dde23

Solve delay differential equations (DDEs) with constant delays

Syntax

sol = dde23(ddefun,delays,history,tspan)

sol = dde23(ddefun,delays,history,tspan,options)

Description

sol = dde23(ddefun,delays,history,tspan), where tspan = [t0 tf], integrates the system of delay differential equations $y^{'} (t) = f (t, y (t), y (t - τ_{1}), ..., y (t - τ_{k}))$ over the interval specified by tspan, where τ₁, ..., τ_k are constant, positive delays specified by delays.

example

sol = dde23(ddefun,delays,history,tspan,options) uses the integration settings defined by options, which is a structure created with the ddeset function. For example, use the AbsTol and RelTol options to specify absolute and relative error tolerances, or the Jumps option to provide locations of discontinuities.

example

Examples

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Solve DDE with Constant Delays

Open Live Script

Solve the system of delay differential equations

$\begin{array}{l} {y_{1}}^{'} (t) = - 2 y_{1} (t - 2) + y_{2} (t) \\ {y_{2}}^{'} (t) = y_{1} (t) - 2 y_{2} (t - 1) \end{array}$ ,

where $y_{1} (t)$ has a constant solution history $y_{1} (t) = 0.1$ and $y_{2} (t)$ has a constant solution history $y_{2} (t) = 0.5$ for $t \leq 0$ . The time delay applied to $y_{1} (t)$ is 2 and the time delay applied to $y_{2} (t)$ is 1.

Define the system of DDEs as a local function named ddefun.

function dydt = ddefun(t,y,Z)
ydelay1 = Z(:,1);
ydelay2 = Z(:,2);
dydt = [-2*ydelay1(1) + y(2);
        y(1) - 2*ydelay2(2)];
end

Specify the interval of integration as [0 10], the time delays as a vector [2; 1], and the solution history as a vector [0.1; 0.5]. Solve the DDE using dde23.

tspan = [0 10];
delays = [2; 1];
history = [0.1; 0.5];
sol = dde23(@ddefun,delays,history,tspan);

Plot the results.

plot(sol.x,sol.y)

Figure contains an axes object. The axes object contains 2 objects of type line.

Locate Zero Crossings of DDE

Open Live Script

Solve the DDE

$y^{'} (t) = - 2 y (t - 1) (1 + y (t))$ ,

where $y (t) = t$ for $t \leq 0$ .

Define the DDE as a local function named ddefun.

function dydt = ddefun(t,y,ydelay)          
dydt = -2*ydelay*(1+y);
end

Define the solution history as a local function named history.

function h = history(t)
h = t;
end

Locate the zeros of the equation without terminating the integration by using the ddeset function to specify the Events field of the integrator options structure.

function [position,isterminal,direction] = zeroEventsFcn(t,y,ydelay)
position = y(1);
isterminal = 0;
direction = 0;
end

opts = ddeset(Events=@zeroEventsFcn);

Specify the interval of integration as [0 10] and the time delay as 1. Then solve the DDE using dde23.

tspan = [0 10];
delays = 1;
sol = dde23(@ddefun,delays,@history,tspan,opts);

Plot the results and the locations of the zero crossings.

plot(sol.x,sol.y,sol.xe,sol.ye,"o")

Figure contains an axes object. The axes object contains 2 objects of type line. One or more of the lines displays its values using only markers

Input Arguments

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`ddefun` — System of delay differential equations to solve
function handle

System of delay differential equations to solve, specified as a function handle.

The function dydt = ddefun(t,y,Z) for scalar t and column vector y must return a column vector dydt of data type single or double that corresponds to $y^{'} (t) = f (t, y (t), y (t - τ_{1}), ..., y (t - τ_{k}))$ . The scalar t corresponds to the current t, the column vector y approximates y(t), and Z(:,j) approximates y(t-τ_j) for τ_j = delays(j).

Example: @myFcn

Data Types: function_handle

`delays` — Time delays
positive vector

Time delays, specified as a positive vector. The delays vector represents the constant, positive delays τ₁, ..., τ_k.

Example: [1 0.2]

Data Types: single | double

`history` — Solution history
function handle | vector | structure

Solution history at t ≤ t₀, specified as one of these values:

A function handle such that y = history(t) returns a column vector for a scalar t
A constant vector y(t)
The solution structure sol from a previous integration, if the current dde23 function call continues the integration

Example: @ddeHist

Example: [1; 0.4; 0.2]

Data Types: function_handle | single | double | struct

`tspan` — Interval of integration
two-element vector

Interval of integration, specified as a two-element vector [t0 tf] that represents the initial and final times. To obtain solutions at specific times between t0 and tf, use deval.

Example: [1 10]

Data Types: single | double

`options` — Integrator options
structure array

Integrator options, specified as a structure array. Use the ddeset function to create or modify the options structure.

Example: options = ddeset(RelTol=1e-5,Stats="on") specifies a relative error tolerance of 1e-5 and enables the display of solver statistics.

Data Types: struct

Output Arguments

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`sol` — Solution for evaluation
structure array

Solution for evaluation, returned as a structure array. Use this structure with the deval function to evaluate the solution at any point in the interval specified by tspan.

The sol structure includes these fields.

Structure Field	Description
`sol.x`	Mesh selected by `dde23`
`sol.y`	Approximations of y'(x) at the mesh points in `sol.x`
`sol.yp`	Approximations of y'(x) at the mesh points in `sol.x`
`sol.solver`	Solver name, `'dde23'`

Additionally, if you specify the Events option in the options structure and events are detected, then sol also includes these fields.

Structure Field	Description
`sol.xe`	Points where events occurred. `sol.xe(end)` contains the exact point of a terminal event, if any.
`sol.ye`	Solutions that correspond to the event time in `sol.xe`
`sol.ie`	Indices into the vector returned by the function specified in the `Events` option. The values indicate which event the solver detected.

Algorithms

dde23 tracks discontinuities and integrates with the explicit Runge-Kutta (2,3) pair and interpolant of ode23. It uses iteration to take steps longer than the time delays.

References

[1] Shampine, Lawrence F., and S. Thompson. "Solving DDEs in MATLAB." Applied Numerical Mathematics 37, no. 4 (June 2001): 441–458. https://doi.org/10.1016/S0168-9274(00)00055-6.

[2] Kierzenka, Jacek. "Tutorial on Solving DDEs with DDE23." MATLAB Central File Exchange. Updated September 1, 2016. https://www.mathworks.com/matlabcentral/fileexchange/3899-tutorial-on-solving-ddes-with-dde23.

[3] Willé, David R., and Christopher T. H. Baker. "DELSOL—a Numerical Code for the Solution of Systems of Delay-Differential Equations." Applied Numerical Mathematics 9, no. 3 (April 1992): 223–234. https://doi.org/10.1016/0168-9274(92)90017-8.

Version History

Introduced before R2006a

dde23

Syntax

Description

Examples

Solve DDE with Constant Delays

Locate Zero Crossings of DDE

Input Arguments

`ddefun` — System of delay differential equations to solve
function handle

`delays` — Time delays
positive vector

`history` — Solution history
function handle | vector | structure

`tspan` — Interval of integration
two-element vector

`options` — Integrator options
structure array

Output Arguments

`sol` — Solution for evaluation
structure array

Algorithms

References

Version History

See Also

Functions

Topics

dde23

Syntax

Description

Examples

Solve DDE with Constant Delays

Locate Zero Crossings of DDE

Input Arguments

ddefun — System of delay differential equations to solve function handle

delays — Time delays positive vector

history — Solution history function handle | vector | structure

tspan — Interval of integration two-element vector

options — Integrator options structure array

Output Arguments

sol — Solution for evaluation structure array

Algorithms

References

Version History

See Also

Functions

Topics

`ddefun` — System of delay differential equations to solve
function handle

`delays` — Time delays
positive vector

`history` — Solution history
function handle | vector | structure

`tspan` — Interval of integration
two-element vector

`options` — Integrator options
structure array

`sol` — Solution for evaluation
structure array