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Consider the delay differential equation:

$ y_x(x) = \sqrt{y(x-\bar{x})} $

where $y$ is the unknown function of $x$, and where $\bar{x}$ is a fixed parameter.

This equation does not seem to have a known closed-form solution.

Would anyone know how to get a series solution for $y(x)$?

Thanks!

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  • $\begingroup$ why do you want a series solution ? You could instead use qualitative tools. A reference book on delay differenctial equation is that of Jack Hale. $\endgroup$ Commented Oct 11, 2012 at 20:02
  • $\begingroup$ Thank you, well ideally I'd like to see an approximate formula for $y(x)$, with $\bar{x}$ a parameter (or for the special case $\bar{x}=1$ or for the special case where $\bar{x}$ small), that would help in understanding the solution. My math is very limited, a series solution is merely the first thing I thought about. $\endgroup$
    – PatrickT
    Commented Oct 13, 2012 at 15:42

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As mentioned already by Denis Serre, there is a rich literature investigating delay equations.

If you make an experiment, and fix $\bar{x}=1$, then you see that you need as an initial value the complete past on $[-1,0]$. To play a bit, tak as an initial function the constant function $y(s)=1$ for $s\in[-1,0]$. Then you can calculate the solution explicitly for $x\in[0,1]$, then using this you can calculate the solutuion on $[1,2]$, etc. We see that it is far from being analytic. Hence, no chance for a series sepresentation of a solution.

If you are interested in classical stuff, then Bellman and Cooke is an excellent book. An other good reference is the one by Hale and Verduyn Lunel.

ADDED: If it is a delay equation (i.e., $\bar{x}>0$), then the initial condition has to be a function (you have to know the whole past). Then the iteration procedure I described works always. This gives you a possible approximation formula, most numerical methods also work this way.

You are right about analyticity: series representation does it. Smoothness is a consequence. The example I presented to you is only once differentiable at $x=1$, twice at $x=2$, etc. Hence, cannot be analytic.

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  • $\begingroup$ Thanks! I have seen the books you cite and read parts of them, but I didn't see anything there that might be directly applicable to this problem. I had simulated the solution following the scheme you suggest, for various choices of initial conditions, but I'm not entirely sure how to write the initial conditions; I was hoping an approximate formula might help me understand how to set the initial conditions. Based on related problems solved without reduction to a DDE, I expect the solution is continuous and differentiable for strictly positive values of $x$. The case $\bar{x}<0$ may be easier. $\endgroup$
    – PatrickT
    Commented Oct 13, 2012 at 15:54

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