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

learn more… | top users | synonyms

1
vote
1answer
121 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
171 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
386 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
141 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
139 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
179 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
240 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
250 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
102 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
68 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
220 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 ...
0
votes
1answer
166 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
319 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
517 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
406 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
95 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
316 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
96 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
146 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
280 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
117 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
962 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
112 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 ...
5
votes
1answer
270 views

Can one use the continuity method to show that the two dimensional hyperbolic space can be immersed in five dimensional Euclidean space?

First of all, I must clarify at the outset that I am simply asking if there is an alternative way to solve an already known problem. It is known that the answer to my question is yes. The problem is ...
3
votes
0answers
210 views

May a globally bounded G-function have a logarithmic branching? (On a conjecture of Ruzsa)

By a "globally bounded $G$-function," following G. Christol, I will mean a solution to a (minimal) linear differential equation on $\mathbb{P}^1$ (then necessarily of the Fuchsian type and with ...
1
vote
0answers
135 views

weak form in Hamilton Jacobi PDE and to include an Dirichlet bound conditions

I tried to solve the next nonlinear PDE with finite elements, therefore I need to make a weak form for: $$\frac{\partial u}{\partial t}+\nu(\vec{x},t) \|\nabla u\| = 0$$ and to integrate the ...
-1
votes
1answer
102 views

Proving convergence of an integral-differential equation [closed]

I have a second order nonlinear ordinary differential equation which I transformed into an integral-differential equation by multiplying the ODE by $y'$ and integrating. My question is where can I ...
2
votes
0answers
128 views

A natural tower of bundles over Grassmannian manifolds

There is a well-known exact sequence of vector bundles $$ 0\to U\to T\to N\to 0 $$ over a Grassmannian manifold $Gr(V,n)$: the fibers over $L\in Gr(V,n)$ are, respectively, $L$ itself, the whole $V$ ...
2
votes
1answer
219 views

Non-linear 1st order difference equation

I have been trying to solve the following difference equation for some time now : $$u^3(n+1) = a - b\cdot u^2(n) + u^3(n), \qquad a \ne 0 \ne b$$ I have tried various substitutions, simplifications ...
1
vote
0answers
35 views

requiring reference on the error bounds for the asymptotic expansions of an ODE of order greater than two

Let \begin{equation} \sum_{j = 0}^{n} a_{ j}(z) w^{(j)} = 0 \end{equation} be an ODE of order $n$, with $a_n(z) = 1$, $a_j(z) = a_{j, 0} + a_{j, 1} z^{-1} + ...$ holomorphic at $\infty$. It has a ...
2
votes
0answers
101 views

How to find solutions of non-linear ODE with particular BCs

What are some methods, numerical or otherwise, of finding solutions to nonlinear ODEs that satisfy particular boundary conditions? In particular, I'm looking for curves y(s) constrained to a ...
2
votes
0answers
150 views

Differential Equations vs Difference Equations

My question is: Is there a duality between a solution of an ODE,PDE,SDE or integral equations with their analog counterpart in the discrete domain? I mean if I know a solution to the difference ...
0
votes
1answer
109 views

The solvability of a Hölder ODE [closed]

The problem is follow, I want to know weather there is a function $u\in \text{C}^{0}\left((-1,1)\right)$ but not $\text{C}^1((-1,1))$, such that $\lim\limits_{h\rightarrow ...
2
votes
0answers
69 views

Rotation number of perturbated equation

I have a differential equation on torus $(t,x)$ and well studied it's Arnold tongues for Poincare map of the circle $x(t=0) \to x(t=2\pi)$. The question is how changes rotation number when I add small ...
2
votes
1answer
242 views

Geodesics and harmonic map heat flow

I believe the answer to my question is well-known, but as I do not know too much about harmonic map flows, here it goes: Let $M$ be a complete Riemannian manifold. For a curves $c: [0,1] ...
2
votes
1answer
247 views

Best approach to solve this PDE

I need to solve this Partial Differential Equation for $\lambda(x,y)$, $$\frac{\partial \lambda}{\partial x} + h(x,y)\frac{\partial \lambda}{\partial y} - \lambda \frac{\partial h}{\partial y} = 0$$ ...
3
votes
0answers
79 views

Classical parabolic theory (PDEs)

I am reading an articule(http://link.springer.com/content/pdf/10.1007%2Fs00028-010-0085-8.pdf) so I almost done but I dont understand the next argument is in the page 8 "It is known from the ...
7
votes
2answers
240 views

Fredholm alternative result for general elliptic system?

Now I have known that Fredholm alternative result is valid for the strong elliptic system. But I'm not sure that is it still valid for the general elliptic system, in which the second-order heading ...
9
votes
4answers
806 views

Is there anyway to rewrite a partial differential equation using language of differential forms, tensors, etc?

My question is: usually, a partial differential equation, for example, those coming from physics, is written in a language of vector calculus in a local coordinate. Is there anyway (or any algorithm) ...
1
vote
1answer
110 views

Solving systems of integral equations using Volterra series

I came across this problem when trying to solve the following integral equations arising in direct scattering: $$ \begin{align} n_{11}(x,z)=1+\int_{-\infty}^xe^{-izy}u(y)n_{21}(y,z)dy, \quad ...
2
votes
1answer
523 views

Derivation of Bessel functions

I am writing a summary on a work on Fluid Dynamics that develops irrotational flow states that appear to interact amongst each other according to the equations of Electromagnetism ...
2
votes
4answers
174 views

Heat integro - differential equation

In the heat equation: $$\partial u(x,t)=D\partial_{xx}u(x,t)$$ the diffusion coefficient $D$ is in general a constant or a given function of $u(x,t)$ in the nonlinear equation. Suppose I have a ...
0
votes
0answers
76 views

elliptic equation

How to prove that (2) is the fundamental solution (1)??? $\frac{\partial}{\partial x}\left(P\frac{\partial\varphi}{\partial x}\right)+\frac{\partial}{\partial y}\left(P\frac{\partial\varphi}{\partial ...