Special functions, orthogonal polynomials, harmonic analysis, ODE's, differential relations, calculus of variations, approximations, expansions, asymptotics.

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2
votes
1answer
117 views

An extreme of Jacobi elliptic function on an interval

Consider the Jacobi elliptic function $sn(\cdot,k)$ restricted to the interval $(0,2K)$, where $K=K(k)$ is complete elliptic integral of the first kind. If $0<k<1$, then it is well known the ...
9
votes
1answer
211 views

Normal approximation of tail probability in binomial distribution

My problem: From the Berry--Esseen theorem I know, that $$\sup_{x\in\mathbb R}|P(B_n \le x)-\Phi(x)|=O\left(\frac 1{\sqrt n}\right),$$ where $B_n$ has the standardized binomial distribution and $\Phi$ ...
4
votes
1answer
68 views

Getting out a system of linear ODEs by knowing the Magnus expansion

Assume we are given for a transition between two time points $t_0 = 0$ and $t_1$ a matrix relationship, eventually describing the solution of a system of linear with non-constant coefficients, ...
2
votes
1answer
113 views

A question about viscosity solutions

Let $A:=[a,b]$ be a closed interval in $\mathbb{R}$. Let $F(x,p,q,r)$ be a function from $[a,b]\times \mathbb{R} \times \mathbb{R} \times\mathbb{R} \rightarrow \mathbb{R}$ describing a second order ...
2
votes
1answer
104 views

Rate of convergence of ergodic averages related to irrational rotation

Let $\alpha$ be an irrational number, consider the basic dynamical system $T^{n}(0) = \{n \alpha\}$ where $\{.\}$ denotes the fractional part. Let $a < b$ be two numbers in $[0, 1]$. Then by ...
11
votes
0answers
177 views

Surprising approximate identity

While answering this MO question Connection between Bernoulli numbers and Riemann-Siegel theta function? Dan Romik found the following surprising approximate identity: $$\ln{8\pi}\approx \pi\left[ ...
2
votes
0answers
59 views

Optimal condition for the weak convergence of the jacobian determinant

Whenever $n<q,$ it is known that given a sequence $\{ u_{k} \}$ which is weakly convergent in $W^{1,q}(U)$ one has that the Jacobian determinants $\text{det} Du_{k}$ converge weakly in ...
0
votes
0answers
45 views

A question about the approximation of convex cones

I have the following question which maybe is too naive. Let $K$ be a convex cone on $\mathbf{R}^n$. Can we approximate $K$ by a sequence of polyhedral convex cone $K_i$ such that for any compactly ...
3
votes
2answers
163 views

Name for an orthogonal decomposition of $L^2 (\mathbb{R}^2; \mathbb{C})$

The space $L^2 (\mathbb{R}^2; \mathbb{C})$ can be decomposed as $$ L^2 (\mathbb{R}^2; \mathbb{C}) = \bigoplus_{k \in \mathbb{Z}} L^2_k (\mathbb{R}^2; \mathbb{C}), $$ where $$ L^2_k (\mathbb{R}^2; ...
5
votes
0answers
62 views

How to derive explicit bound for the solution of following equation?

Let's have equation $$ y''(t) + \left(\frac{3}{16t^{2}} + \frac{a}{t} -\frac{b}{t^{\frac{5}{4}}}cos(2t)\right)y(t) = 0, \quad t \in (1, \infty), \quad a, b > 0 $$ How to derive explicit upper bound ...
2
votes
0answers
177 views

Hartogs's extension theorem

Let $(P,H)$ be a Euclidean Hartogs figure in $\mathbb{C}^n$, and let $f:H\to \mathbb{C}^n$ be a holomorphic injective map. Then we know that $f$ extends holomorphically to the polydisc $P$, i.e. there ...
1
vote
0answers
53 views

Derivatives of $O$-regular varying functions are $O$-regular varying functions?

The Monotone Density Theorem for regularly varying functions says, in essence: Theorem (Monotone Density Theorem). Let $f$ be a differentiable regularly varying real-function of index $\rho$ ...
1
vote
0answers
33 views

How to treat equation with alternating square of frequency?

Let's have equation $$ \tag 1 \frac{d^{2}y(t)}{dt^{2}} +\omega^{2}(t)y(t) = 0, \quad t \in (t_{\text{in}}, \infty) $$ Here $$ \omega^{2}(t) = A(t) - B(t)cos(2t), $$ and functions $A(t), B(t)$ have ...
6
votes
1answer
459 views

An elementary lower bound on the number of primes

Recall the second Chebyshev function: $$\psi(x) = \sum_{p \leq x} \lfloor \log_p x \rfloor \log p$$ where $x$ is a positive integer, and $p$ runs over all primes $\leq x$. In a hunt for an ...
1
vote
1answer
136 views

Is this function concave or convex? [closed]

let $g_{n,\gamma}(\sigma)$ be the function defined as the following $$ g_{n,\gamma}(\sigma)= \left(\frac{(\sigma-1)^2 +\gamma^2}{\sigma^2 +\gamma^2} \right)^{n/2} T_n\left( \frac{\sigma(\sigma-1) ...
0
votes
0answers
39 views

Mathieu equation instability

Let's have Mathieu equation: $$ \tag 1 \frac{d^2y(x)}{dx^2} +(A -2q\times cos(2x))y(x) = 0, \quad q\geqslant 1, \quad A > 2q $$ This case is different from the famous case $q << 1, A> ...
6
votes
1answer
120 views

Asymptotic behaviour of an integral

For $k\in\mathbb{N}_{0}$ and $x\in\mathbb{R}$, define $$I_{k}(x):=\int_{0}^{\pi/2}\cos(xg(\theta))\sin^{2k}\theta\,\mathrm{d}\theta$$ where ...
3
votes
0answers
149 views

Dynamics of an inequality

The dynamics $D\ni(r_i,r_{i+1})\mapsto(r_{i+1},r_{i+2})\in D$ on the set $D:=\{(x,y)\in\mathbb{R}^2\colon x>0,y>x^2/2\}$ is given by the recurrence $$r_{i+2}=\frac{r_{i+1}^2}2+\frac1{r_{i+1}^3} ...
6
votes
2answers
182 views

differential equation of conics

Function $y(x)$ on the plane defines a conic (strictly speaking, at most second order algebraic curve) if and only if $\frac{d^3}{dx^3} (y'')^{-2/3}=0$. What is intuition behind this? How may I see ...
5
votes
0answers
90 views

Functions on [0,1] with positive fractional series coefficients and symmetric under x->1-x

Suppose a function $g(x)$ has a convergent power series expansion with real (not necessarily integer or rational) exponents on $[0,1]$ of the form $$ g(x)=\frac{1}{x^\delta}(1+\sum_{i=1}^\infty c_i ...
1
vote
1answer
55 views

A Statement from Brauer and Nohel's book on stability of time-depending linear systems

On page 158 (The qualitative theory of differential equations; an introduction) the authors cite a $2 \times 2$ counterexample by Vinograd to the system $y'=A(t)y$, where $$ A(t) = \left( ...
7
votes
2answers
407 views

The sum of a series, continued

In this question the OP asks whether the sum $$ f(q, \alpha) = \sum _{k=1}^{\infty } \frac{q^k \left(q^k-1\right)^\alpha}{(q;q)_k} $$ is ever zero. An experiment with Mathematica indicates, to any ...
12
votes
0answers
111 views

Interval arithmetic with different definitions of intervals

Interval arithmetic normally deals with intervals defined as $[a,b]$ with rules like $$[a,b]+[c,d]=[a+c,b+d]$$ I am interested in interval arithmetic with different interval definitions such as ...
4
votes
1answer
145 views

Hyperfunctions supported at a point

Is it true that the space of hyperfunctions on $\mathbb{R}^n$ supported at 0 coincides with the space of Schwartz distributions supported at 0? More explicitly, is it true that any hyperfunction ...
4
votes
0answers
63 views

Applications and main properties of hyperfunctions

I am trying to get familiar with hyperfunctions, and I do have some familiarity with the classical theory of distributions. I am wondering whether hyperfunctions have any advantages over ...
10
votes
5answers
577 views

Identities and inequalities in analysis and probability

Usually, at the heart of a good limit theorem in probability theory is at least one good inequality – because, in applications, a topological neighborhood is usually defined by inequalities. Of ...
1
vote
0answers
99 views

Algorithm for finding eigenfunctions

I have an $ L^2(\mathbb{R}) $ operator that looks like $$ \Omega = \int \partial\phi(a, b)\ \ |b, a\rangle \langle b, a |, $$ where $ \langle x | a, b \rangle = f_a(x - b) e^{x^2/2} $ and $ f_a \in ...
54
votes
6answers
2k views

Why does $d^n \exp(-x-x^{-1})/(dx)^n$ only have $n$ positive real zeroes?

Set $f(x) = \exp(-x-x^{-1})$. An easy induction shows that $$\frac{d^n}{(dx)^n} f(x) = \phi_n(x^{-1}) f(x)$$ for $\phi_n$ a polynomial of degree $2n$. Clearly, the roots of $\phi_n(x^{-1})$ are the ...
10
votes
2answers
618 views

What's a good introduction to category theory for someone doing analysis?

I do functional analysis, and diagrams are popping all over the place. It is about time I learned me some category theory. Any recommendations?
0
votes
1answer
87 views

Fit a system of linear ODEs from several experiments

Assume we are given several initial vectors $x^{(1)},\ldots,x^{(r)} \in \mathbb{R}^n$, where the dimension $n=6$ (in any event a number below 10) , and the number of initial vectors $r$ is in the ...
0
votes
0answers
32 views

Explicit solution for a variational inequality?

Assume $\eta_t \in \mathbb{R}$ is a given continuous function depending on time. It is known that if we look for a continuous solution $\zeta_t \in \mathbb{R}$ depending on time of the following ...
25
votes
5answers
964 views

How many rearrangements must fail to alter the value of a sum before you conclude that none do?

This will not be altogether unrelated to this earlier question. For which classes $C$ of bijections from $\{1,2,3,\ldots\}$ to itself is it the case that for all sequences $\{a_i\}_{i=1}^\infty$ of ...
1
vote
0answers
27 views

Error bounds for approximation with dyadic sums of polynomials

Are there any bounds known for approximating a genuine multidimensional polynomial function with a sum one-dimensional polynomials over the independent variables? In the 2-dimensional case the ...
0
votes
0answers
90 views

Integral inequality with Hardy's inequality

Let $f\in C_{0}^{\infty}((-1,1))$. Prove that for any $t\in (-1,1)$ we have $$(f(t))^4\le ...
2
votes
0answers
69 views

Point Spectrum of a Second Order System of Differential Equations

Consider the following operator acting on $H^1(\mathbb{R})$ $$ \mathcal{L} \left(\begin{array}{c} \phi \\ \psi \end{array}\right) = -\left(\begin{array}{c} \phi \\ \psi \end{array}\right)'' + V(x) ...
3
votes
1answer
133 views

Symplectic geometry and stability of orbits

I am looking for a theorem (read it once, but forgot about it and would now like to find a reference with proof): In symplectic geometry (at least for some particular subset of $\mathbb{R}^2$), there ...
18
votes
1answer
462 views

Rearrangements that never change the value of a sum

I posted this question on math.stackexchange.com and so far the only answer posted (also mentioned in the comments under the question) shows that one of my rash initial guesses about the bottom-line ...
0
votes
0answers
37 views

Distance minimization and submodular functions

I have a question about square distance minimization and submodular functions. Suppose I have a random variable $X = (X_1,...,X_n)$ over $\mathbb{R}^n$. Let $x$ be a realization of this random ...
2
votes
1answer
103 views

Two ODEs, why is one the solution of the other? (Caratheodory ODE)

This question is based on Zeidler II/B, Problem 30.2. Consider the ODE: find $u:[0,T] \to \mathbb{R}^n$ s.t. $$u'(t) = F(t,u(t))$$ $$u(0) = u_0$$ given $F:[0,T]\times \mathbb{R}^n \to \mathbb{R}^n$ ...
0
votes
0answers
70 views

Is there a space in which the $\vec a$ in $\sin(a_1\cdot x)+\sin(a_2\cdot x)$ is linear?

Suppose one has equations of the form $\sin(a_1\cdot x_i)+\sin(a_2\cdot x_i)=y_i$ for $i = 1, \dots, n$ (there are also amplitudes and phase shifts, but let's ignore these for now). I want to solve ...
1
vote
1answer
73 views

Runge-Kutta convergence [closed]

I am facing a problem solving a ODE with a Runge-Kutta 4th order method: The expression in order to solve is : \begin{equation} Ay^{''}+By^{'}+Cy= Cu \end{equation} \begin{equation} y =OUTPUT ...
5
votes
1answer
247 views

Derivative in terms of finite differences

Consider expanding the differentiation operator in terms of the forward difference operator as $f' = \log(1 + \Delta)f = \displaystyle \sum_{n = 1}^{\infty} \frac{(-1)^{n + 1}\Delta^n f}{n}$. For some ...
0
votes
0answers
36 views

Systems of stochastic differential equations with non-Lipschitz coefficients

I am looking for references to any literature which might consider the existence / behavior / regularity of solutions to systems of stochastic differential equations with non-Lipschitz coefficients. ...
2
votes
1answer
156 views

Hamiltonian flow local diffeomorphism?

I am currently reading Arnold's proof of the Darboux theorem in his book on classical mechanics and fail to understand some point. The background So he wants to show that any symplectic form is ...
2
votes
2answers
242 views

Reference request: using integral equations to study asymptotics of ODEs

I was told by my supervisor that one way to study the asymptotic behaviour of solutions to ODEs is "to reformulate them as integral equations, and use fixed-point kind theorems on the resulting ...
1
vote
0answers
45 views

Most general hypotheses to have matrix-exponential as solution of linear matrix-ODE? [closed]

What are the most general hypotheses under which the exponential function $\exp(-B(t))$, with $B(t)$ the indefinite integral of a real Lebesgue-integrable $d\times d$-matrix function $A(t)$, solves ...
0
votes
2answers
100 views

Class of analytically-integrable divergence-free vector fields?

Is there an "interesting" class of analytically-integrable, divergence-free vector fields over $\mathbb{R}^2$ and/or $\mathbb{R}^3$? That is, I'm looking for a large class of vector fields given by ...
7
votes
2answers
162 views

Integral inequality similar to Hardy's inequality

I am not very sure if that's research level, I hope you don't find it too elementary for this place. I am trying to solve the following puzzle: We are given a real function $f$, where $f(x) \geq 0$ ...
0
votes
0answers
59 views

When is the discrete logarithmic energy not approximable by its ostensibly more general counterparts?

In my answer at Maximum of the Vandermonde determinant / minimum of the logarithmic energy it is shown that that for each large enough natural $n$ there is some $a=(a_0,\dots,a_{n-1})$ with ...
13
votes
4answers
431 views

Maximum of the Vandermonde determinant / minimum of the logarithmic energy

The problem is to find the asymptotics (as $n\to\infty$) of the maximum (say $M_n$) of the Vandermonde determinant $$V_n:=\prod_{0\le i<j\le n-1}(a_j-a_i) $$ over all $a_0,\dots,a_{n-1}$ such ...