Journal of Engineering Mathematics (2023) 140:12

https://doi.org/10.1007/s10665-023-10276-5

Analytic solutions of linear neutral and non-neutral delay

differential equations using the Laplace transform method:
featuring higher order poles and resonance

Michelle Sherman1 · Gilbert Kerr1 · Gilberto González-Parra1

Received: 9 April 2023 / Accepted: 21 May 2023 / Published online: 8 June 2023
© The Author(s) 2023

Abstract
In this article, we extend the Laplace transform method to obtain analytic solutions
for linear RDDEs and NDDEs which have real and complex poles of higher order.
Furthermore, we present first-order linear DDEs that feature resonance phenomena.
The procedure is similar to the one where all of the poles are order one, but requires
one to use the appropriate modifications when using Cauchy’s residue theorem for
the poles of higher order. The process for obtaining the solution relies on computing
the relevant infinite sequence of poles and then determining the Laplace inverse, via
the Cauchy residue theorem. For RDDEs, the poles can be obtained in terms of the
Lambert W function, but for NDDEs,the complex poles, in most cases, must be com-
puted numerically. We found that an important feature of first-order linear RDDES
and NDDES with poles of higher order is that it is possible to incite the resonance
phenomena, which in the counterpart ordinary differential equation cannot occur. We
show that despite the presence of higher order poles or resonance phenomena, the
solutions generated by the Laplace transform method for linear RDDEs and NDDEs
that have higher order poles are still accurate.

Keywords Analytical solution · Delay differential equations · Higher order poles ·

Laplace transform · Resonance

1 Introduction

Delay differential equations (DDEs) appear in many applications from different fields
of science [1–10]. For instance, several studies of climate models related to the global

B Gilberto González-Parra
[email protected]
Gilbert Kerr
[email protected]

1 Department of Mathematics, New Mexico Tech, Socorro, NM, USA

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energy balance or the fundamental workings of the El Niño Southern Oscillation

(ENSO) system have been presented using DDEs [11]. In general, the analysis of
DDEs is more cumbersome than ordinary differential equations (ODEs). The infinite-
dimensional nature of DDEs permits them to generate richer dynamics even with a
limited number of variables and parameters [10, 11].
The introduction of delays can change the stability of equilibrium points and Hopf
bifurcations may arise [10]. During the last few decades, there have been some new
developments for finding different types of solutions of DDEs [5, 12–22]. The method
of steps (MoS) is the most well-known method for analytically solving DDEs and it
provides the exact solution. This method involves utilizing integration properties to
obtain an exact analytical solution by solving the relevant (updated) ODE on each
successive interval [23]. The MoS, however, oftentimes is only capable of calculating
the solution over a limited set of t values, and therefore, the long-term behavior cannot
be easily determined or analyzed [10, 24–28].
The Laplace transform method (LTM) in combination with other methods has been
used to solve linear DDEs of retarded (RDDE) and neutral (NDDE) type [14, 25,
28–32]. RDDEs are equations where the time delay only appears in the state whereas
NDDEs are equations where the time delay can appear in both the state variable and
their time derivative. In addition, the LTM has been used to do stability analysis of
DDEs [26, 27, 33–35]. Recently, the LT has been used to compute the solutions of
models based on Caputo fractional derivatives [36]. The LTM requires the computation
of contour integrals. In some earlier works, these integrals have been utilized to solve
boundary value problems that involve the computation of residues [37, 38]. In this
article, we extend the LTM to derive solutions of linear RDDEs and NDDEs that
have real and complex poles of higher order. Furthermore, we present first-order
linear DDEs that feature resonance phenomena, where the solutions are composed of
exponentials, sines, and cosines with increasing amplitudes as a function of time. To
the best of our knowledge, this has not been addressed before. The special case of poles
of order two is briefly discussed in [25] but only for the RDDE case. The procedure
for obtaining the solution by means of the LTM can be divided into three stages: (i)
apply the LT to the DDE, (ii) determine the real and complex poles of the characteristic
equation and the corresponding residues, and (iii) compute the inverse LT (ILT) of the
solution in the s-space by using Cauchy’s residue theorem [39, 40]. When there are
poles of higher order (greater than order M = 1), the required modifications introduce
additional terms. These are different from the ones that are present in the solution when
there are no higher order poles. We shall show that these terms can cause a bounded
solution to become unbounded. For RDDEs, the poles can be obtained in terms of
the Lambert W function but for NDDEs, the complex poles, in almost all cases, must
be computed numerically. In [28], the authors derived a formula which provides an
approximation for the location of the complex poles. In some cases, however, this
formula does provide one with the exact location of the poles and therefore numerical
methods are not required.
In this article, we show that an important feature of first-order linear RDDES and
NDDES with poles of higher order is that it is possible to generate the resonance
phenomena, which in the counterpart ordinary differential equation cannot appear. This
phenomenon can occur (for instance) when a complex pole has order two. Previous

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works have obtained resonance for nonlinear DDEs but not for linear ones [6, 11,
41, 42]. We show that despite the presence of higher order real and complex poles
or resonance phenomena, the solutions generated by the LTM for linear RDDEs and
NDDEs that have higher order poles are accurate and especially for larger t values.
Moreover, the steady-state behavior of the solutions can be calculated by the LTM.
On the other hand, oftentimes the MoS can just produce the solution for a short time.
The remainder of this article proceeds as follows. In the next section, we develop the
procedure to obtain the solutions of linear RDDEs and NDDEs with higher order poles
by means of the LTM. In Sect. 3, we present numerical results for linear RDDEs and
NDDEs with higher order poles. We measure the accuracy of the solutions produced
by the LTM using the solutions obtained by the MoS. In Sect. 4, we present our
conclusions.

2 Solving linear DDEs considering the presence of higher order poles

Here, we develop the procedure to obtain the solutions of linear RDDEs and NDDEs
with higher order poles by means of the LTM. The process to obtain the solution by
means of the LTM can be summarized in a series of steps; (i) first, the LT is applied
to the DDE, (ii) we compute all the real poles and a finite number of complex poles
of the denominator of the solution in the s-space, and (iii) we compute the ILT of the
solution in the s-space by using Cauchy’s residue theorem [39, 40]. The special case
of poles of order M = 2 is briefly discussed in [25], but only for the RDDE case. For
the interested readers, we refer them to previous works [25, 28, 29], where the details
of the methodology are presented in greater detail. However, we present some crucial
steps in this section and in particular for the cases of poles of higher order for both
RDDE and NDDE systems.
First, let us describe the role of the Lambert W function in solving linear DDEs. The
characteristic equation of a linear DDE can take on the form of a quasi-polynomial
which could have an infinite number of roots. The Lambert W Function provides a
means for expressing these roots in terms of Lambert W branches. The equation takes
on the form z = W (z)eW (z) where z is some complex number and W (z) is the complex
multi-valued function solution of the equation. For each integer k, we denote Wk (z)
as the k-th branch of the Lambert function. The branch W0 (z) is called the principal
branch. For real numbers, the branches W0 and W−1 can be used to solve the equation
ye y = x with real numbers x and y if x ≥ − 1e . The solution, y, can be found using
the following conditions:


y = W0 (x), if x ≥ 0,
y = W−1 (x) or y = W0 (x) if − 1e ≤ x < 0.

We note that the second condition implies that in the interval − 1e ≤ x < 0, the
equation ye y = x has two real solutions. Further details and applications of the
Lambert function can be found in literature such as [43, 44].

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Now, let us assume that f (z) is an analytic function in the complex region R
defined by 0 < |z − z 0 | < d, or the neighborhood of a point z = z 0 ∈ C. An isolated
singularity is a pole if f (z) can be written as [45, 46]:

ψ(z)
f (z) = , (1)
(z − z 0 ) M

where M ∈ N is the order of the pole, ψ(z 0 ) = 0 and ψ(z) is an analytic function in
R.
Residues of Poles: From Eq. (1), if M = 1, then f (z) has a simple pole at z 0 . At
a simple pole z 0 ∈ C, the residue of f (z) is given by

C−1 = Res( f (z), z 0 ) = lim ((z − z 0 ) f (z)) = ψ(z 0 ). (2)

z→z 0

N (z)
Now, suppose f (z) can be written as f (z) = D(z) , where N (z) and D(z) are analytic
functions in R and D(z) has a zero at z 0 . Let us assume that D(z) = (z − z 0 ) M D̂(z)
where D̂(z) is analytic in R and D̂(z 0 ) is nonzero. Using the Taylor series expansion
of N (z) and D̂(z), the residue is given as [45, 46]:

N (z 0 )
C−1 = ψ(z 0 ) = . (3)
D  (z 0 )

Now if we have that M ≥ 2, it can be shown through the Taylor Series Expansion of
ψ(z) about z 0 that the residue is given by [45, 46]:
 
ψ (M−1) (z 0 ) 1 d M−1 
C−1 = = lim (z − z 0 ) M
f (z) . (4)
(M − 1)! (M − 1)! z→z 0 dz M−1

After these basic definitions,we can proceed to solve linear RDDEs and NDDEs with
the LTM.

2.1 Solving linear RDDEs in the presence of higher order poles

Let us consider the following linear RDDE with a non-homogeneous term g(t),

y  (t) = a y(t) + b y(t − τ ) + g(t), t > 0, y(t) = φ0 (t), −τ ≤ t ≤ 0. (5)

Let us define L (y(t)) = Y (s). Considering the homogeneous case and employing
(s)
the LT to Eq. (5), we obtain the LT transform, Y (s) = ND(s) of y(t):

0
y(0)esτ + b φ0 (v)e−sv dv
−τ
Y (s) = .
(s − a) esτ − b

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Setting D(s) = 0, we find that the poles of Y (s) occur at sk = a + τ1 Wk τ be−aτ for
k ∈ Z. From the definition of the Lambert function it can be shown that if τ be−aτ =
− 1e , then the poles sk are of order M = 1 and employing the ILT, one gets
 

y(t) = Re lim C−1,k est , (6)
s→sk
k∈Z

where the coefficients C−1,k ’s are the calculated residues and the real part is taken due
to the definition of the ILT.
Now, if τ be−aτ = − 1e , then we encounter a case where the real pole s = a − τ1 is
of order M = 2 (since s0 = s−1 by definition of the W0 and W−1 Lambert branches).
Then, from Eq. (4), the residue for a pole s0 = s−1 of order M = 2, we get
 
d
Res{Y (s), s0 } = lim (s − s0 )2 Y (s) .
s→s0 ds

Employing the ILT, one obtains

y(t) = Res{Y (s)est , sk }

k∈Z
   
d 
∞

=2 Re lim C−1,k est + lim (s − s0 )2 Y (s)est (7)
s→sk s→s0 ds
k=1

for s0 = a − τ1 .
For a linear non-homogeneous RDDE, one gets

N (s) G(s)
Y (s) = + , (8)
D(s) D(s)

where G(s) is the LT of the function g(t). We denote the additional poles introduced
by G(s) as sv,i for i = 1, 2, . . . , V , V ∈ Z+ , with corresponding residues cv,i .
Employing the ILT and the residue theorem, and assuming sk = sv,i for all k, i, we
obtain the solution
  V   
 cv,i
y(t) = Re lim C−1,k est + Re lim est , (9)
s→sk s→sv,i (s − a)esτ − b
k∈Z i=1

where
⎧
⎨ N (sk )+G(s k)
D (sk )  , k ∈ Z if sk is of order M = 1
C−1,k =
⎩ lim ds d
(s − sk )2 Y (s) if sk is of order M = 2.
s→sk

It is possible that the roots of D(s) and the poles of G(s) may be the same. In which
case, the term, Res{Y (s)est ; sv,i }, is computed according to Eq. (4) for the poles that

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are the same (when sk = sv,i for some k, i). In this paper,we consider the case when
a small subset of the poles of G(s) coincide with any of the infinite sequence of the
roots of D(s).

2.2 Solving linear NDDEs in the presence of higher order poles

Let us consider the following linear NDDE,

y  (t) = a y(t)+b y(t −τ )+c y  (t −τ )+ g(t), t > 0, y(t) = φ0 (t), −τ ≤ t ≤ 0.

(10)
Considering the non-homogeneous case, we obtain the LT transform, Y (s) =
N (s)+G(s)
D(s) , of y(t):

0 0
y(0) − cy(−τ ) + be−sτ y(v) e−sv dv + cse−sτ y(v) e−sv dv + G(s)
−τ −τ
Y (s) = ,
s − a − be−sτ − cs e−sτ
N (s) G(s)
= + . (11)
D(s) D(s)

where D(s) = s − a − be−sτ − cse−sτ and G(s) is the LT of g(t). The roots of D(s)
are denoted by sk for k ∈ Z. We denote the additional poles introduced by G(s) as sv,i
for i = 1, 2, . . . , V , V ∈ Z+ , with corresponding residues Cv,i . It can be shown that
when ac + b = 0, D(s) can be factored as D(s) = (s − a)(1 − c e−sτ ). Therefore
when c > 0, there are two real poles, s−1 = a and s0 = ln(c)/τ. However, when
c < 0, there will be only one real pole at s0 = a. The second term in the factorization
also provides one with the exact location of the complex poles above the x axis:

ln(c) + 2kπi
sk = (c > 0), (12)
τ

and
ln(|c|) + (2k − 1)πi
sk = (c < 0) (13)
τ
for k ∈ N. Depending on the LT of the non-homogeneous term, g(t), we may also
obtain a repeated real or complex pole. However, we will see in the next section that
a special case arises where we obtain a repeated real pole when ac + b = 0 and
g(t) = 0.
As in the RDDE case, we may encounter sk = sv,i for some k, i. In which case,
the term, Res{Y (s)est ; sv,i }, is computed according to Eq. (4). Otherwise, employing
the ILT and the residue theorem, assuming sk = sv,i for all k, i, one gets

  V   
 cv,i
y(t) = Re lim C−1,k est + Re lim est ,
s→sk s→sv,i s − a − be−sτ − cse−sτ
k∈Z i=1
(14)

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where
⎧
⎨ N (sk )+G(s k)
D (sk )  , k ∈ Z if sk is of order M = 1,
C−1,k =
⎩ lim ds d
(s − sk )2 Y (s) if sk is of order M = 2.
s→sk

If r = sk or r = sv,i is a complex pole of order M = 2, then we have a complex

conjugate pole and we could take advantage of this fact to compute the residue via,
  
d 
2 Re lim (s − r )2 Y (s) est .
s→r ds

In this way, we reduce the number of operations and therefore the computation time,
even though it is not significant. Notice that the procedure that takes longer is the
development of the analytical solution which varies depending on the order of the
poles, the non-homogeneous term, and the history function.

3 Results

In this section, we present the solutions of a variety of linear RDDEs and NDDEs with
higher order poles. We assess the accuracy of the LTM solutions by comparing them
with the analytical solutions provided by the MoS.
We rely on Maple to obtain the solution by the LTM. For this section, let us introduce
the next notation:
e Map (t) = y Maple,MoS (t) − y Maple,L T (t): error in the solution y(t) between the
MoS and LTM via Maple.

Now, let us proceed with a variety of linear RDDEs and NDDEs examples.

3.1 Linear RDDE examples

In this subsection, we consider several RDDEs in order to show different phenomena

that can be obtained depending on the type of poles and the order of them.

Example 1 Consider the next RDDE:

e
y  (t) = y(t) − y(t − τ ), t > 0,
2
y(t) = φ0 (t) = 1, t ∈ [−τ, 0], (15)

where τ = 2. Taking the LT, we obtain the quasi-polynomial D(s) = (s − 1)e2s + 2e ,

which has a real pole at s0 = 21 . We notice that the condition τ be−aτ = −e−1 is
satisfied for the pole of order M = 2 given by s0 = s−1 = a − τ1 = 21 . The remaining
poles and residues are as follows: sk = 1+ 21 Wk (−e−1 ), k ∈ Z\{0, −1}, with property

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Fig. 1 Solution results of Eq. (15) over t ∈ [0, 5τ ] (n = 100 terms): plot of (left) the solution y(t) via MoS
and LTM and (right) error e Map (t)

N (sk )
s−k−1 = sk , and C−1,k = D  (sk ) . Employing the ILT, one gets the LTM solution of
y(t):
   
d 
∞

y(t) = 2 Re lim C−1,k est + lim (s − s0 )2 Y (s)est .
s→sk s→s0 ds
k=1

The solution of Example 1 via MoS (over m = 5 intervals) and LTM (n = 100) is
shown on the left-hand side of Fig. 1. We notice that as t → ∞, y(t) → −∞. The
solution is unstable due to the presence of a positive real pole. The right-hand side of
Fig. 1 shows the graph of the error. It can be observed that the solution generated by
the LTM is accurate and its error decreases as t increases.

Example 2 Consider the next RDDE:

1
y  (t) = y(t) − e−2/3 y(t − τ ), t > 0,
3
y(t) = φ0 (t) = −2(t − 1)3 , t ∈ [−τ, 0], (16)

where τ = 1. Taking the LT, we obtain the quasi-polynomial D(s) = (s− 13 )es +e−2/3 ,
which has a real pole at s0 = − 23 . We notice that the condition τ be−aτ = −e−1 is
satisfied for the pole of order M = 2 given by s0 = s−1 = a − τ1 = − 23 . The
remaining poles and residues are: sk = 13 + Wk (−e−1 ), k ∈ Z\{0, −1}, with property
s−k−1 = sk , and C−1,k = DN(s(skk)) . Employing the ILT, one gets the LTM solution of
y(t):
   
d 
∞

y(t) = 2 Re lim C−1,k est + lim (s − s0 ) Y (s)e
2 st
.
s→sk s→s0 ds
k=1

The solution of Example 2 via MoS (over m = 10 intervals) and LTM (n = 100)
is shown on the left-hand side of Fig. 2 . We notice that as t → ∞, y(t) → 0. The
solution is stable since all of the poles have negative real parts. The right-hand side of
Fig. 2 shows the graph of the error. It can be observed that the solution generated by
the LTM is accurate and its error decreases as t increases.

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Fig. 2 Solution results of Eq. (16) over t ∈ [0, 10τ ] (n = 100 terms): plot of (left) the solution y(t) via
MoS and LTM and (right) error e Map (t)

Fig. 3 Solution results of Eq. (17) over t ∈ [0, 5τ ] (n = 100 terms): plot of (left) the solution y(t) via MoS
and LTM and (right) error e Map (t)

Example 3 Consider the next RDDE:

1 1 e−t/6
y  (t) = y(t) − y(t − τ ) + , t > 0,
3 3 2
y(t) = φ0 (t) = −3t, t ∈ [−τ, 0], (17)

e−t/6
where τ = 3. Denote G(s) = 1
2(s+1/6) as the LT of the function g(t) = 2 . The
additional pole introduced by G(s) is denoted as sv,1 = −1
with residue cv,1 = 21 .
 6
Taking the LT, we obtain the quasi-polynomial D(s) = s − 13 e3s + 13 , which has
a real pole at s0 = 0. We notice that the condition τ be−aτ = −e−1 is satisfied for
the pole of order M = 2 given by s0 = s−1 = a − τ1 = 0. The remaining poles
and residues are as follows: sk = 13 + 13 Wk (−e−1 ), k ∈ Z\{0, −1}, with property
s−k−1 = sk , and C−1,k = N (sDk )+G(s
 (s )
k
k)
. Employing the ILT, one gets the LTM solution
of y(t):
   
d 
∞

y(t) = 2 Re lim C−1,k est + lim (s − s0 )2 Y (s)est
s→sk s→s0 ds
k=1
 
cv,1 st
+ lim e
s→sv,1 D(s)

The solution of Example 3 via MoS (over m = 5 intervals) and LTM (n = 100) is
shown on the left-hand side of Fig. 3. We notice that as t → ∞, y(t) → −∞, and
thus the system is unstable. The right-hand side of Fig. 3 shows the graph of the error.

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Fig. 4 Solution results of Eq. (18) over t ∈ [0, 9τ ] (n = 100 terms): plot of (left) the solution y(t) via MoS
and LTM and (right) error e Map (t)

It can be observed that the solution generated by the LTM is accurate and its error
decreases as t increases.

Example 4 Consider the next RDDE:

   t
 1 1 2 1
y (t) = − ln(2) y(t) − y(t − τ ) + t , t > 0,
2 8 2
y(t) = φ0 (t) = 2, t ∈ [−τ, 0], (18)

where τ = 2. The characteristic equation of the system is

  
1 1
D(s) = s − − ln(2) e2s + .
2 8

First, we note that the condition τ be−aτ = −e−1 is satisfied so we obtain a pole
s0 = s−1 = a − τ1 = − ln(2) of order M = 2. The Laplace transform of the non-
 t
homogeneous term, L{t 2 21 } = G(s) = (s+ln(2)) 2
3 , which means s0 is actually a
pole of order M = 5. The exact location of the remaining complex poles is given by:
sk = 21 − ln(2)) + 21 Wk (−e−1 ) for k ∈ Z\{0, −1}. These poles have the property
s−k−1 = sk and residue C−1,k = N (sDk )+G(s
 (s )
k
k)
. We also find that Re(sk ) < 0 for all
integers k and thus, we expect the solution to be asymptotically stable. Employing the
ILT, one gets the LTM solution of y(t):

    
d4 
∞
 1
y(t) = 2 Re lim C−1,k est + lim (s − s 0 ) 5
Y (s)e st
.
s→sk (4)! s→s0 ds 4
k=1

The solution of RDDE Example 4 via MoS (over m = 9 intervals) and LTM (n = 100
terms) in Maple is shown on the left-hand side of Fig. 4. We notice that as t → ∞,
y(t) → 0. The solution is stable since all of the poles have negative real parts. The
right-hand side of Fig. 4 shows the graph of the error between MoS and LTM. It can
be observed that the solution generated by the LTM is accurate and its error decreases
as t increases.

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Fig. 5 Solution results of Eq. (19) over t ∈ [0, 17] (n = 50 terms): plot of (left) the solution y(t) via MoS
and LTM and (right) error e Map (t)

Example 5 Consider the following RDDE:

√
y  (t) = −π y(t) − 2π y(t − τ ) + sin(π t), t > 0,
y(t) = φ0 (t) = 0, t ∈ [−τ, 0], (19)

where τ = 43 . The characteristic equation of the system is:

√
D(s) = (s + π )e(3/4)s + 2π.

There are no real poles and there are an infinite number of complex poles, including
s0 = π i and s−1 = −π i. The LT of the non-homogeneous term, L{sin(π t)} =
π
G(s) = s 2 +π 2 , which means s0 and s−1 are actually complex poles of order M =
2 with zero real
 part.
√
The exact
 location of the remaining complex poles is: sk =
(−π ) + 3 Wk − 4 e
4 3 2π 3π/4
for k ∈ Z\{0, −1}, with property s−k−1 = sk , and
C−1,k = N (sDk )+G(s
 (s )
k
k)
. We also find that Re(sk ) ≤ 0 for all integers k. However, due to
the repeated complex pole with zero real part, we expect that the solution will oscillate
with larger amplitudes as t increases. Employing the ILT, one gets the LTM solution
of y(t):
    
d 
∞ 0

y(t) = 2 Re lim C−1,k est + Re lim (s − sk )2 Y (s)est .
s→sk s→sk ds
k=1 k=−1

The solution of RDDE Example 5 via MoS and LTM (n = 50 terms) in Maple is
shown on the left-hand side of Fig. 5 . We note that as t → ∞, y(t) → (A1 t +
A0 ) cos(π t) + (B1 t + B0 ) sin(π t), where the coefficients A1 , A0 , B1 and B0 are
constants. These terms are introduced because of the order 2 poles at s = ±iπ.
Therefore, mathematically the solution assumes the same form as that of a mass-
spring system, when the external force is chosen to induce resonance. The complex
poles at s = ±iπ effectively constitute a natural frequency for the DDE (19). The
resonance is caused by the inclusion of the non-homogeneous forcing function, with
this same frequency. However, from the right-hand side of Fig. 5, it can be observed
that the error of the LTM solution decreases as t → ∞. Note that despite the fact that
the real part of all the poles is non-positive, the solution is unstable due to the repeated
complex poles.

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(a) (b)

Fig. 6 Solution results of Eq. (20) over t ∈ [0, 8τ ] (n = 50 terms): plot of a the solution y(t) via MoS and
LTM and b error e Map (t)

3.2 Linear NDDE examples

Example 1 Consider the following NDDE:

1 1
y  (t) = − y(t) + y(t − τ ) + y  (t − τ ) + sin(2π t), t > 0,
2 2
y(t) = φ0 (t) = 0, t ∈ [−τ, 0], (20)

where τ = 2. The characteristic equation of the system is:

1 e−2s
D(s) = s + − − se−2s ,
2 2

which has two real poles at r0 = 0 and r1 = − 21 . The Laplace transform of the non-
homogeneous term, L{sin(2π t)} = G(s) = (s+2π i)(s−2π
2π
i) , introduces two additional
poles, sv,1 = 2π i and sv,2 = −2π i.
Since the condition ac + b = 0 is satisfied, then the exact location of the remaining
complex poles is given by: sk = ln(c)+2kπ
τ
i
= kπ i for k ∈ Z\{0}. Note, when k =
−2, 2, then s−2 = sv,2 and s2 = sv,1 are complex poles of order M = 2. Employing
the ILT, one gets the LTM solution of y(t) (note, here N (s) = 0):

1    ∞   
G(s) st G(s) st
y(t) = lim e +2 Re lim e
s→ri D  (s) s→sk D  (s)
i=0 k=1
k=2
  
d 
2
+ lim (s − sv,i ) Y (s)e
2 st
.
s→sv,i ds
i=1

The solution of NDDE Example 1 via MoS (over m = 8 intervals) and LTM (n = 50
terms) in Maple is shown on the left-hand side of Fig. 6. We notice that as t → ∞,
y(t) → ∞. The right-hand side of Fig. 6 plots the error between MoS and LTM. Note
that despite all poles have negative or zero real parts, the solution is unstable due to
the resonance phenomenon. It can be observed that the solution generated by the LTM
is accurate and its error decreases as t increases.

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Analytic solutions of linear neutral and non-neutral... Page 13 of 17 12

(a) (b)

Fig. 7 Solution results of Eq. (21) over t ∈ [0, 20τ ] (n = 100 terms): plot of (left) the solution y(t) via
MoS and LTM and (right) error e Map (t)

Example 2 Consider the following NDDE:

 t
1 1 1 1
y  (t) = − y(t) + y(t − τ ) + y  (t − τ ) + , t > 0,
3 6 2 2
y(t) = φ0 (t) = 2t, t ∈ [−τ, 0], (21)

where τ = 1. The characteristic equation of the system is:

1 e−s s
D(s) = s + − − e−s ,
3 6 2

which has two real poles at r0 = − ln(2) and r1 = − 13 . The Laplace transform of
 t
the non-homogeneous term, L{ 21 } = G(s) = s+ln(2) 1
, introduces an additional real
pole, sv,1 = − ln(2). Thus, r0 = sv,1 is a negative real pole of order M = 2.
Since the condition ac + b = 0 is satisfied, then the exact location of the remaining
complex poles is given by: sk = ln(c)+2kπ
τ
i
= − ln(2) + 2kπ i for k ∈ Z\{0}. Note
that Re(r0 ) < 0, Re(r1 ) < 0, and Re(sk ) < 0 for all k. Thus, we expect the solution
to be asymptotically stable. Employing the ILT, one gets the LTM solution of y(t):
  ∞   
N (s) + G(s) st N (s) + G(s) st
y(t) = lim e + 2 Re lim e
s→r1 D  (s) s→sk D  (s)
k=1
 
d 
+ lim (s − r0 )2 Y (s)est .
s→r0 ds

The solution of NDDE Example 2 via MoS (over m = 20 intervals) and LTM (n = 100
terms) in Maple is shown on the left-hand side of Fig. 7. We notice that as t → ∞,
y(t) → 0. This is due to the fact that all poles have negative real parts. The right-hand
side of Fig. 7 plots the error between MoS and LTM.

Example 3 Consider the following NDDE:

1 1 9 
y  (t) = y(t) − y(t − τ ) + y (t − τ ), t > 0,
10 10 10
y(t) = φ0 (t) = 1 + 5t(τ + t), t ∈ [−τ, 0], (22)

123
12 Page 14 of 17 M. Sherman et al.

(a) (b)

Fig. 8 Solution results of Eq. (22) over t ∈ [0, 24τ ] (n = 100 terms): plot of a the solution y(t) via MoS
and LTM and b error e Map (t)

where τ = 1. The characteristic equation of the system is:

1 e−s 9s
D(s) = s − + − e−s ,
10 10 10

which has a real pole at r0 = 0 of order M = 2. In [28], it was shown that when
c > 0 and for sufficiently large k ∈ Z\{0}, the remaining complex poles lie relatively
close to the imaginary axis, and can be approximated with the initial guesses sk ≈
ln(c)+2kπ i
τ ≈ −0.1054 + 2kπ i. Employing the ILT, one gets the LTM solution of y(t):

    
d  2
∞
N (s) st
y(t) = 2 Re lim e + lim s Y (s)e st
. (23)
s→sk D  (s) s→0 ds
k=1

The solution of NDDE Example 3 via MoS (over m = 24 intervals) and the LTM
(n = 100 terms) in Maple is shown on the left of Fig. 8 . The terms in the infinite
sum become negligible as t → ∞ because all of the complex poles have negative real
parts. Therefore, as t → ∞, y(t) → ∞. More specifically
   
d 2 1363 5
lim y(t) = lim (s Y (s)) + lim (s Y (s)) t =
2
+ t. (24)
t→∞ s→0 ds s→0 6498 57

Notice that the real pole at r0 = 0, of order 2, introduces the linear growth term,
resulting in a behavior that is in some way analogous to the resonance phenomenon.
Figure 8b plots the error between MoS and LTM.

4 Conclusions

In this work, we extended the Laplace transform method to obtain the analytic solutions
for linear RDDEs and NDDEs which have real and complex poles of higher order.
The procedure is similar to the one where all of the poles are order one, but requires
one to use the appropriate modifications when using Cauchy’s Residue Theorem for
the poles of higher order. This, as a consequence, introduces at least one additional
term in the series solution which is typically of a different form to those at the simple
poles. The process for obtaining the solution relies on computing the relevant infinite

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Analytic solutions of linear neutral and non-neutral... Page 15 of 17 12

sequence of poles and then determining the Laplace inverse, via the Cauchy residue
theorem. For RDDEs, the poles can be obtained in terms of the Lambert W function,
but for NDDEs,the complex poles, in almost all cases, must be computed numerically.
In [28],the authors derived a formula which provides an approximation for the location
of the complex poles. In some cases, however, this formula does provide one with the
exact location of the poles, and therefore, numerical methods are not required.
We found that an important feature of first-order linear RDDES and NDDES with
poles of higher order is that it is possible to incite the resonance phenomena, which, in
the counterpart ordinary differential equation, cannot appear. This phenomenon can
occur for instance when a complex pole has order two. For any NDDE which requires
one to compute the complex poles numerically, it is essentially impossible to introduce
a non-homogeneous term that guarantees a repeated complex pole. Since the complex
poles are computed with numerical methods, almost always these complex poles have
infinitely many digits, and therefore, it is difficult to have a non-homogeneous term
that generates this type of complex pole. However, it is possible to select parameter sets
that ensure that the formula for the approximate location of the complex poles provides
one with the exact location of these poles. Therefore, we were able to design NDDEs
with complex poles of higher order. We show that despite the presence of higher order
real and complex poles or resonance phenomena, the LTM is able to generate accurate
solutions of linear RDDEs and NDDEs. These solutions are even more accurate for
larger t values. This is a main strength of the method since oftentimes the MoS can
only provide the solution for the first few time intervals.
Author Contributions MS, GK,and GGP wrote the main manuscript text and prepared all figures. All
authors reviewed the manuscript.

Funding Open access funding provided by SCELC, Statewide California Electronic Library Consortium

Declarations
Conflict of interest The authors declare that they have no conflict of interest.

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