DDE Types
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
Constructors
ConstantLagDDEProblem(f,h,u0,lags,tspan)
DDEProblem(f,h,u0,lags,tspan)Fields
f: The function in the ODE.h: The history function for the ODE beforet0.lags: An array of lags. For constant lag problems this should be numbers. For state-dependent delay problems this is a tuple of functions.tspan: The timespan for the problem.