ
ðnÞ
Y k ðxÞ ¼ sðkÞ
v C iv Qi ðxÞ þ sðkÞ
v C gk v c ðkÞ
þ ai;0 Qi ðxÞ
i¼0 v¼0 v¼0 i¼0

! !
Xk
ng X
gk
ðnÞ ðkÞ
X
gk X
ni
ðnÞ ðkÞ
þ sðkÞ
v C gk þiv Qgk þi ðxÞ þ sðkÞ
nv C iþv Qnk þðnnk þiÞ ðxÞ
i¼1 v¼0 i¼1 v¼ngk

and now using (12) with m ¼ i and m ¼ n  gk þ i, we have

gX
! !
k 1 X
i
ðnÞ ðkÞ
X
gk gX
k 1 X
gk
ðkÞ ðkÞ
ðnÞ ðnÞ
Y k ðxÞ ¼ sðkÞ
v C iv Qi ðxÞ þc ðkÞ
sðkÞ
v C gk v þ sðkÞ
v C gk v ai;0 Qi ðxÞ
i¼0 v¼0 v¼0 i¼0 v¼0

! ! !
Xk
ng X
i X
gk
ðnÞ
X
ngk min fX
i2;gk 1g X
gk
ðnÞ
X
jþ1
ðkÞ ðkÞ
þc ðkÞ
sðkÞ
v C gk þiv bðkÞ
i;s x
s
þ sðkÞ
v C gk þiv aj;s bðkÞ
i;s Qj ðxÞ
i¼1 s¼0 v¼0 i¼1 j¼0 v¼0 s¼0

! ! !
Xk gX
ng k 1 X
gk
ðnÞ
X
i
ðkÞ ðkÞ
X X
gk nn k þi X
ni
ðnÞ
þ sðkÞ
v C gk þiv aj;s bðkÞ
i;s Qj ðxÞ þc ðkÞ
sðkÞ
nv C iþv bðkÞ
nnk þi;s x
s

i¼1 j¼i1 v¼0 s¼0 i¼1 s¼0 v¼ngk

! !
X
gk min fnnX
k þi2;gk 1g X
ni
ðnÞ
X
jþ1
ðkÞ ðkÞ
þ sðkÞ
nv C iþv aj;s bðkÞ
nnk þi;s Qj ðxÞ
i¼1 j¼0 v¼ngk s¼0

! !
X
gk gX
k 1 X
ni
ðnÞ
X
nnk þi
ðkÞ ðkÞ
þ sðkÞ
nv C iþv aj;s bðkÞ
nnk þi;s Qj ðxÞ
i¼1 j¼nnk þi1 v¼ngk s¼0
 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881 879

By rearranging and simplifying

!
X
gk Xk X
ng i X
gk
ðkÞ ðkÞ ðnÞ
ðkÞ ðkÞ ðnÞ ðkÞ
Y k ðxÞ ¼ c sv C gk v þ c bi;s sv C gk þiv xs
v¼0 i¼1 s¼0 v¼0
!
X X
gk nnk þi X
ni
ðnÞ
þc ðkÞ
bðkÞ ðkÞ
nnk þi;s snv C iþv xs
i¼1 s¼0 v¼ngk
!
X
gk 1 X
i
ðnÞ
X
gk
ðkÞ ðkÞ
ðnÞ
þ sðkÞ
v C iv þ sðkÞ
v C gk v ai;0 Qi ðxÞ
i¼0 v¼0 v¼0
!
Xk min fX
ng i2;gk 1g X
jþ1 X
gk
ðkÞ ðkÞ ðnÞ ðkÞ
þ aj;s bðkÞ
i;s sv C gk þiv Qj ðxÞ
i¼1 j¼0 s¼0 v¼0
!
Xk gX
ng k 1 X
i X
gk
ðkÞ ðkÞ ðnÞ ðkÞ
þ aj;s bðkÞ
i;s sv C gk þiv Qj ðxÞ
i¼1 j¼i1 s¼0 v¼0
!
X
gk min fnnX
k þi2;gk 1g X
jþ1 X
ni
ðkÞ ðnÞ ðkÞ
þ aj;s bðkÞ ðkÞ
nnk þi;s snv C iþv Qj ðxÞ
i¼1 j¼0 s¼0 v¼ngk
!
X
gk gX
k 1 X
nn k þi X
ni
ðkÞ ðnÞ ðkÞ
þ aj;s bðkÞ ðkÞ
nnk þi;s snv C iþv Qj ðxÞ
i¼1 j¼nnk þi1 s¼0 v¼ngk

To continue, we use the results

!
Xk X
ng i Xk
ng ng Xk
Xk ng
Ai;s xs ¼ As;0 þ As;i xi ;
i¼1 s¼0 s¼1 i¼1 s¼i
! !
X X
gk ngk þi Xk
ng X
gk X
n X
gk
s i
Ai;s x ¼ As;i x þ As;i xi ;
i¼1 s¼0 i¼0 s¼1 i¼ngk þ1 s¼iþgk n
! !
Xk
ng X k 1g
min fi2;g
ðkÞ
X
min fngk 2;gk 1g Xk
ng
ðkÞ
Ai;j Qj ðxÞ ¼ Aj;i Qi ðxÞ;
i¼1 j¼0 i¼0 j¼iþ2
! !
Xk
ng gX
k 1
ðkÞ
gX
k 1 X kg
min fiþ1;ng
ðkÞ
Ai;j Qj ðxÞ ¼ Aj;i Qi ðxÞ;
i¼1 j¼i1 i¼0 j¼1
! ! !
X
gk min fngX
k þi2;gk 1g
ðkÞ
X
min fng k 1;gk 1g X
gk
ðkÞ
gX
k 1 X
gk
ðkÞ
Ai;j Qj ðxÞ ¼ Aj;i Qi ðxÞ þ Aj;i Qi ðxÞ;
i¼1 j¼0 i¼0 j¼1 i¼ngk j¼iþgk nþ2
! !
X
gk gX
k 1
ðkÞ
gX
k 1 iþgX
k nþ1
ðkÞ
Ai;j Qj ðxÞ ¼ Aj;i Qi ðxÞ;
i¼1 j¼ngk þi1 i¼ngk j¼1

(where Au;w denotes the uwth element in an array).

Thus,
!
X
gk Xk
ng X
gk
ðkÞ
X
ngk Xk X
ng gk
Y k ðxÞ ¼ cðkÞ sðkÞ ðnÞ
v C gk v þ c
ðkÞ
bs;0 sðkÞ ðnÞ
v C gk þsv þ cðkÞ bðkÞ ðkÞ ðnÞ
s;i sv C gk þsv x
i

v¼0 s¼1 v¼0 i¼1 s¼i v¼0

! !
Xk
ng X
nk X
ns X
n X
gk X
ns
þc ðkÞ
bðkÞ ðkÞ ðnÞ
nnk þs;i snv C sþv
i
x þc ðkÞ
bðkÞ ðkÞ ðnÞ
nnk þs;i snv C sþv xi
i¼0 s¼1 v¼ngk i¼ngk þ1 s¼iþgk n v¼ngk
!
X
gk 1 X
i
ðnÞ
X
gk
ðkÞ ðkÞ
ðnÞ
þ sðkÞ
v C iv þ sðkÞ
v C gk v ai;0 Qi ðxÞ
i¼0 v¼0 v¼0
880 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881
!
X
min fngk 2;gk 1g Xk
ng X
iþ1 X
gk
ðkÞ ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ
j;s sv C gk þjv Qi ðxÞ
i¼0 j¼iþ2 s¼0 v¼0
gX min fX
!
k 1 iþ1;ngk g X
j X
gk
ðkÞ ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ
j;s sv C gk þjv Qi ðxÞ
i¼0 j¼1 s¼0 v¼0
!
X
min fngk 1;gk 1g X
nk X
iþ1 X
nj
ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv Qi ðxÞ
i¼0 j¼1 s¼0 v¼ngk
gX
!
k 1 X
nk X
iþ1 X
nj
ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv Qi ðxÞ
i¼ngk j¼iþgk nþ2 s¼0 v¼ngk
!
gX
k 1 iþnX X
k nþ1 nnk þj X
nj
ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv Qi ðxÞ:
i¼nnk j¼1 s¼0 v¼ngk

By rearranging and simplifying

" g ! #
X k Xk ðkÞ
ng X
nk X
ns
ðkÞ
ðkÞ ðkÞ ðnÞ ðnÞ ðkÞ ðnÞ
Y k ðxÞ ¼ c sv C gk v þ bs;0 C gk þsv þ bnnk þs;0 snv C sþv
v¼0 s¼1 s¼1 v¼ngk
!
Xk
ng Xk
ng X
gk X
nk X
ns
þ cðkÞ bðkÞ ðkÞ ðnÞ
s;i sv C gk þsv þ bðkÞ ðkÞ ðnÞ
nnk þs;i snv C sþv x
i

i¼1 s¼i v¼0 s¼1 v¼ngk

!
X
n X
gk X
ns
þc ðkÞ
bðkÞ ðkÞ ðnÞ
nnk þs;i snv C sþv xi
i¼ngk þ1 s¼iþgk n v¼ngk
gX
!
k 1 X
i
ðnÞ
X
gk
ðkÞ
min fX
iþ1;ngk g X
j X
gk
ðkÞ ðkÞ ðnÞ ðkÞ
þ sðkÞ
v C iv þ sðkÞ ðnÞ
v C gk v ai;0 þ ai;s bðkÞ
j;s sv C gk þjv Qi ðxÞ
i¼0 v¼0 v¼0 j¼1 s¼0 v¼0
!
X
min fng k 2;gk 1g Xk X
ng iþ1 X
gk
ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ ðkÞ
j;s sv C gk þjv Qi ðxÞ
i¼0 j¼iþ2 s¼0 v¼0
!
X
min fngk 1;gk 1g X
nk X
iþ1 X
nj
ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv Qi ðxÞ
i¼0 j¼1 s¼0 v¼ngk
!
X
gk 1 X
nk X
iþ1 X
nj
ðkÞ ðnÞ
iþnX X
k nþ1 nnk þj X
nj
ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv Qi ðxÞ:
i¼ngk j¼iþgk nþ2 s¼0 v¼ngk j¼1 s¼0 v¼ngk

Two possibilities exist: either gk  1 6 n  gk  2 or gk  1 > n  gk  2.

• If gk  1 6 n  gk  2:
" g !
X k Xk ðkÞ
ng X
nk X
ns
ðkÞ
ðkÞ ðkÞ ðnÞ ðnÞ ðnÞ
Y k ðxÞ ¼ c sv C gk v þ bs;0 C gk þsv þ bnnk þs;0 sðkÞ
nv C sþv
v¼0 s¼1 s¼1 v¼ngk
!
Xk
ng Xk
ng X
gk X
nk X
ns
þ bðkÞ ðkÞ ðnÞ
s;i sv C gk þsv þ bðkÞ ðkÞ ðnÞ
nnk þs;i snv C sþv xi
i¼1 s¼i v¼0 s¼1 v¼ngk
! #
X
n X
gk X
ns
þ bðkÞ ðkÞ ðnÞ
nnk þs;i snv C sþv xi
i¼ngk þ1 s¼iþgk n v¼ngk
gX
k 1 X
i X
gk iþ1 X
X j X
gk
ðnÞ ðkÞ ðkÞ ðnÞ
þ sðkÞ
v C iv þ sðkÞ ðnÞ
v C gk v ai;0 þ ai;s bðkÞ ðkÞ
j;s sv C gk þjv
i¼0 v¼0 v¼0 j¼1 s¼0 v¼0
!
Xk
ng X
iþ1 X
gk
ðkÞ
nk X
X iþ1 X
nj
ðkÞ ðnÞ ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ
j;s sv C gk þjv þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv Qi ðxÞ
j¼iþ2 s¼0 v¼0 j¼1 s¼0 v¼ngk
 L.F. Cordero, R. Escalante / Applied Mathematics and Computation 190 (2007) 866–881 881

• If gk  1 > n  gk  2 :
" g !
X k Xk ðkÞ
ng X
nk X
ns
ðkÞ
Y k ðxÞ ¼ cðkÞ sðkÞ
v C gðnÞ
k v þ b s;0 C ðnÞ
gk þsv þ bnnk þs;0 sðkÞ ðnÞ
nv C sþv
v¼0 s¼1 s¼1 v¼ngk
!
X
ngk Xk X
ng gk X
nk X
ns
þ bðkÞ ðkÞ ðnÞ
s;i sv C gk þsv þ bðkÞ ðkÞ ðnÞ
nnk þs;i snv C sþv x
i

i¼1 s¼i v¼0 s¼1 v¼ngk

! #
X
n Xgk X
ns
þ bðkÞ ðkÞ ðnÞ
nnk þs;i snv C sþv xi
i¼ngk þ1 s¼iþgk n v¼ngk

X
ngk 2 X
i
ðnÞ
X
gk
ðkÞ
iþ1 X
X j X
gk
ðkÞ ðnÞ
þ sðkÞ
v C iv þ sðkÞ ðnÞ
v C gk v ai;0 þ ai;s bðkÞ ðkÞ
j;s sv C gk þjv
i¼0 v¼0 v¼0 j¼1 s¼0 v¼0
!
Xk
ng X
iþ1 X
gk
ðkÞ
nk X
X iþ1 X
nj
ðkÞ ðnÞ ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ
j;s sv C gk þjv þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv Qi ðxÞ
j¼iþ2 s¼0 v¼0 j¼1 s¼0 v¼ngk
X
ngk 1
ðnÞ
X
gk
ðkÞ
Xk
ng X
j X
gk
ðkÞ ðnÞ
þ sðkÞ
v C ngk 1v þ sðkÞ ðnÞ
v C gk v angk 1;0 þ angk 1;s bðkÞ ðkÞ
j;s sv C gk þjv
v¼0 v¼0 j¼1 s¼0 v¼0
!
X Xk X
nk ng nj
ðkÞ ðnÞ ðkÞ
þ angk 1;s bðkÞ ðkÞ
nnk þj;s snv C jþv Qngk 1 ðxÞ
j¼1 s¼0 v¼ngk
X
gk 1 X
i
ðnÞ
X
gk
ðkÞ
Xk
ng X
j X
gk
ðkÞ ðnÞ
þ sðkÞ
v C iv þ sðkÞ ðnÞ
v C gk v ai;0 þ ai;s bðkÞ ðkÞ
j;s sv C gk þjv
i¼ngk v¼0 v¼0 j¼1 s¼0 v¼0
!
X
nk X
iþ1 X
nj
ðkÞ ðnÞ
iþnX X
k nþ1 nnk þj X
nj
ðkÞ ðnÞ ðkÞ
þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv þ ai;s bðkÞ ðkÞ
nnk þj;s snv C jþv Qi ðxÞ
j¼iþgk nþ2 s¼0 v¼ngk j¼1 s¼0 v¼ngk

Finally, in each one of these two last expressions for Y k ðxÞ, we equal to zero the coefficients of the gk undefined
canonical polynomials. Next, after we adjust some terms, we obtain (15) and the required corresponding linear
systems of equations. h

References

[1] Y. Kuang, A. Feldstein, Boundedness of solutions of a nonlinear nonautonomous neutral delay equation, J. Math. Anal. Appl. 156
(1991) 293–304.
[2] C.A. Paul, A test set of functional differential equations, Numerical Analysis Report 243, Mathematics Department, University of
Manchester, 1994.
[3] H.G. Khajah, Tau method treatment of a delayed negative feedback equation, Comput. Math. Appl. 49 (2005) 1767–1772.
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(2006), doi:10.1016/j.amc.2006.08.085.
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[7] C. Lanczos, Applied Analysis, Pretince-Hall, Englewood Cliffs, NJ, 1956.
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[11] O. Diekmann, S. van Gil, S.V. Lunel, H.O. Walther, Delay Equations, Springer, New York, 1995.
[12] C. Lanzos, Legendre versus Chebyshev polynomials, in: J.J.H. Miller (Ed.), Studies in Numerical Analysis, Academic Press, London,
1973, pp. 191–201.
[13] L. Shampine, S. Thompson, Solving DDEs in MATLAB, Appl. Numer. Math. 37 (2001) 441–458.