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A linear autonomous differential equation with small delay is considered in this paper. It is shown that under a smallness condition the delay differential equation is asymptotically equivalent to a linear ordinary differential equation with constant coefficients. The coefficient matrix of the ordinary differential equation is a solution of an associated matrix equation and it can be written as a limit of a sequence of matrices obtained by successive approximations. The eigenvalues of the approximating matrices converge exponentially to the dominant characteristic roots of the delay differential equation and an explicit estimate for the approximation error is given.

Approximation of a Linear Autonomous Differential Equation with Small Delay