A Spectral Method for Pantograph-Type Delay Differential Equations and Its Convergence Analysis

Abstract

We propose a novel numerical approach for delay differential equations with vanishing proportional delays based on spectral methods. A Legendre-collocation method is employed to obtain highly accurate numerical approximations to the exact solution. It is proved theoretically and demonstrated numerically that the proposed method converges exponentially provided that the data in the given pantograph delay differential equation are smooth.