I have a general question about delay differential equations. I know that even simple ones hardly have analytic solutions and mine clearly doesn't have any as it is a system of non-linear delay differential equations. I am looking for ways of solving them numerically. I know a few algorithms to solve ODEs numerically. Using a basic algorithm (say Euler's method), the equation is : $$f_{n+1} = f_n + hf'_n$$ where $h$ is the step size. For DDE, is it possible to use $f_{n-a}$ instead of $f_n$ for some $a$ corresponding to the delay? How does it work for more complicated methods such as the Runge-Kutta family or the PECE methods? If it works, has there been any study on the stability of the solvers?