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, time-dependent, state-dependent, or derivative-dependent. 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:
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, τ1,…,τk, are positive constants.
dde23 function solves DDEs with constant
delays with history y(t) =
S(t) for t
The solutions of DDEs are generally continuous, but they have discontinuities in their
dde23 function tracks discontinuities in low-order
derivatives. It integrates the differential equations with the same explicit Runge-Kutta
(2,3) pair and interpolant used by
ode23. The Runge-Kutta 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 predictor-corrector iteration.
Constant time delays are a special case of the more general DDE form:
Time-dependent and state-dependent DDEs involve delays dy1,..., dyk that can depend on both time t and state y. The delays dyj(t, y) must satisfy dyj(t, y) ≤ t on the interval [t0, tf] with t0 < tf.
ddesd function finds the solution,
y(t), for time-dependent and state-dependent DDEs
with history y(t) =
S(t) for t <
integrates with the classic four-stage, fourth-order explicit Runge-Kutta 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:
The delays in the solution must satisfy dyi(t,y) ≤ t. The delays in the first derivative must satisfy dypj(t,y) < t so that y ′ does not appear on both sides of the equation.
ddensd function solves DDEs of neutral type
by approximating them with DDEs of the form given for time-dependent and state-dependent
For more information, see Shampine .
deval function and the output from any of the
DDE solvers to evaluate the solution at specific points in the interval of integration. For
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 [t0,tf] with t0 < tf. 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 ′(t0) depends on y(t0 – τ1),…,y(t0 – τk) for positive constants τj. Because of this, a solution on [t0, tk] depends on values it has at t ≤ t0. You must define these values with a history function, y(t) = S(t) for t <t0.
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;
Events. The property you choose depends on the location and nature of
Nature of Discontinuity
At the initial value t = t0
Generally the initial value
y(t0) is the value
S(t0) 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 <t0, or in the equation coefficients for t >t0
Provide the known locations t of the discontinuities
in a vector as the value of the
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 τ1,…, τk 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 Time-Dependent and State-Dependent 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 t0 propagates as jumps in y ′(t) throughout [t0, tf].
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
This table contains a list of the available DDE example files, as well as the solvers and the options they use.
|Solver Used||Options Specified|
DDE with constant history
DDE with a discontinuity
DDE with state-dependent delays
Neutral DDE with two delays
Neutral DDE with initial value
 Shampine, L.F. “Dissipative Approximations to Neutral DDEs.” Applied Mathematics & Computation, Vol. 203, 2008, pp. 641–648.