DDE Problems

DDE Problems

Mathematical Specification of a DDE Problem

To define a DDE Problem, you simply need to give the function $f$ and the initial condition $u0$ which define an ODE:

\[du = f(t,u,h)\]

f should be specified as f(t,u,h) (or in-place as f(t,u,h,du)). h is the history function which is accessed for all delayed values. For example, the ith component delayed by a time tau is denoted by h(t-tau). Note that we are not limited to numbers or vectors for u0; one is allowed to provide u0 as arbitrary matrices / higher dimension tensors as well.

Problem Type