Dynamics of a state-dependent delay-differential equation

Abstract: We present a detailed study of a scalar differential equation with threshold state-dependent delayed feedback. This equation arises as a simplification of a gene regulatory model. There are two monotone nonlinearities in the model: one describes the dependence of delay on state, and the other is the feedback nonlinearity. Both increasing and decreasing nonlinearities are considered. Our analysis is exhaustive both analytically and numerically as we examine the bifurcations of the system for various combinations of increasing and decreasing nonlinearities. We identify rich bifurcation patterns including Bautin, Bogdanov-Takens, cusp, fold, homoclinic, and Hopf bifurcations whose existence depend on the derivative signs of nonlinearities. Our analysis confirms many of these patterns in the limit where the nonlinearities are switch-like and change their value abruptly at a threshold. Perhaps one of the most surprising findings is the existence of a Hopf bifurcation to a periodic solution when the nonlinearity is monotone increasing and the time delay is a decreasing function of the state variable.