DDE Problems

DDE Problems

Mathematical Specification of a DDE Problem

To define a DDE Problem, you simply need to give the function $f$, the initial condition $u_0$ at time point $t_0$, and the history function $h$ which together define a DDE:

\begin{align} \frac{du}{dt} &= f(u,h,p,t) \qquad & (t \geq t_0), \\ u(t_0) &= u_0, \\ u(t) &= h(t) \qquad &(t < t_0). \end{align}

$f$ should be specified as f(u, h, p, t) (or in-place as f(du, u, h, p, t)), $u_0$ should be an AbstractArray (or number) whose geometry matches the desired geometry of u, and $h$ should be specified as described below. The history function h is accessed for all delayed values. Note that we are not limited to numbers or vectors for $u_0$; one is allowed to provide $u_0$ as arbitrary matrices / higher dimension tensors as well.

Functional Forms of the History Function

The history function h can be called in the following ways:

• h(p, t): out-of-place calculation
• h(out, p, t): in-place calculation
• h(p, t, deriv::Type{Val{i}}): out-of-place calculation of the ith derivative
• h(out, p, t, deriv::Type{Val{i}}): in-place calculation of the ith derivative
• h(args...; idxs): calculation of h(args...) for indices idxs

Note that a dispatch for the supplied history function of matching form is required for whichever function forms are used in the user derivative function f.

Declaring Lags

Lags are declared separately from their use. One can use any lag by simply using the interpolant of h at that point. However, one should use caution in order to achieve the best accuracy. When lags are declared, the solvers can more efficiently be more accurate and thus this is recommended.

Problem Type

Constructors

DDEProblem(f::DDEFunction, u0, h, tspan, p=nothing;
constant_lags=[],
dependent_lags=[],
callback=nothing)
DDEProblem{isinplace}(f, u0, h, tspan, p=nothing;
constant_lags=[],
dependent_lags=[],
callback=nothing)

Parameter isinplace optionally sets whether the function is inplace or not. This is determined automatically, but not inferred. For specifying Jacobians and mass matrices, see the DiffEqFunctions page.

Fields

• f: The function in the DDE.
• u0: The initial condition.
• h: The history function for the DDE before t0.
• p: The parameters with which function f is called.
• tspan: The timespan for the problem.
• constant_lags: An array of constant lags. These should be numbers corresponding to times that are used in the history function h.
• dependent_lags A tuple of functions (u, p, t) -> lag for the state-dependent lags used by the history function h.
• callback: A callback to be applied to every solver which uses the problem. Defaults to nothing.