faculty of mathematics

and natural sciences

Delay Differential
Equations

Bachelor Project Mathematics

June 2016

Student: C.R. Terpstra

First supervisor: Dr. A.E. Sterk

Second supervisor: Prof.dr. A.J. van der Schaft

 Abstract

This thesis introduces the concept of differential equations with delay, the so-
called delay differential equations (DDEs). These differential equations depend
on past history, and are therefore used in many models because they are more
realistic than models independent of past history.
In this thesis, simple cases and linear systems of DDEs with a single delay
will be discussed. We will look at proofs of existence and uniqueness, numerical
and analytic solutions, and the stability of the steady-state solutions. This
thesis ends with a discussion of the delayed logistic equation.

i
Contents

1 Introduction 1

2 Simple Cases 2
2.1 Simplest DDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2.1.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2.1.2 Existence and Uniqueness . . . . . . . . . . . . . . . . . . 4
2.1.3 General Equation . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Scalar DDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2.1 General Equation . . . . . . . . . . . . . . . . . . . . . . . 8
2.2.2 Existence and Uniqueness . . . . . . . . . . . . . . . . . . 9

3 Linear Systems 10
3.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.2 Linear DDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3.2.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3.2.2 General Equation . . . . . . . . . . . . . . . . . . . . . . . 13
3.3 General Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

4 Application 16
4.1 Delayed Logistic Equation . . . . . . . . . . . . . . . . . . . . . . 16

A Matlab Codes 19
A.1 Chapter 2: Simple Cases . . . . . . . . . . . . . . . . . . . . . . . 19
A.2 Chapter 4: Application . . . . . . . . . . . . . . . . . . . . . . . . 20

Bibliography 22

ii
Chapter 1

Introduction

Systems of ordinary or partial differential equations are independent of previous

states or rates. Systems of differential equations that are dependent on previous
states are called systems of delay differential equations (DDEs). In this thesis,
these differential equations, also referred to as retarded functional differential
equations (RFDEs), will be analyzed.

Models including delay differential equations exist, among other things, in bi-
ology, economics, and mechanics. An example of a DDE in the biology field
is the Mackey-Glass equation for the density of certain blood cells. The delay
in this differential equation is given by the time between initiation of cellular
production in the bone marrow and release of mature cells into the blood.

Delay differential equations were introduced to create more realistic models since
many processes depend on past history. A limitation of DDEs is that they only
depend on past states and not past rates. Differential equations dependent on
past rates are the so-called neutral delay differential equations (NDDEs), but
these differential equations will not be discussed in this thesis. Furthermore,
DDEs dependent on multiple past states will also not be discussed in this thesis.

In the next chapter, Chapter 2, simple cases of DDEs will be analyzed. In

Chapter 3, linear systems with delay will be discussed. For these systems and the
simple cases, we will look at analytic and numerical solutions. Furthermore, we
will discuss the stability of the steady-state solutions. For the simple cases, we
will also look at proofs of existence and uniqueness of solutions. This thesis ends
with a discussion of an application: the delayed logistic equation, in Chapter 4.

1
Chapter 2

Simple Cases

2.1 Simplest DDE

2.1.1 Example
The simplest example of a DDE is given by

x0 (t) = −x(t − τ ) for t ≥ 0, (2.1)

where τ > 0 is called the delay. Suppose the initial condition for (2.1) is given
by
x(t) = 1 for t ∈ [−τ, 0]. (2.2)
Following the procedure called the method of steps described in [5, p.13-14], the
solution x(t) for t ∈ [(n−1)τ, nτ ], n ∈ N, can be determined in the following way.

For t ∈ [0, τ ], it follows that t − τ ∈ [−τ, 0]. Therefore,

x0 (t) = −x(t − τ ) = −1.

From this, we can conclude that

Z t
x(t) = x(0) + (−1) ds = 1 − t, t ∈ [0, τ ]. (2.3)
0

Similarly, we can show that

x0 (t) = −x(t − τ ) = −[1 − (t − τ )], t ∈ [τ, 2τ ].

Therefore,
Z t
x(t) = x(τ ) + −[1 − (s − τ )] ds
τ
1
= 1 − τ + [−s + (s − τ )2 ]s=t
s=τ
2
1
= 1 − t + (t − τ )2 , t ∈ [τ, 2τ ]. (2.4)
2

2
By induction, it can be proven that
n
X [t − (k − 1)τ ]k
x(t) = 1 + (−1)k , t ∈ [(n − 1)τ, nτ ], n ∈ N. (2.5)
k!
k=1

The solution x(t) is unique. This will be proven in the next section.

Let f (a−) and f (a+) denote lims→a− f (s) and lims→a+ f (s) for a function
f and constant a, respectively. From the method of steps done above, it can
immediately be seen that x0 (0−) = 0 and x0 (0+) = −1. Therefore, x is not
differentiable at t = 0. In fact, x(n−1) is not differentiable at t = (n − 1)τ for
all n ∈ N, since x(n) ((n − 1)τ −) = 0 and x(n) ((n − 1)τ +) = (−1)n .

Numerical Solution Analytic Solution

τ = 0.5 τ =1

1 1

0.5
x(t)

x(t)

0.5
0

0 -0.5

0 1 2 3 4 0 2 4 6 8 10 12 14
t t

τ = 1.5 τ =2
4
1

0.5 2
x(t)

x(t)

0
0
-0.5
-2
-1

0 5 10 15 20 0 2 4 6 8 10 12 14 16
t t

Figure 2.1: Numerical and analytic solutions of (2.1) with initial condition (2.2)
for different values of τ .

See Figure 2.1 for plots of numerical and analytic solutions of the initial
value problem (2.1), (2.2), for some values of τ . The analytic solution in this
figure is given by (2.5). The Matlab codes used for computing the plots in this
chapter can be found in Appendix A.1.
Using the package DDE23 in Matlab, plots can be made with on the hor-
izontal axis the time t and on the vertical axis the (numerical) solution x(t)
for different values of τ . Comparing both solutions, we can conclude that the
numerical solution approximates the analytic solution quite well. Furthermore,
the accuracy increases as t increases.
From Figure 2.1, we can also conclude that the solution x(t) for τ = 0.5 is
starting to oscillate. The solutions oscillate around the steady-state solution of
(2.1) given by x ≡ 0. Also, the oscillations increase as τ increases. According
to the plots in this figure, at least until τ = 1.5, x = 0 is stable. When τ = 2,

3
x = 0 is no longer a stable solution. Later in this chapter, it will be proven that
x(t) oscillates for values of τ > 1/e ≈ 0.37, and x = 0 is stable when τ < π/2
and unstable when τ > π/2 ≈ 1.57.

2.1.2 Existence and Uniqueness

Let τ ≥ 0 be a constant in J = [ξ, ξ + a], where ξ ≥ 0, and a > 0. The equation
x0 (t) = f (t, x(t − τ )) for t ∈ J (2.6)
is called a delay differential equation, where τ > 0 is called the delay. An initial
condition for (2.6) is given by
x(t) = φ(t) for t ∈ J− = [ξ − τ, ξ], (2.7)
where φ is a given continuous function.

Theorem 2.1. We consider the initial value problem (2.6), (2.7), where f is
continuous in the strip S = J × R, φ is continuous in J− , and τ > 0 is a
constant in J. Then, there exists exactly one solution.
The proof of this theorem is based on the proof of Theorem 7.V. in [6], and
the method of steps used in the previous section.
Proof. Let
x0n (t) = f (t, xn (t − τ )) for t ∈ [ξ + (n − 1)τ, ξ + nτ ],
where n ∈ N.

For t ∈ [ξ, ξ + τ ], it follows that t − τ ∈ [ξ − τ, ξ]. Therefore,

x01 (t) = f (t, x1 (t − τ )) = f (t, φ(t − τ )), and
x1 (ξ) = φ(ξ).
From this, we can conclude that
Z t
x1 (t) = x1 (ξ) + f (s, x1 (s − τ )) ds
ξ
Z t
= φ(ξ) + f (s, φ(s − τ )) ds. (2.8)
ξ

Hence, x1 is uniquely defined for t ∈ [ξ, ξ + τ ]. Similarly, we can show that

x02 (t) = f (t, x2 (t − τ )) = f (t, x1 (t − τ )), t ∈ [ξ + τ, ξ + 2τ ], and
x2 (ξ + τ ) = x1 (ξ + τ ).
Therefore,
Z t
x2 (t) = x2 (ξ + τ ) + f (s, x2 (s − τ )) ds
ξ+τ
Z t
= x1 (ξ + τ ) + f (s, x1 (s − τ )) ds. (2.9)
ξ+τ

4
So x2 is uniquely defined for t ∈ [ξ + τ, ξ + 2τ ]. We can conclude that xn
is defined by xn−1 for all n ∈ N. Therefore, xn is uniquely defined for t ∈
[ξ + (n − 1)τ, ξ + nτ ], n ∈ N. From this, we can conclude that x, defined by


 φ(t) for t ∈ J− = [ξ − τ, ξ],

x(t) = Z t (2.10)
φ(ξ) + f (s, x(s − τ )) ds for t ∈ J = [ξ, ξ + a],


ξ

is well-defined for all values t ∈ J− ∪ J = [ξ − τ, ξ + a]. Furthermore, x(t) is a

solution of the initial value problem (2.6), (2.7). From the definition of x(t), we
can conclude that x(t) is the only solution. 

2.1.3 General Equation

The general equation of the simplest DDE is given by
x0 (t) = −αx(t − τ ), (2.11)
where α is a constant, and τ > 0 is the delay. The case α > 0 corresponds to
negative feedback, and the case α < 0 corresponds to positive feedback.
By scaling this DDE, the number of parameters can be reduced, which makes
solving easier. We will determine a DDE with U (µ) = x(t), where the delay is
the constant 1. For the scaling, we set µ := ηt, η > 0. Then,
dU dx
= = −αη −1 x(t − τ ) = −αη −1 U (ηt − ητ ) = −αη −1 U (µ − ητ ).
dµ η dt
If we set η := 1/τ and β := ατ , then
dU
= −βU (µ − 1). (2.12)
dµ
We introduce the following linear operator, defined on the differentiable func-
tions:
dU
L(U ) = + βU (µ − 1).
dµ
We seek (complex) values of λ such that U (µ) = eλµ is a solution of (2.12).
Filling this expression in for L(U ), we get
L(eλµ ) = λeλµ + βeλ(µ−1) = eλµ [λ + βe−λ ]. (2.13)
We want to solve the characteristic equation
h(λ) ≡ λ + βe−λ = 0. (2.14)
Then, L(eλµ ) is the zero function, hence U (µ) = eλµ is a solution of (2.12).
To solve (2.14), we set λ := x + iy. Considering real and imaginary parts,
we get the system
x = −βe−x cos(y)
(2.15)
y = βe−x sin(y).
We call λ ∈ C a root of (2.12) of order l, where l ≥ 1, if
h(λ) = h0 (λ) = h00 (λ) = · · · = h(l−1) (λ) = 0, h(l) (λ) 6= 0.

5
Lemma 2.1. µj eλµ , j = 0, 1, . . . , k are solutions of (2.12) if and only if λ is a
root of order at least k + 1 of h.

The proof of this lemma is taken from [5, p.17].

Proof. Differentiating (2.13) k times with respect to λ and using that this kth-
derivative commutes with L we find, by Leibniz’ rule for the derivative of a
product, that
k
∂ k λµ X
L(µk eλµ ) = ( ) [e h(λ)] = eλµ [ Cjk h(j) (λ)µk−j ]
∂λ j=0

where Cjk = k!/j!(k − j)! are the binomial coefficients. The result follows im-
mediately from this observation. 
As h is an analytic function of the complex variable λ it has the following
elementary properties. See Appendix A in [5].

(A) The set of roots can have no accumulation point in C; therefore, for each
R > 0, the set of roots satisfying |λ| ≤ R is finite. It follows that the set of
roots is a countable (possible finite) set.
(B) If the set of roots is infinite, denoted by {λn }∞
n=1 , then |λn | → ∞. Because
|β|e−<(λn ) = |λn |, it follows that <(λn ) → −∞. Consequently, for each
a ∈ R, <(λ) ≥ a for at most finitely many roots.
(C) If λ is a root, then it is a root of finite order.
(D) If λ is a root, so is its conjugate λ̄.

Lemma 2.2. The following hold.

1. If β < 0, then there is exactly one real root and it is positive.
2. If 0 < β < 1/e, then there are exactly two real roots x1 < x2 , both negative.
x1 → −∞ and x2 → 0 as β → 0.
3. If β = 1/e, then there is a single real root of order two, namely λ = −1.
4. If β > 1/e, then there are no real roots.
Proof. For (1): h is an increasing function that crosses the x-axis, hence there
is exactly one real root. Because β < 0, it follows that λ = −βe−λ > 0.
For (2): h has a minimum below the x-axis, hence there are exactly two real
roots. Because β > 0, it follows that λ = −βe−λ < 0. The last assertion follows
from the following:

β = −λeλ → 0 if and only if λ→0 or λ → −∞.

For (3): h has a minimum on the x-axis, hence there is exactly one real root.
Filling β = 1/e in for h gives the root λ = −1. Furthermore, h0 (−1) = 0 and
h00 (−1) = 1, hence the order of λ = −1 is two.
For (4): h has a minimum above the x-axis. 
The next result summarizes important information concerning the roots in
the case β > 0.

6
Proposition 2.2. The following hold for (2.14).
1. If 0 < β < π/2, then there exists δ > 0 such that <(λ) ≤ −δ for all roots.
2. If β = π/2, then λ = ±iπ/2 are roots of order one.
3. If β > π/2, then there are roots λ = x ± iy with x > 0, y ∈ (π/2, π).
The proof of this proposition is taken from [5, p.18-20].

S∞x + iy with x ≥ 0 and y > 0 of (2.15),

Proof. Because β > 0, if there is a root
then cos(y) ≤ 0 < sin(y). So y ∈ S ≡ n=0 {[π/2, π) + 2nπ}. Furthermore,

sin(y) ex
=
y β
must hold. As
d sin(y) y cos(y) − sin(y)
= < 0, y∈S
dy y y2
and sin(y)/y = 2/π when y = π/2, we conclude that sin(y)/y ≤ 2/π for y ∈ S.
Therefore,
1 ex sin(y) 2
≤ = ≤ .
β β y π
So it follows that β ≥ π/2. Thus, if β < π/2, then <(λ) < 0 for every root λ.
This and the last assertion in (B) above proves (1).
The second assertion follows immediately from computation.
Let’s now turn to the final assertion (3). If we write our root as λ = reiθ ,
then (2.14) becomes

r[cos(θ − π) + i sin(θ − π)] = βe−x [cos(−y) + i sin(−y)].

Equivalently,
r = βe−x and θ − π = −y + 2kπ
for some integer k. Let’s search for a root in the first quadrant on the ray
through the origin making angle θ ∈ (0, π/2) with the positive x-axis. Then,
taking k = 0, y(θ) = π − θ > 0 and so x(θ) > 0 is determined by trigonometry
because tan(θ) = y/x.
We claim that:
x(θ) = (π − θ) cot(θ)
y(θ) = π − θ, 0 < θ < π/2
(2.16)
π − θ x(θ)
β(θ) = e
sin(θ)
is a one-parameter family of solutions of (2.14) satisfying x > 0 and π/2 < y < π.
Clearly, x(θ), y(θ), β(θ) depend continuously on θ ∈ (0, π/2). Also,

x(θ) → +∞, y(θ) → π, β(θ) → +∞, θ→0

and
x(θ) → 0, y(θ) → π/2, β(θ) → π/2, θ → π/2.
Inasmuch as β(θ) is strictly decreasing on (0, π/2) it follows that the range of β
is (π/2, ∞). 

7
 From Theorem 4.3 in [5], we can conclude that the stability of the steady-
state solution of a delay differential equation is determined in the same way
as for an ordinary differential equation. So the steady-state solution of (2.11)
given by x ≡ 0 is asymptotically stable if <(λ) < 0 for all roots λ of (2.14),
and this solution is unstable if there is a root λ with positive real part. Using
this result, the following corollary follows immediately from Proposition 2.2 and
Lemma 2.2.
Corollary 2.3. The following hold for (2.11).
1. If α < 0, then x = 0 is unstable.
2. If 0 < ατ < π/2, then x = 0 is asymptotically stable.
3. If ατ = π/2, then x = sin(πµ/2) and x = cos(πµ/2) are solutions.
4. If ατ > π/2, then x = 0 is unstable.
The next result summarizes important information concerning oscillations.
Theorem 2.4. For every real α and τ > 0, the following are equivalent.
1. Every solution of (2.11) is oscillatory.
2. ατ > 1/e.
Proof. For every real λ, U (µ) = eλµ is either a monotonic or constant function.
Therefore, x(t) = U (µ) is not oscillatory for real λ. So x(t) is oscillatory if and
only if λ is a complex (not real) root. By Lemma 2.2, λ is a complex (not real)
root if and only if β = ατ > 1/e. This proves the theorem. 

2.2 Scalar DDE

2.2.1 General Equation
The homogeneous equation of the scalar DDE is given by

x0 (t) = ax(t) + bx(t − τ ), (2.17)

where a, b are constants, and τ > 0 is the delay. The nonhomogeneous equation
will be discussed in the next chapter.
We seek a nontrivial solution of (2.17) of the form

x(t) = eλt c, c 6= 0,

where λ is complex and c is a constant.

The characteristic equation we want to solve is given by

h(λ) ≡ λ − a − be−λτ = 0. (2.18)

This expression can be simplified by multiplying the right-hand side by τ and

setting
z := λτ, α := aτ, β := bτ.
We get
h(z) ≡ z − α − βe−z = 0. (2.19)

8
 Solving this characteristic equation can be done in a similar way as the
characteristic equation for the simplest equation in the previous section.
We can conclude the following about the stability of the steady-state solution
given by x ≡ 0.
Theorem 2.5. The following hold for (2.17).
1. If a + b > 0, then x = 0 is unstable.
2. If a + b < 0 and b ≥ a, then x = 0 is asymptotically stable.
3. If a + b < 0 and b < a, then there exists τ ∗ > 0 such that x = 0 is asymptot-
ically stable for 0 < τ < τ ∗ and unstable for τ > τ ∗ .
The proof of this theorem can be found in [5, p.53-54].

2.2.2 Existence and Uniqueness

Let τ > 0 be a constant in J = [ξ, ξ + a], where ξ ≥ 0, and a > 0. Let’s consider
the delay differential equation

x0 (t) = f (t, x(t), x(t − τ )) for t ∈ J (2.20)

with a single delay τ > 0. Assume that f (t, x, y) and fx (t, x, y) are continuous
on R3 . An initial condition for (2.20) is given by

x(t) = φ(t) for t ∈ J− = [ξ − τ, ξ], (2.21)

where φ is a given continuous function on R.

Equation (2.20) can be solved by the method of steps as follows. For t ∈
[ξ, ξ + τ ], x(t) must satisfy the initial value problem for the ODE:

x01 (t) = f (t, x1 (t), φ(t − τ )),

x1 (ξ) = φ(ξ).

As g(t, x1 ) ≡ f (t, x1 , φ(t − τ )) and gx1 (t, x1 ) are continuous, a unique solution
of this ODE is guaranteed by standard existence results from ODE theory.
For t ∈ [ξ + τ, ξ + 2τ ], x(t) must satisfy the initial value problem for the
ODE:

x02 (t) = f (t, x2 (t), x1 (t − τ )),

x2 (ξ + τ ) = x1 (ξ + τ ).

Again, standard existence results for such problems guarantee the existence
of a unique solution. We may repeat this process to extend the solution to
[ξ + 2τ, ξ + 3τ ], and so on.
Following this procedure, a unique solution of the initial value problem
(2.20), (2.21) can be determined.

9
Chapter 3

Linear Systems

3.1 Preliminaries
A DDE with a single delay is of the form

x0 (t) = f (t, x(t), x(t − τ )) for t ≥ ξ, (3.1)

where f is a given continuous function, ξ ≥ 0 is a constant, and τ > 0 is the

delay. An initial condition for (3.1) is given by

x(t) = φ(t) for t ∈ [ξ − τ, ξ], (3.2)

where φ is a given continuous function.

We are interested in determining the state of the system (3.1), (3.2) at time
t ≥ ξ ≥ 0. The state of a system at time t ≥ 0 includes all information needed
to determine the state of the system at future times s ≥ t. Therefore, the state
of the system (3.1), (3.2) at time t ≥ ξ includes x(η) for all η ∈ [t − τ, t]. Hence,
we conclude that this state, which we denote by xt , is given by

xt (θ) := x(t + θ) for − τ ≤ θ ≤ 0. (3.3)

In this chapter, we will look at linear systems with delay. We will discuss
linear DDEs of the form

x0 (t) = L(xt ) for t ≥ ξ, (3.4)

where ξ ≥ 0 is a constant, xt is defined as (3.3), and L is the map C → Cn

where C = C([−τ, 0], Cn ). An initial condition for (3.4) is of the form

xξ = φ, (3.5)

where xξ is defined as (3.3), and φ is a given continuous function in C.

The map L is linear if it satisfies

L(aφ + bψ) = aL(φ) + bL(ψ), φ, ψ ∈ C, a, b ∈ C.

In the next section, an example of the following linear DDE will be discussed:

x0 (t) = Ax(t) + Bx(t − τ ), (3.6)

10
where A, B are n × n matrices, and τ > 0 is the delay. This equation can be
rewritten in the form of (3.4) by defining the map L as
L(y) = Ay(0) + By(−τ ),
because then, using (3.3),
L(xt ) = Axt (0) + Bxt (−τ ) = Ax(t) + Bx(t − τ ),
which is precisely (3.6).
We introduce the Laplace transform:
Z ∞
F (s) := e−st f (t) dt, (3.7)
0

where f (t) is a function on [0, ∞). The domain of F (s) consists of all the values
for which the integral in (3.7) exists. The Laplace transform of f is denoted by
both F and L{f }. We let f (t) be an exponentially bounded function of order
α; that is,
|f (t)| ≤ M eαt for all t ≥ T
for some positive constants M, T . Then, if f (t) is also piecewise continuous on
[0, ∞), then L{f }(s) exists for s > α.
The key property of the Laplace transform that we exploit is that the trans-
form of a convolution is the product of the transforms. If f (t) and g(t) are
piecewise continuous on [0, ∞), then their convolution, denoted by f ∗ g, is
defined by
Z t Z t
(f ∗ g)(t) := f (s)g(t − s) ds = f (t − s)g(s) ds. (3.8)
0 0

The Laplace transform satisfies

L{f ∗ g}(s) = F (s)G(s),
where F = L{f } and G = L{g}.

3.2 Linear DDE

3.2.1 Example
In this section, we will discuss the following homogeneous linear DDE:
x0 (t) = Ax(t) + Bx(t − τ ) for t ≥ 0, (3.9)
   
0 1 0 1
where A = ,B= , and τ > 0 is the delay. The initial condition
−2 3 1 0
for (3.9) is given by
 
1
φ(t) := x(t) = for t ∈ [−τ, 0]. (3.10)
1
We will start with determining the eigenvalues and the corresponding eigen-
vectors of matrix A. The characteristic equation is given by
h(λ) ≡ det(A − λI) = λ2 − 3λ + 2 = 0. (3.11)

11
Therefore, the eigenvalues of A are λ1 = 1 and λ2 = 2.
From    
−1 1 0
(A − λ1 I)v1 = v1 = ,
−2 2 0
 
1
it follows that an eigenvector corresponding to λ1 is given by v1 = . From
1
   
−2 1 0
(A − λ2 I)v2 = v2 = ,
−2 1 0
 
1
it follows that an eigenvector corresponding to λ2 is given by v2 = .
2
Therefore, we can conclude that the solution of

x0 (t) = Ax(t)

is given by    
1 1
xh (t) = c1 et + c2 e2t , (3.12)
1 2
where c1 , c2 are constants.
For t ∈ [0, τ ],

x0 (t) = Ax(t) + Bφ(t − τ )

    
0 1 0 1 1
= x(t) +
−2 3 1 0 1
   
0 1 1
= x(t) + . (3.13)
−2 3 1

A particular solution of (3.13) is of the form

 
d
xp (t) = 1 ,
d2

where d1 , d2 are constants.

Substituting xp (t) for x(t) in (3.13) gives
        
0 0 1 d1 1 d2 + 1
x0p (t) = = + = .
0 −2 3 d2 1 −d1 + 3d2 + 1

Therefore, d1 = −2 and d2 = −1. So the particular solution of (3.13) is given

by    
−2 2
xp (t) = =− . (3.14)
−1 1
Hence, the general solution of (3.13) is of the form
     
t 1 2t 1 2
x(t) = xh (t) + xp (t) = c1 e + c2 e − ,
1 2 1

where c1 , c2 are constants. Because x(0) = φ(0), it follows that

         
1 1 1 2 c1 + c2 − 2
x(0) = = c1 + c2 − = .
1 1 2 1 c1 + 2c2 − 1

12
Therefore, c1 = 4 and c2 = −1. So the general solution of (3.9), (3.10), for
t ∈ [0, τ ], is given by
     
1 1 2
x(t) = xh (t) + xp (t) = 4et − e2t − . (3.15)
1 2 1

In a similar way, general solutions of the initial value problem (3.9), (3.10)
defined on other intervals of the form [(n − 1)τ, nτ ], n ∈ N, can be determined.

3.2.2 General Equation

The general equation of the nonhomogeneous linear DDE is given by

x0 (t) = Ax(t) + Bx(t − τ ) + f (t) for t ≥ 0, (3.16)

where A, B are n × n matrices, τ > 0 is the delay, and f is a given continuous

function. The initial condition for (3.16) is of the form

x(t) = φ(t) for t ∈ [−τ, 0], (3.17)

where φ is a given continuous function.

Applying the Laplace transform to the left-hand side of (3.16), we obtain
Z ∞
0
L{x }(s) = e−st x0 (t) dt
0
Z ∞
−st t=∞
= [e x(t)]t=0 + s e−st x(t) dt
0
= sX(s) − φ(0).

Applying the Laplace transform to the right-hand side of (3.16), we obtain

Z ∞
sX(s) − φ(0) = e−st [Ax(t) + Bx(t − τ ) + f (t)] dt
0
Z ∞ Z ∞ Z ∞
=A e−st x(t) dt + B e−st x(t − τ ) dt + e−st f (t) dt
0 0 0
Z τ Z ∞ 
−st −st
= AX(s) + B e φ(t − τ ) dt + e x(t − τ ) dt + F (s)
Z0 τ τ
Z ∞ 
−st −s(t+τ )
= AX(s) + B e φ(t − τ ) dt + e x(t) dt + F (s)
Z0 τ 0

= AX(s) + B e−st φ(t − τ ) dt + e−sτ X(s) + F (s)
0
Z τ
−sτ
= [A + e B]X(s) + B e−st φ(t − τ ) dt + F (s)
0
= [A + e−sτ B]X(s) + BΦ(s) + F (s),

where Φ = L{φ(· − τ )}, and where we have extended φ to [−τ, ∞) by making

it zero for t > 0. This leads to

X(s) = K(s)[φ(0) + BΦ(s) + F (s)], (3.18)

13
where
K(s) = (sI − A − e−sτ B)−1
is a matrix-valued function.
In order to make use of the convolution result, we need to know the inverse
transform k of K. In view of the calculations above, we see that k is a solution
of (3.16), (3.17), with f = 0, for the initial data

I for θ = 0,
ξ(θ) = (3.19)
0 for θ ∈ [−τ, 0).

In spite of the discontinuity of ξ at zero, the method of steps readily estab-

lishes that the solution k exists for t ≥ 0. The matrix function k is called the
fundamental matrix solution of (3.16), (3.17).
Lemma 3.1. We may express the solution of the initial value problem (3.16),
(3.17) as
x(t) := x(t; φ, f ) = x(t; φ, 0) + x(t; 0, f ). (3.20)
Proof. For t ∈ [0, τ ], the following hold:

x0 (t; φ, f ) = Ax(t; φ, f ) + Bφ(t − τ ) + f (t);

x0 (t; φ, 0) = Ax(t; φ, 0) + Bφ(t − τ );
x0 (t; 0, f ) = Ax(t; 0, f ) + f (t).

So, for t ∈ [0, τ ],

x0 (t; φ, 0) + x0 (t; 0, f ) = A[x(t; φ, 0) + x(t; 0, f )] + Bφ(t − τ ) + f (t).

Hence,
x(t) := x(t; φ, f ) = x(t; φ, 0) + x(t; 0, f ) for t ∈ [0, τ ]. (3.21)
We can conclude from (3.21) that (3.20) holds for all t ≥ 0, by uniqueness of
the solutions x(t; φ, f ), x(t; φ, 0), and x(t; 0, f ) for all t ≥ 0. 

3.3 General Results

In this chapter, we are interested in solving the linear DDE:

x0 (t) = L(xt ), (3.4)

where L is the map C → Cn where C = C([−τ, 0], Cn ), and where xt is defined

as
xt (θ) := x(t + θ) for − τ ≤ θ ≤ 0. (3.3)
We seek a nontrivial solution of (3.4) of the form

x(t) = eλt v, v 6= 0,

where λ and the elements of the vector v are complex. We will use the notation
expλ , where expλ (θ) = eλθ . Then,

xt (θ) = x(t + θ) = eλ(t+θ) v = eλt eλθ v = eλt expλ (θ)v.

14
Therefore, xt = eλt (expλ )v.
Using that L is a linear map and that eλt ∈ C for all λ, t; for x(t) = eλt v to
be a solution of (3.4), we must have
x0 (t) = λeλt v = L(xt ) = L(eλt (expλ )v) = eλt L((expλ )v).
Dividing both sides of this equation by eλt , we get
λv = L((expλ )v).
n
LetP {e1 , e2 , . . . , en } be the standard basis for C . Then,P we can write
v = j v j e j . Using this notation, we get L((expλ )v) = j vj L((expλ )ej ),
by linearity of L and the fact that vj ∈ C for all j.
Define Lλ to be the n × n matrix
Lλ = (L((expλ )e1 ) | L((expλ )e2 ) | · · · | L((expλ )en )) = (Li ((expλ )ej )),
where Li (φ) is element i of L(φ). Then,
λv = L((expλ )v)
X
= vj L((expλ )ej )
j

= (L((expλ )e1 ) | L((expλ )e2 ) | · · · | L((expλ )en )) · (v1 v2 · · · vn )T

= Lλ v.
Therefore, x(t) = eλt v is a nontrivial solution of (3.4) if and only if λ is a
solution of the characteristic equation:
det(λI − Lλ ) = 0, (3.22)
and the vector v belongs to the null space of λI − Lλ .
Let’s return to the DDE discussed before:
x0 (t) = Ax(t) + Bx(t − τ ), (3.6)
where A, B are n × n matrices, and τ > 0 is the delay. Rewriting this DDE in
the form of (3.4), see Section 3.1, the map L is defined as
L(y) = Ay(0) + By(−τ ).
For this DDE, the n × n matrix Lλ is given by
Lλ = (Li ((expλ )ej ))
= ((A expλ (0)ej + B expλ (−τ )ej )i )
= ((Aej + e−λτ Bej )i )
= (Ae1 + e−λτ Be1 | Ae2 + e−λτ Be2 | · · · | Aen + e−λτ Ben )
= (A + e−λτ B) (e1 e2 · · · en )
= (A + e−λτ B)I
= A + e−λτ B.
Therefore, the characteristic equation is given by
det(λI − Lλ ) = det(λI − A − e−λτ B) = 0. (3.23)
Solving (3.23) for λ and determining the vector v from the null space of λI −
A − e−λτ B, we can conclude that x(t) = eλt v is a nontrivial solution of (3.6).

15
Chapter 4

Application

4.1 Delayed Logistic Equation

The logistic equation is given by
 x
x0 (t) = ax 1 − , (4.1)
K
where a is the growth rate and K is the carrying capacity of the ecosystem.
According to the logistic equation, the growth rate of a population is directly
proportional to the current population and the availability of resources in the
ecosystem.
In this section, we will discuss the delayed logistic equation:
x0 (t) = ax(t)[1 − bx(t − τ )] for t ≥ 0, (4.2)
where a, b > 0 are constants with b ≡ 1/K, and τ > 0 is the delay. As initial
condition for (4.2), we consider
x(t) = 0.01 for t ∈ [−τ, 0]. (4.3)
We denote the solution of the initial value problem (4.2), (4.3) by x(t).
We start with determining the equilibrium points of (4.2), which we denote
by x∗ . Because x∗ is constant, it follows that x∗ = x(t) = x(t − τ ). Substituting
this result in (4.2), we get
ax∗ [1 − bx∗ ] = 0.
Therefore, the equilibrium points of (4.2) are given by x∗ = 0 and x∗ = 1/b.
Following the procedure described in [4], we can linearize (4.2) in the follow-
ing way. Let p(t) be a small variation in the population such that higher powers
of p may be neglected. Substituting x(t) ≡ x∗ + p(t) in (4.2) gives the DDE:
p0 (t) = a[x∗ + p(t)][1 − bx∗ − bp(t − τ )] for t ≥ 0. (4.4)
We will use the same initial condition for (4.4) as for (4.2):
p(t) = 0.01 for t ∈ [−τ, 0]. (4.5)
Substituting x∗ = 0 in (4.4) gives
p0 (t) = ap(t)[1 − bp(t − τ )].

16
Since we may neglect higher powers of p, we end up with the following ODE:

p0 (t) = ap(t). (4.6)

Therefore,
p(t) = ceat ,
where c is a constant. Taking the initial condition (4.5) into account, the solution
of the initial value problem (4.4), (4.5), for x∗ = 0, is given by

p1 (t) = 0.01eat . (4.7)

Since a > 0, it follows that x∗ = 0 is unstable.

Substituting x∗ = 1/b in (4.4) gives

p0 (t) = a[1/b + p(t)][−bp(t − τ )].

Since we may neglect higher powers of p, we end up with the following DDE:

p0 (t) = −ap(t − τ ). (4.8)

This differential equation is already discussed in Section 2.1.3. The equilibrium

point of (4.8) is given by p∗ = 0. Because p∗ 6= x∗ and we are interested in
having p∗ = x∗ , we will add a certain constant to (4.8) such that p∗ = x∗ holds.
This constant has to be equal to a/b, because then, we have the following DDE:

p0 (t) = −a[p(t − τ ) − 1/b], (4.9)

where the equilibrium point is given by p∗ = x∗ = 1/b. Instead of (4.5), we

consider (4.7) as initial condition for (4.9). The reasoning behind this becomes
clear by looking at the plots of Figure 4.1. We denote the solution of the initial
value problem (4.9), (4.7) by p2 (t).
Using the package DDE23 in Matlab, plots of the numerical solution x(t)
for different values of τ, a, and b can be made. Because changing the value of b
does not affect the shapes of the plots, we will only consider one value for b.
See Figure 4.1 for the plots of x(t), p1 (t), and p2 (t) for some values of τ, a, and
b = 0.5. Because determining p2 (t) analytically is quite difficult, the numerical
solution p2 (t) is included in these plots. The Matlab codes used for computing
the plots in this chapter can be found in Appendix A.2.

17
 x(t) p1 (t) p2 (t)

τ = 0.5, a = 0.5 τ = 0.5, a=1 τ = 0.5, a = 1.5

2 1/b 2 1/b 2 1/b

x(t)

x(t)

x(t)
1 1 1

0 0 0
0 5 10 15 20 0 5 10 0 5 10
t t t
τ = 1, a = 0.5 τ = 1, a=1 τ = 1, a = 1.5
3
4
2 1/b
2 1/b
x(t)

x(t)

x(t)
1 2 1/b
1

0 0 0
0 5 10 15 20 0 5 10 15 20 0 5 10 15
t t t
τ = 1.5, a = 0.5 τ = 1.5, a=1 τ = 1.5, a = 1.5
4
2 1/b 10
x(t)

x(t)

x(t)
2 1/b 1/b
1 0

0 0 -10
0 5 10 15 20 25 0 5 10 15 20 0 5 10 15
t t t

Figure 4.1: Plots of x(t), p1 (t), and p2 (t), for b = 0.5, and different values of a
and τ .

From the plots in Figure 4.1, we can conclude that p1 (t) and p2 (t) approx-
imate x(t) very well, except for the last case. For this case, aτ = (1.5)2 =
2.25 > π/2. By Corollary 2.3, it follows that x∗ = 1/b is unstable. From the
plot of this case, we can conclude that x(t) contains complex (not real) values,
and p1 (t) and p2 (t) only contain real values. Therefore, x(t) cannot be approx-
imated by p1 (t) and p2 (t). For the other cases, we can conclude from the plots,
and Corollary 2.3, that x∗ = 1/b is stable.
Furthermore, we can conclude from these plots that the cases where aτ
has the same value, the graphs look similar. For example, consider the cases
τ = 0.5, a = 1, and τ = 1, a = 0.5. Then, the plots of these cases look the same,
but the time intervals are different. The same holds for the other cases with the
same value of aτ .

18
 Appendix A

Matlab Codes

A.1 Chapter 2: Simple Cases

Figure 2.1
1 function [ dxdt ] = SCDDE1dde ( t , x , Z )
2 % x ’ ( t ) = −x ( t−t a u ) f o r t >=0
3 % tau >0 i s t h e d e l a y
4 xlag = Z ( : , 1 ) ;
5 dxdt = [− x l a g ( 1 ) ] ;
6 end

1 function [ s ] = SCDDE1hist ( t )
2 % I n i t i a l d a t a i s g i v e n by
3 % x ( t ) = 1 f o r −tau<=t <=0
4 s = [1];
5 end

1 %A n a l y t i c S o l u t i o n
2 n = ...;
3 tau = . . . ;
4 t0 = 0 ;
5 tend = . . . ;
6 t = linspace ( t0 , tend ) ;
7 x = zeros ( length ( t ) ) ;
8 f o r i =1:n
9 f o r j =1: length ( t )
10 i f ( ( i −1)∗ tau <= t ( j ) ) && ( t ( j ) <= i ∗ tau )
11 A = zeros ( i ) ;
12 f o r k=1: i
13 A( k ) = ( −1)ˆ k ∗ ( ( t ( j )−(k−1)∗ tau ) ˆ k ) / . . .
14 factorial (k );
15 end
16 x ( j ) = 1 + sum(A ) ;
17 end

19
18 end
19 end
20
21 %Numerical S o l u t i o n
22 s o l = dde23 (@SCDDE1dde , [ tau ] , @SCDDE1hist , [ t0 , tend ] ) ;
23
24 %F i g u r e
25 figure
26 plot ( s o l . x , s o l . y , ’ C o l o r ’ , [ 2 5 5 , 1 2 8 , 0 ] . / 2 5 5 ) ; hold on
27 plot ( t , x , ’−−k ’ ) ;

A.2 Chapter 4: Application

Figure 4.1
1 function [ dxdt ] = APPDDE41dde ( t , x , Z )
2 % x ’ ( t ) = ax ( t )[1 − bx ( t−t a u ) ] f o r t >=0
3 % tau >0 i s t h e d e l a y
4 a = ...;
5 b = 0.5;
6 xlag = Z ( : , 1 ) ;
7 dxdt = a ∗x (1)∗[1 − b∗ x l a g ( 1 ) ] ;
8 end

1 function [ s ] = APPDDE41hist ( t )
2 % I n i t i a l d a t a i s g i v e n by
3 % x ( t ) = 0 . 0 1 f o r −tau<=t <=0
4 s = [0.01];
5 end

1 function [ dp2dt ] = APPDDE42dde ( t , p2 , Z )

2 % p2 ’ ( t ) = −a [ p2 ( t−t a u )−1/ b ] f o r t>=t 0 2
3 % tau >0 i s t h e d e l a y
4 a = ...;
5 b = 0.5;
6 p2lag = Z ( : , 1 ) ;
7 dp2dt = −a ∗ [ p 2 l a g (1) −1/b ] ;
8 end

1 function [ s ] = APPDDE42hist ( t )
2 % I n i t i a l d a t a i s g i v e n by
3 % p1 ( t ) = 0 . 0 1 exp ( a t ) f o r t02−tau<=t<=t 0 2
4 a = ...;
5 b = 0.5;
6 s = zeros ( length ( t ) ) ;
7 f o r i =1: length ( t )

20
 8 s ( i ) = 0 . 0 1 ∗ exp ( a∗ t ( i ) ) ;
9 end
10 end

1 a = ...;
2 b = 0.5;
3 tau = . . . ;
4 t01 = 0 ;
5 t02 = . . . ;
6 tend = . . . ;
7
8 % x( t )
9 s o l = dde23 (@APPDDE41dde , [ tau ] , @APPDDE41hist , [ t01 , tend ] ) ;
10
11 % p1 ( t )
12 t = linspace ( t01 , tend ) ;
13 p1 = zeros ( length ( t ) ) ;
14 p1 ( 1 ) = 0 . 0 1 ∗ exp ( a∗ t ( 1 ) ) ;
15 f o r i =1: length ( t )−1
16 i f ( p1 ( i ) <= max( s o l . y ) )
17 p1 ( i +1) = 0 . 0 1 ∗ exp ( a∗ t ( i + 1 ) ) ;
18 else
19 break
20 end
21 end
22
23 % p2 ( t )
24 s o l 2 = dde23 (@APPDDE42dde , [ tau ] , @APPDDE42hist , [ t02 , tend ] ) ;
25
26 %F i g u r e
27 figure
28 plot ( s o l . x , s o l . y , ’ k ’ ) ; hold on
29 plot ( t ( 1 : i ) , p1 ( 1 : i ) , ’ C o l o r ’ , [ 0 , 1 5 3 , 7 6 ] . / 2 5 5 ) ; hold on
30 plot ( s o l 2 . x , s o l 2 . y , ’ C o l o r ’ , [ 2 5 5 , 1 2 8 , 0 ] . / 2 5 5 ) ; hold on
31 plot ( s o l . x , 1 / b∗ o n e s ( length ( s o l . x ) ) , ’−−k ’ )
32 text ( tend +0.01∗ tend , 2 . 0 1 , ’ 1/b ’ )

21
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22