On formal solutions of linear matrix differential-difference equations (Q1347945)

The main goal of this paper is for the matrix differential-difference equation \(Y^\prime(t)=A(t) Y(t-1)\) with \(A(t)\) a matrix power series in \(t^{-1}\) to construct a formal solution \(Y(t)\) of the type \(Y(t)=X(t) t^N e^{Q(t)}\), where \(X(t)\) is an invertible matrix over the field \(C\{t^{-1}\}\), \(N\) is a nilpotent matrix in Jordan normal form and \(Q(t)\) is a diagonal matrix that commutes with \(N\) and is of some polynomial type. It is shown that, in many cases, the formal solution to the differential-difference equation is of the same type as that to the matrix differential equation \(Y^\prime=A(t)Y(t)\), the latter is obtained by a technique developed by Hukuhara-Turritin [see \textit{W. Wasow}, Asymptotic expansion of ordinary differential equations (New York: Dover Publications) (1987; Zbl 0644.34003)]. However these solutions may have a different form when the spectrum of \(A_0\), the leading term of \(A(t)\), contains \(-e^{-1}\).