Does this differential equation have a closed form?

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Discussion Overview

The discussion revolves around the nature of a specific differential equation involving a delay term, expressed as p'(t)=c(t)p(t)-c(t-T)p(t-T). Participants explore whether this equation has a closed form solution and discuss the complexities introduced by the delay component.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant expresses uncertainty about the existence of a closed form solution for the differential equation due to the presence of the delay term.
  • Another participant suggests that for some functions c(t), closed form solutions may exist, but a general solution is not readily apparent.
  • A participant identifies the equation as a "delay differential equation," noting that these types of equations are generally more complex than standard differential equations.
  • It is proposed that if c(t) is constant, a solution of the form p(t) = exp(st) could be attempted, leading to a transcendental equation involving the Lambert-W function, which may yield infinitely many solutions.
  • A later reply indicates that while knowing the type of equation is helpful, finding solutions for varying forms of c(t) may still be challenging, with constants for c(t) being the most manageable case.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the existence of a closed form solution, with multiple views on the complexity and potential methods for solving the equation remaining evident throughout the discussion.

Contextual Notes

The discussion highlights the dependence on the specific form of c(t) and the challenges posed by the delay term, which may limit the applicability of certain solution methods.

euroazn
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I was busy doodling and basically ended up constructing this differential equation:

p'(t)=c(t)p(t)-c(t-T)p(t-T)

Obviously I've dealt with eq's like p'(t)=c(t)p(t) but I'm getting stuck because of the second term. Does this differential equation even have a closed form? Thanks.
 
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For some c(t), it has solutions in a closed form. A general solution would be interesting, but I don't see one.
 
This is what's called a "delay differential equation". They are often much more difficult than regular differential equations, but depending on your choices for c(t) or other equations you want to investigate there may be some methods to deal with them analytically.

For example, if c(t) = const, you can try a solution of the form p(t) = exp(st). Plugging in this guess will give you a transcendental equation for s in terms of the Lambert-W function, giving you infinitely many possible solutions. I think that forming linear combinations of these solutions may enable you to fit any desired boundary conditions, but that's just a guess.
 
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Mute said:
This is what's called a "delay differential equation". They are often much more difficult than regular differential equations, but depending on your choices for c(t) or other equations you want to investigate there may be some methods to deal with them analytically.

For example, if c(t) = const, you can try a solution of the form p(t) = exp(st). Plugging in this guess will give you a transcendental equation for s in terms of the Lambert-W function, giving you infinitely many possible solutions. I think that forming linear combinations of these solutions may enable you to fit any desired boundary conditions, but that's just a guess.
Thank you! Now that I at least know the name of this type of equation I can probably figure out the solutions given a restricted set of c(t) myself.

EDIT: Or maybe not... it seems that constants for c(t) are about as good as it gets. http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=878632&userType=inst
 
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