Ordinary or partial differential equations. Delay differential equations, neutral equations, integro-differential equations. Well-posedness, asymptotic behavior, and related questions.

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5
votes
1answer
557 views

Solve $f(x)=\int_{x-1}^{x+1} f(t) \mathrm{d}t$

Solve $f(x)=\int_{x-1}^{x+1} f(t) \mathrm{d}t$. When $f$ is a function, it looks like the only solution is $f(x)=0$. But what if we allow distributions, such as the Dirac delta?
0
votes
0answers
59 views

Existence of BVP solutions for non-linear Bessel-like equation

The basic problem: we have the differential equation $$ g''(r) + \frac{2}{r} g'(r) - \frac{2}{r^2} g(r) = F(g(r)) $$ in which $F(g)$ satisfies $F(0)=F(1)= 0$ and $F(x) > 0$ for $0<x<1$. ...
0
votes
0answers
61 views

How to apply initial conditions to the Mathieu differential equation?

The Mathieu equation was a result of the separation of variables method used on a wave equation for a string with sinusoidally changing cross-section with the coordinate, $S(x)=S_1-S_2 \cos{x}$. The ...
9
votes
1answer
282 views

An algebraic Hamiltonian vector field with a finite number of periodic orbits

Edit: There is an interesting complete answer for the second part(see the answer by Thomas Kragh). I search for an answer for the first part. 1.Is there a polynomial Hamiltonian ...
1
vote
0answers
192 views

Question on measure zero set of initial conditions in dynamical systems

[Update] Let $S \subseteq \mathbb{R}^n$ be a closed, bounded, convex set with measure $m(S)>0$ and let an autonomous dynamical system (system of ODEs) be given by $$\frac{dx}{dt} = f(x),$$ where ...
5
votes
1answer
393 views

Do exist infinitely differentiable, compactly supported non zero solutions of the free Schrodinger equation?

I would like to get an answer for the following problem (and possibly be pointed to the relevant literature): given the one dimensional free Schrodinger equation $ i \, f_t + f_{xx}/2 = 0$ for the ...
0
votes
1answer
97 views

Product of derivatives of a convex function [closed]

Given a well-behaved function $f(x,t)$ such that $\frac{\partial f}{\partial x}<0$ and $\frac{\partial^2f}{\partial x^2}>0$, is there a way to show \begin{equation} ...
4
votes
1answer
150 views

Local positivity of solutions to linear differential inequalities (Chaplygin's theorem)

According to the entry "Differential inequality" of the Encyclopedia of Mathematics http://www.encyclopediaofmath.org/index.php/Differential_inequality the following result is due to Chaplygin ...
2
votes
2answers
205 views

Any suggestions on a rigorous stochastic differential equations book?

I have been looking through some books and they are not very rigorous. Any suggestions would be great.
4
votes
1answer
98 views

For a linear dynamic system, what can we learn from its singluar value and rank?

Given a linear system $\frac{dx}{dt}=Mx$, what's the relationship between the dynamic's property and the singular value decomposition/rank of $M$ ?
3
votes
1answer
108 views

Convergence of trajectories and asymptotic stability

Say that an autonomous system $\dot{u} = f(u)$ in $\mathbb{R}^{m}$ has the property that for any two solutions $x(t), y(t)$ corresponding to initial conditions $x(0)$ and $y(0)$ the trajectories are ...
2
votes
2answers
159 views

What is the right initial domain for the Dirichlet-Laplacian on a bounded domain?

Given some bounded domain $\Omega\subset \mathbb{R}^n$ with sufficiently regular boundary (e.g. smooth boundary). Then I saw two slightly different definitions for the Dirichlet-Laplacian. Some books ...
4
votes
1answer
214 views

Question about a (relatively simple looking) differential operator and its eigenvalues

A colleague and I are interested in a specific differential operator on the reals. The differential operator L is of the form $L=-(1+x^{2})\frac{d^{2}}{dx^{2}}+c_{1}x\frac{d}{dx}+c_{2}x^{2}$ for ...
3
votes
1answer
133 views

Is the ideal membership problem solvable for differential ideals? Is there a good notion of a Gröbner basis?

Let $K$ be a field of characteristic zero. Let $\Omega = K[x_1, \dots, x_n, dx_1, \dots, dx_n]$ be the differential ring of algebraic differential forms over $K[X_1, \dots, X_n]$. Is there an ...
-1
votes
2answers
123 views

Does an implicit Runge Kutta scheme applied on a nonlinear ODE give a nonlinear set of equations to solve in each step?

We want to approximately solve an ODE $$\frac{dy}{dt} = f(y,t)$$ with the Runge Kutta method $$y_{n+1} = y_n + h \sum_{i=1}^s b_i k_i$$ $$k_i = f\left(y_n + h \sum_{j=1}^s a_{ij} k_j,\,t_n + c_i ...
25
votes
5answers
1k views

Differentiable functions with discontinuous derivatives

For years I've taught my honors calculus students about functions like (the continuous extension of) $x^2 \sin 1/x$, and for just as many years I've told them that they won't encounter functions like ...
0
votes
0answers
114 views

Prove that origin is globally exponentially stable with Lyapunov Indirect Method

I'm wondering, if we have a nonlinear system governed by $\dot{x} = Ax + g(x)$ where $||g(x)|| \leq \gamma ||x||^2$ and A is Hurwitz how can we show that the origin is globally exponentially ...
1
vote
1answer
171 views

Number of solutions of a system of equation!

Let $\Theta =(\theta_1,\ldots, \theta_n)\in {\mathbb T}^n$. I want to show that the system of equations $$ \sum_j 2\sin(\theta_i -\theta_j)+\sin(2\theta_i -2\theta_j) =0,\ \ i=1,\ldots, n, $$ has ...
4
votes
3answers
262 views

On discrete version of curve shortening flow

One can define an analogous version of the curve shortening flow for polygons in $\mathbb R^2$, namely defined by the differential equation $\dot{p_i}(t)=\frac{v_i(t)}{|v_i(t)|^2}$, where $p_i$ is the ...
2
votes
1answer
141 views

Parameter dependent differential equation in a Lie group

It is well-known that a linear differential equation in a finite-dimensional vector space depends continuously on some external parameters (for details see below). I search for an explicit reference ...
1
vote
1answer
123 views

Variety of factorizations of differential operator

Take differential operator as polynomial of letter $d$ with coefficients in some function field, where $d$ act by derivation in this function field. Call it a differential field. For simplicity let ...
3
votes
1answer
45 views

Hopf bifurcation for systems where the dynamics is homogeneous of degree 1

Consider dynamical system in dimension 3 $$x'(t)=f(x(t),d)$$ where the dynamics f is homogeneous of degree 1 and there is exactly one line of equilibrium points. This line is independent of the ...
4
votes
2answers
175 views

First order Elliptic operator

Assume that there exists a first order elliptic operator $D$ acting on functions from $\mathbb{R}^n$ to some vector space $V$. What can we conclude about $V$? For example, is the dimension of $V$ ...
1
vote
1answer
400 views

Precise versions of “differential operators are unbounded but closed linear operators”

I am trying to understand to what extent the following result of Hille is an extension of the usual theorems on differentiation under the integral sign. Theorem (Hille). Let $(\Omega,\Sigma,\mu)$ ...
-1
votes
1answer
142 views

How do I solve this nonlinear ODE with a fractional order term

Problem: Let $p$ and $q$ be two integers, and $q > p>0$. Does the following ODE have a general solution on some finite time interval $[0,T]$? If yes, how can I obtain the solution? $$ \dot ...
2
votes
2answers
141 views

Unusual Differential Equation for CDF

Consider the following differential equation $$F(cx) = F(x) + x F'(x)$$ for $c>1$. Does this differential equation belong to a some well known class? Is there a way to find all the solutions ...
3
votes
1answer
181 views

Non-linear first order ODE

This is a two part question. On one hand, I am trying to find positive solutions of the following equation: $$1-\frac{d}{dx}f=\frac{f\log(f)}{x}$$ for $x>1$. If that is not possible, I would at ...
1
vote
0answers
53 views

On global attraction of a stable node for a four dimensional nonlinear system

Consider the dynamical system on ${\mathbb R}^2\times{\mathbb I}^2$ (or ${\mathbb T}^2\times{\mathbb I}^2$) described by $$\left\{ \begin{array}{l} \dot{\theta}_1 = \omega_1 - ...
1
vote
1answer
251 views

solving elliptic system of first-order linear PDE's

I am a physicist and while solving linearized Einstein's equations, have come across a system of linear PDE's with $7$ dependent variables and $2$ independent variables. There is a subsystem which ...
2
votes
3answers
255 views

Solutions of the $\overline{\partial}$ equation in the upper half-plane

I am looking for references on solutions of the $\overline{\partial}$ equation in the upper half-plane (with conditions on the boundary). But this subject is completely outside my area of expertise ...
2
votes
1answer
208 views

Curve on a surface defined by its geodesic curvature

Suppose that $S$ is a smooth complete surface, and $c\colon [0,L]\to S$ is a smooth curve in $S$, parametrized by arc-length. Then $c$ is uniquely determined by its initial tangent vector and its ...
3
votes
0answers
103 views

Approximating solutions of non-linear differential equations

I have met a system of non-linear equations as follows, $$\frac{\mathbb{d}y_k}{\mathbb{d}t}=-(1-\alpha)y_k\sum_s{s^az_s}-\alpha y_kz_k,$$ ...
0
votes
0answers
69 views

How to construct a harmonic functions satisfying the following conditions?

Let $\Omega\subset R^2$ be a bounded domain with a smooth boundary $\partial \Omega$. Let $\Gamma_1\subset\partial$ such that $\partial\Omega\setminus\overline\Gamma_1\neq\emptyset$. Does there exist ...
4
votes
2answers
196 views

Probability of winding number of 2D Brownian Motion

Let $B_t$ be a 2D Brownian Motion with $B_0 = (1,0)$. Now, express $B_t$ in polars, that is, $B_t = (r(t), \theta(t))$. Let $\tau = \inf\{t > 0 : \theta(t) \geq 2 \pi \}$. What is $\mathbb{P}[\tau ...
2
votes
2answers
159 views

Regularity of a nonlinear ODE [Traveling wave solutions of parabolic systems]

In the book of Volpert on Traveling wave solutions of Parabolic Systems (AMS), one reads "the following assertion is readily proved and we shall not discuss it in detail". The same result is tacitely ...
4
votes
1answer
221 views

Exact Differential Equations of Order n via Pfaffian Differential Equations?

I'm wondering if somebody could both shed some light on, & offer references for more details about, this interesting quote: The derivation of the conditions of exact integrability of an ...
1
vote
1answer
168 views

Examples of functions in $W^{k,p}(\Omega)$ with exact smoothness

Please give, explicitly, a function $f:\Omega\mapsto\mathbb{R}$ such that $f\in W^{k,p}(\Omega)$ but $f\notin W^{s,p}(\Omega)$ for $s>k$. Here $\Omega$ can be a subset of $\mathbb{R}^n$ with ...
4
votes
1answer
326 views

A Differential Equation with Nested Functions

This was posted to Math Stackexchange, but got no useful answers, and the more I think about it, the harder it seems. I would like to know whether there exists a differentiable function from the ...
0
votes
1answer
533 views

Is a convex function continuous and almost everywhere differentiable? [closed]

is this statement true ? assume $f:D\rightarrow \mathbf{R} $ is a convex function where $D\subset \mathbf{R}^n$ is a convex set. $f$ is continuous and almost everywhere differentiable and in class ...
4
votes
1answer
410 views

Is there a continuous function $f$ satisfying the following Zygmund condition but not differentiable.

Suppose that a continuous function $f$ on the line and satisfies $$ |f(x+2h)−2f(x+h)+f(x)|\leq const \frac{|h|}{(\log\frac{1}{|h|})^{\beta}}\,\,\,\,\,\,\text{where}\,\,\,\, \beta \in(0, 1] $$ ...
1
vote
1answer
123 views

A nonlinear initial-boundary value problems with Taylor expansion of parameter [closed]

Let $u(x,t; \epsilon)$ satisfy the nonlinear initial boundary value problem $$ u_{tt} = (u_{x} + u_{x}^3)_{x} + u_{xxt}, \space 0 \lt x \lt 1 $$ $$ u(0,t) = 0 \\ u(1,t) = 0 \\ u(x,0) = \epsilon f(x) ...
1
vote
0answers
90 views

growth bound for solution of an ordinary integro-differential equation

I am considering the following ordinary integro-differential equation $$ A g = \sigma^2(y) + \int_\mathbb{R} \nu(y,dz) z^2 $$ where $$ A = b(y) \partial + \frac{1}{2} \sigma^2(y) \partial^2 + ...
1
vote
1answer
99 views

whether there are some books and original papers ergodic theory approach to ODE

Recently I become more and more interested in the field of ergodic theory, especially in the dimension theory and thermal formalism and its applications. People always said that most of the ideas in ...
3
votes
1answer
320 views

Path integrals for stochastic equations

Does there exist a rigorous mathematical proof for path integral representations given in the physics literature? See for example http://arxiv.org/abs/hep-ph/9912209v1 For imaginary time rigorous ...
1
vote
1answer
99 views

Monotonicity and perturbation of $J$-holomorphic curves

In a symplectic manifold $(M, \omega)$, $J$-holomorphic curves are special minimal surfaces if $J$ is compatible with the symplectic structure and the metric is induced by $\omega$ and $J$. Minimal ...
2
votes
1answer
147 views

Total variation distance between diffusion processes with different volatility coefficient

Preamble: This question is similar to the one in total variation distance between two solutions of SDE . The difference is that in my case the drift is the same but there are different diffusion ...
6
votes
1answer
288 views

Solution of linear ODE

Let $A=A(t)$ be a smooth one parameter family of $n\times n$-matrices, $n\ge 2$. It seems that the solution of linear ODE $$\dot x= Ax$$ can not be written in a closed form using $\int$, $A$, $x(0)$ ...
2
votes
1answer
118 views

Is autonomous dynamical system equivalent to one single higher-order ode?

We know that a higher-order ode can be converted to dynamical system by replacing each higher-order derivative by a new variable. What about inverse problem? Does a dynamical system convert to a ...
13
votes
5answers
977 views

Book Recommendation - PDE's for geometricians / topologists

I am looking for recommendations for a book on partial differential equations, which is not written for applied mathematicians but rather focused on geometry and applications in topology, as well as ...
2
votes
0answers
117 views

Solving ODE with negative expansion power series

I'm moving this here, as suggested from physics.stackexchange. The original is here. So, I need to solve a system of ODE, using negative power expansion. I will give all the necessary equations and ...