Delay differential equations (DDEs) are ordinary differential equations that relate the solution at the current time to the solution at past times. This delay can be constant, timedependent, statedependent, or derivativedependent. In order for the integration to begin, you generally must provide a solution history so that the solution is accessible to the solver for times before the initial integration point.
A system of differential equations with constant delays has the form:
$${y}^{\prime}\left(t\right)=f\left(t,y\left(t\right),y\left(t{\tau}_{1}\right),\dots ,y\left(t{\tau}_{k}\right)\right).$$
Here, t is the independent variable, y is a column vector of dependent variables, and y ′ represents the first derivative of y with respect to t. The delays, τ_{1},…,τ_{k}, are positive constants.
The dde23
function solves DDEs with constant
delays with history y(t) =
S(t) for t
<t_{0}.
The solutions of DDEs are generally continuous, but they have discontinuities in their
derivatives. The dde23
function tracks discontinuities in loworder
derivatives. It integrates the differential equations with the same explicit RungeKutta
(2,3) pair and interpolant used by ode23
. The RungeKutta formulas are
implicit for step sizes bigger than the delays. When
y(t) is smooth enough to justify steps this big, the
implicit formulas are evaluated by a predictorcorrector iteration.
Constant time delays are a special case of the more general DDE form:
$${y}^{\prime}\left(t\right)=f\left(t,y\left(t\right),y\left(d{y}_{1}\right),\mathrm{...},y\left(d{y}_{p}\right)\right).$$
Timedependent and statedependent DDEs involve delays dy_{1},..., dy_{k} that can depend on both time t and state y. The delays dy_{j}(t, y) must satisfy dy_{j}(t, y) ≤ t on the interval [t_{0}, t_{f}] with t_{0} < t_{f}.
The ddesd
function finds the solution,
y(t), for timedependent and statedependent DDEs
with history y(t) =
S(t) for t <
t_{0}. The ddesd
function
integrates with the classic fourstage, fourthorder explicit RungeKutta method, and it
controls the size of the residual of a natural interpolant. It uses iteration to take steps
that are longer than the delays.
Delay differential equations of neutral type involve delays in y ′ as well as y:
$${y}^{\prime}\left(t\right)=f\left(t,y\left(t\right),y\left(d{y}_{1}\right),\mathrm{...},y\left(d{y}_{p}\right),{y}^{\prime}\left(dy{p}_{1}\right),\mathrm{...},{y}^{\prime}\left(dy{p}_{q}\right)\right).$$
The delays in the solution must satisfy dy_{i}(t,y) ≤ t. The delays in the first derivative must satisfy dyp_{j}(t,y) < t so that y ′ does not appear on both sides of the equation.
The ddensd
function solves DDEs of neutral type
by approximating them with DDEs of the form given for timedependent and statedependent
delays:
$${y}^{\prime}\left(t\right)=f\left(t,y\left(t\right),y\left(d{y}_{1}\right),\mathrm{...},y\left(d{y}_{p}\right)\right).$$
For more information, see Shampine [1].
Use the deval
function and the output from any of the
DDE solvers to evaluate the solution at specific points in the interval of integration. For
example, y = deval(sol, 0.5*(sol.x(1) + sol.x(end)))
evaluates the
solution at the midpoint of the interval of integration.
When you solve a DDE, you approximate the solution on an interval [t_{0},t_{f}] with t_{0} < t_{f}. The DDEs show how y ′(t) depends on values of the solution (and possibly its derivative) at times prior to t. For example, with constant delays y ′(t_{0}) depends on y(t_{0} – τ_{1}),…,y(t_{0} – τ_{k}) for positive constants τ_{j}. Because of this, a solution on [t_{0}, t_{k}] depends on values it has at t ≤ t_{0}. You must define these values with a history function, y(t) = S(t) for t <t_{0}.
If your problem has discontinuities, it is best to communicate them to the solver using
an options structure. To do this, use the ddeset
function to create an options
structure containing
the discontinuities in your problem.
There are three properties in the options
structure that you can use
to specify discontinuities; InitialY
, Jumps
, and
Events
. The property you choose depends on the location and nature of
the discontinuities.
Nature of Discontinuity  Property  Comments 

At the initial value t = t_{0} 
 Generally the initial value
y(t_{0}) is the value
S(t_{0}) returned by
the history function, meaning the solution is continuous at the initial point. If
this is not the case, supply a different initial value using the

In the history, i.e., the solution at t <t_{0}, or in the equation coefficients for t >t_{0} 
 Provide the known locations t of the discontinuities
in a vector as the value of the 
Statedependent 


Generally, the first derivative of the solution has a jump at the initial point. This is because the first derivative of the history function, S(t), generally does not satisfy the DDE at this point. A discontinuity in any derivative of y(t) propagates into the future at spacings of τ_{1},…, τ_{k} when the delays are constant. If the delays are not constant, the propagation of discontinuities is more complicated. For neutral DDEs of the forms in Constant Delay DDEs and TimeDependent and StateDependent DDEs, the discontinuity appears in the next higher order derivative each time it is propagated. In this sense, the solution gets smoother as the integration proceeds. Solutions of neutral DDEs of the form given in DDEs of Neutral Type are qualitatively different. The discontinuity in the solution does not propagate to a derivative of higher order. In particular, the typical jump in y ′(t) at t_{0} propagates as jumps in y ′(t) throughout [t_{0}, t_{f}].
Several available example files serve as excellent starting points for most common DDE problems. To easily explore and run examples, simply use the Differential Equations Examples app. To run this app, type
odeexamples
edit exampleFileName.m
exampleFileName
This table contains a list of the available DDE example files, as well as the solvers and the options they use.
Example File  Solver Used  Options Specified  Description  Example Link 


 —  DDE with constant history  


 DDE with a discontinuity  

 —  DDE with statedependent delays  

 —  Neutral DDE with two delays  

 —  Neutral DDE with initial value 
[1] Shampine, L.F. “Dissipative Approximations to Neutral DDEs.” Applied Mathematics & Computation, Vol. 203, 2008, pp. 641–648.
dde23
 ddensd
 ddesd
 ddeset