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

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18
votes
1answer
486 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
38 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
105 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
78 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
251 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
38 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
158 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
248 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
47 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
105 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
167 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 ...
14
votes
4answers
474 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 ...
2
votes
1answer
205 views

An elementary functional inequality

Let $g$ be a $C^1$ function with $g(0)=0$ and $g(t)>0$ for all $t>0$. I am surprised that for all such $g$ the following seems to hold $\frac{\int_0^t(g'(s))^2ds}{g^2(t)}\geq \frac{1}{t}$ for ...
1
vote
1answer
87 views

Convergence of sequence of polynomials defined by boundary conditions

I'm sorry if my question sounds trivial, but analysis is not my field. Consider the interval $[a,b]\subset \mathbb{R}$. On $[a,b]$, for every $n\in\mathbb{N}$, $n\ge 3$, I define the polynomials ...
5
votes
1answer
176 views

Unicity of additive, $(-1)$-homogeneous, and shift invariant probability measures on $\mathbf N^+$

Let $\mathcal D$ be the set of all (finitely) additive probability measures $\mu^\ast: \mathcal P(\mathbf N^+) \to [0,\infty[$ such that $\mu^\ast(k \cdot X + h) = \frac{1}{k} \mu^\ast(X)$ for all $X ...
2
votes
0answers
70 views

Does there exist $k\ge2$ s.t. $X \subseteq \mathbf N^+$ has positive upper Banach density if the counting function of $X$ is $\gg n/\log^{[k]}(n)$?

Does there exist an integer $k \ge 1$ such that ${\sf bd}^\ast(X) > 0$ whenever $X \subseteq \mathbf N^+$ and $\pi_X(n) \gg \frac{n}{\log^{[k]}(n)}$ as $n \to \infty$? Here, ${\sf bd}^\ast$ is the ...
0
votes
0answers
90 views

The following ODE global existence theorem reference?

There is an ODE existence theorem of the form: Let $f:[a,b]\times \mathbb{R}^n \to \mathbb{R}^n$ be a Caratheodory function. Suppose that there is a constant $c$ such that if $y$ is a ...
2
votes
2answers
136 views

Are all mixtures of these unimodal functions unimodal?

Let us say that a function $F\colon(0,\infty)\to\mathbb{R}$ is increasing-decreasing if, for some $c\in[0,\infty]$, $F$ is non-decreasing on $(0,c]$ and non-increasing on $[c,\infty)$. Is it true that ...
4
votes
1answer
266 views

Ref. request: Additive probability measure on $\mathcal P({\bf N})$ supplies subset of $\mathbf R$ without Baire property

ZFC proves, among the other things, the existence of a (finitely) additive probability measure $\theta: \mathcal P(\mathbf N) \to \mathbf R$ on the power set of $\mathbf N$ such that $\theta(X) = 0$ ...
2
votes
1answer
87 views

Numerical solution of singular ODE

Consider the singular ODE $y''+\frac{y'}{r}+p(r)y=0 \ \ with \ \ y(0)=1 \ \ and \ \ y'(0)=0$. Theoretically such solution exists and is unique if $p$ is nice. Is there a method to numerically ...
4
votes
0answers
3k views

Eliminating Gibbs phenomenon, and approximating with jumping functions in Fourier Analysis : An attempt and a question in this regard

This problem seems like a nightmare to me. I tried to expand $K_{\omega}^f(t)$, but I am clueless of getting some kind of a closed form or some kernel like structure. If I try to take ...
1
vote
0answers
180 views

p-adic asymptotic analysis

There is a huge field of asymptotic expansions and such over the real and complex fields (see Bender and Orszag, or Copson, or Whittaker and Watson). How different is the theory over p-adic fields? ...
4
votes
0answers
166 views

Evaluate a multiple integral

I want to compute this integral and I would appreciate any help: $N\geq 1$ is fixed. $$I_N=\int_{0\le r_n\le r_{n-1}\le\cdots\le r_1} e^{-(r_1^2+\cdots+r_n^2)} \prod_{i<j} \sinh(r_i-r_j) ...
1
vote
0answers
138 views

First to note the relation between Stasheff polytopes (associahedra) and compositional inversion?

In my answer to MO-Q: Enumerative geometry and nonlinear waves, I outline the relation between the refined face polynomials of the Stasheff polytopes (associahedra) and the partition polynomials for ...
10
votes
2answers
473 views

The space of polynomials with all real roots

The question stems from an attempt to answer a question of David Speyer. Let $R \subseteq \mathbb{R}^n$ be the space of coefficients of all polynomials of degree $n$ whose all roots are real, i.e. $R ...
49
votes
3answers
5k views

Is this differential identity known?

Recently I discovered the differential identity $$ \frac{d^{k+1}}{dx^{k+1}} (1+x^2)^{k/2} = \frac{(1 \times 3 \times \dots \times k)^2}{(1+x^2)^{(k+2)/2}}$$ valid for any odd natural number $k$; for ...
2
votes
1answer
146 views

Construct smooth functions with prescribed derivatives

To be specific, suppose we are given a sequence of smooth functions $\{f_k\}_{k\geq 0}$ on flat torus $\mathbf{T}^2$(you may think of it as doubly periodic functions on $\mathbf{R}^2$ and smooth). ...
6
votes
1answer
303 views

Dominated convergence to characteristic function

Let $\phi_m(x):=\chi_{[0,1]} * \chi_{[0,1]} *...* \chi_{[0,1]}$ be the m -times convolution (so $m+1$ characteristic functions are involved). Then the Fourier transform of this function is given by ...
3
votes
2answers
413 views

Who needs a symmetric upper asymptotic density on the integers?

The upper asymptotic density on $\mathbf Z$, viz. the function $$ {\sf d}^\ast: \mathcal P(\mathbf Z) \to [0,1]: X \mapsto \limsup_{n \to \infty} \frac{|X \cap [1,n]|}{n}, $$ has a ''symmetric ...
5
votes
0answers
51 views

Value of prolate speroidal wave function at 0

I have a very basic question about prolate speroidal wave functions that can be defined as eigenfunctions to the following integral equation: $$ \lambda\cdot \psi(x) = \int_{-1}^{1}\frac{\sin ...
25
votes
0answers
521 views

Finding a path through real rooted polynomials

This is a lemma I wanted in order to solve Patrizio Neff's conjecture. It turned out to be the wrong way to think about it, but I am still curious if it is true. Let $z^n+a_{n-1} z^{n-1} + \cdots + ...
7
votes
2answers
304 views

Radial limit does not exist almost everywhere

Problem 4 in Chapter 4 of Stein's book "Real Analysis" says $\sum_{n\geqslant 0}z^{2^n}$ doesn't have radial limit as $z$ approaches the unit circle from inside almost everywhere. It's fairly easy ...
3
votes
0answers
106 views

Reference for a lemma on the asymptotic upper density of special sets with large gaps and intervals

Update. Based on Anthony Quas' comment below, the proof can be made sensibly shorter and the lemma can be slightly generalized by weakening the old assumption (iii). In a joint paper that I am ...
3
votes
1answer
174 views

A question on the Frechet derivative

Suppose the derivative of a functional is given by \begin{equation*} \int_{\Omega}(\vec{v}.\nabla u)|\nabla u|^{p-2} \phi=\int_{\Omega}\nabla.(u\vec{v})|\nabla u|^{p-2} \phi,~\phi\in ...
3
votes
1answer
85 views

Hyperelliptic generalization of Euler's formula

Are there any hyperelliptic generalizations of the following formula, first proved by Euler in 1782, ...
0
votes
0answers
58 views

Compact embedding for Bochner spaces

I was reading some topics about the Bochner integral, and this question arises: Assume we have a sequence $u_n \in H^s(0,2\pi,L^2(\mathbb{T}))$ converging weakly to $v$ for all $s \in (\frac12, ...
10
votes
1answer
315 views

On the independence of lower and upper asymptotic and Banach densities

Given a set $X \subseteq \mathbf N^+$, denote by $\mathsf{d}_\ast(X)$ and $\mathsf{d}^\ast(X)$, respectively, the lower and upper asymptotic (or natural) density of $X$, viz. $$\mathsf{d}_\ast(X) := ...
9
votes
1answer
346 views

Sard's Theorem For Banach Spaces

Given a smooth map from $\phi: B \rightarrow M$ where $B$ is a Banach Space and $M$ is a finite dimensional smooth manifold (for example, the end point map for a control system), what is the strongest ...
0
votes
1answer
129 views

Quadratic stability of linear time varying system

(This question was originally asked at Math.SE, where it didn't receive any answers.) Consider the linear time-varying system $$ \dot{x} = A(t) x, $$ where $x \in \mathbb{R}^n$ and $A: [0,+\infty) ...
0
votes
0answers
163 views

Closed form for convolution of two-dimensional Gaussian with characteristic function of a disk

Is there a closed form expression for the convolution of a two-dimensional (elliptical) Gaussian function with the characteristic function of the interior of an ellipse? The motivation is that I have ...
3
votes
1answer
240 views

An integral equation

I have a Fredholm integral equation of second kind $$\frac{-1}{2\pi \omega'^2}+\int_{-\infty}^{\infty}\frac{1}{\pi ...
0
votes
0answers
71 views

Derivative of a conjugation of matrices

Let $\mathcal{M}_n$ be the space of complex $n\times n$ matrices. Let $\Phi\colon \mathbb{D}\to \mathcal{M}_n$ and $\psi \colon \mathbb{D}\to \mathcal{M}_n$ be holomorphic functions. Consider the ...
5
votes
1answer
109 views

Gradient flow in simple settings

I would like to solve an equation of the type $\partial_t X = \nabla U (X)$ in $\Omega \subset\mathbb{R}^2$ with an initial condition. I know that under some conditions, $X(t)$ will converge to a ...
1
vote
0answers
51 views

help with an asymptotic estimate for a certain product

(I apologize in advance if this question is not suitable for Math Overflow, but it came up in a research problem and thought perhaps I could find some help here.) I'm having difficulty finding an ...
6
votes
2answers
886 views

A (likely) positivity property of the Lerch zeta-function

The problem is to show that $\Re L(b/2,1/2,p+1)>0$ for all real $b\ne0$ and all real $p>-1$, where $$L(\lambda,c,s):=\sum_{k=0}^\infty\frac{\exp(2\pi i\lambda k)}{(k+c)^s}$$ is the Lerch ...
3
votes
1answer
155 views

On nonlinear fractional field equations

In a paper by Vazquez I read that an interesting variant of fractional diffusion (where the fractional operator is usually $(-\Delta)^s$) could be $(I-\Delta)^s$. Therefore I am wondering if there are ...
4
votes
1answer
112 views

Uniform boundedness of eigenfunctions of an elementary differential operator

Consider a differential operator $L=(-1)^ma(x)\frac{d^{2m}}{dx^{2m}}$, with boundary value conditions $u^{(j)}(0)=u^{(j)}(1)=0, j=m,m+1,\ldots,2m-1$, where $m\ge1$ is an integer and $a(x)>0$ is ...
2
votes
1answer
315 views

Does the following type of Gronwall inequality hold?

Let $I=[0,b)$, $b< \infty$. Suppose $u$ is a positive bounded measurable function on $I$. $v(s)$ is a positive, smooth function on $I$. Note that $u(b),v(b)$ may be $0$. Suppose that $$ u(t) ...