Delay Differential Equations

Delay differential equation initial value problem solvers

Delay differential equations contain terms whose value depends on the solution at prior times. The time delays can be constant, time-dependent, or state-dependent, and the choice of the solver function (dde23, ddesd, or ddensd) depends on the type of delays in the equation. Typically the time delay relates the current value of the derivative to the value of the solution at some prior time, but in the case of a neutral equation it can depend on the value of the derivative at prior times. Since the equations depend on the solution at prior times, it is necessary to provide a history function that conveys the value of the solution before the initial time t0. For more information, see Delay Differential Equations.

Functions

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dde23Solve delay differential equations (DDEs) with constant delays
ddesdSolve delay differential equations (DDEs) with general delays
ddensdSolve delay differential equations (DDEs) of neutral type
ddegetExtract properties from delay differential equations options structure
ddesetCreate or alter delay differential equations options structure
devalEvaluate differential equation solution structure

Topics

Delay Differential Equations

Background information, solver capabilities and algorithms, and example summary.

DDE with Constant Delays

This example shows how to use dde23 to solve a system of DDEs (delay differential equations) with constant delays.

DDE with State-Dependent Delays

This example shows how to use ddesd to solve a system of DDEs (delay differential equations) with state-dependent delays.

Cardiovascular Model DDE with Discontinuities

This example shows how to use dde23 to solve a cardiovascular model that has a discontinuous derivative.

DDE of Neutral Type

This example shows how to use ddensd to solve a neutral DDE (delay differential equation), where delays appear in derivative terms.

Initial Value DDE of Neutral Type

This example shows how to use ddensd to solve a system of initial value DDEs (delay differential equations) with time-dependent delays.