I'm interested in finding the (unique?) solution to the set of delay differential equations $$f_w(w,x) = xf(w,w^2x)+w^3x^2f(w,w^4x), $$ $$f_x(w,x) = wf(w,w^2x)$$ With the initial condition $f(1,x) = e^x$ and $(w,x) \in \mathbb{C}^2$
For $|w| \leq 1$, I've found the series $f(w,x) = \sum_{n=0}^\infty \frac{w^{n^2} x^n}{n!}$ satisfies the equations, but it doesn't converge for $|w|>1$.
For $|w|>1$, I have considered the integral $$f(w,x)=\frac{1}{2 \sqrt{\pi}} \int_0^\infty \frac{e^{-\frac{\ln(t)^2}{4}}}{t} e^{x t^{\ln\left(w^{1/2}\right)}}dt$$ which seems numerically to satisfy the differential equation, though it converges so badly at most places that its fairly useless.
A few questions I have regarding this set of differential equations
Question 01: Is the series solution unique? Is it the only smooth solution?
Question 02: How can we numerically approximate this delay differential equation? As far as I know, Mathematica's NDSolve doesn't support delay differential equations with non-constant delays, and it seems other computation programs similarly don't have support for this type of differential equation.
Question 03: Are there methods to analytically approximate a solution? I'm considering that perhaps there is some way to resum the divergent series that gives an asymtotic solution.