Physics Informed Neural Networks for Nonlinear Delay Differential Equations

Abstract

In this paper we propose a novel physics-informed neural network framework for solving general first-order delay differential equations. Our approach combines a differentiable history switch, a trial-solution formulation that explicitly enforces history constraints, and a segmented collocation strategy to stabilize gradient propagation across large temporal domains. The method enables a scalable and physics-consistent approximation of delay differential equation solutions while maintaining continuity across subintervals. Numerical experiments demonstrate the effectiveness of the proposed method.