Practicalities of State-Dependent and Threshold Delay Differential Equations

Delays are ubiquitous in applied problems, but often do not arise as the simple constant discrete delays that analysts and numerical analysts like to treat. In this chapter we show how state-dependent delays arise naturally when modeling and the consequences that follow. We treat discrete state-dependent delays, and delays implicitly defined by threshold conditions. We will consider modeling, formulation as dynamical systems, linearization, and numerical techniques. For discrete state-dependent delays we show how breaking points can be tracked efficiently to preserve the order of numerical methods for simulating solutions. For threshold conditions we will discuss how a velocity ratio term arises in models, and present a heuristic linearization method that avoids Banach spaces and sun-star calculus, making the method accessible to a wider audience. We will also discuss numerical implementations of threshold and distributed delay problems which allows them to be treated numerically with standard software.