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

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1answer
177 views

Analytic vector fields on surfaces which have infinite number of singularities

Let $X$ be an analytic vector field on a compact oriantable surface $S$ with volume form $\omega$. We denote the set of its singularities by $Z(X)$. A local question Is there an analytic vector ...
2
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1answer
501 views

how to solve this system of nonlinear differential equations

I want to solve this system \begin{align*}\tag{*} x'(s)=x^2(s)+y(s), y'(s)=x(s)y(s) \end{align*} with initial conditions $$x(0)=t, y(0)=t,$$ where $t\not=0.$ With the help of Maple, the solution is ...
2
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1answer
152 views

Global Solutions of Ordinary Differential Equations

Background Let $f: [0, \infty) \times {\mathbb R}^n \rightarrow {\mathbb R}^n$ be a jointly measurable function satisfying, $f(t, \cdot)$ is locally Lipschitz for every $t \geqslant 0$, for every ...
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1answer
382 views

Teaching profession:Differential Equations and Mean Value Theorems

Usually I teach Algebra,Algebra and Geometyry, Topology, at various University levels. This semester (Spring 2014) I have to teach Differential Equations to University second year students (4th ...
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0answers
172 views

Scattering for rapidly decaying solutions of NLS

Cazenave and Weissler proved in their paper "Rapidly Decaying Solutions of the Nonlinear Schrödinger Equation" the following property. Given the problem \begin{equation} \left\{ \begin{array}{rl} ...
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0answers
50 views

Green function and translational symmetry

I have met this problem in solving the classical field theory of a scalar field with a cubic term. I am able to solve exactly each equation, given in a form of odes, but this question escapes my ...
5
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1answer
215 views

Fourier expansion of Takagi-function (everywhere non differentiable function).

Let us consider Takagi-function defined by $T(x) \colon\!= \sum_{n=0}^{\infty}s(2^nx)/2^n$, where $s(x) \colon\!\!= \underset{n \in {\Bbb Z}}{\mathrm{min}} \,|x-n|$. $T(x)$ has its period $1$, so ...
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1answer
137 views

Solution of an Ordinary Differential Equation

I'd like to know if there is an analytical solution of the following Ordinary Differential Equation : $\displaystyle{\dfrac{d}{dt}x_i(t) = D_i + \sum_{j=1}^{n}L_{ij}x_j(t) + ...
5
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3answers
189 views

Method to compute fundamental solutions which are distributions

The Malgrange-Ehrenpreis theorem tells us that there is a fundamental solution for any linear differential operator of constants coefficients. The original proof was not constructive (it was based on ...
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3answers
820 views

General systems of linear differential equations with variable coefficients

I am wondering what can be said in general about the fundamental matrix of a system of linear differential equations. For simplicity, let $A(t)\in\mathbb{C}^{n\times n}$ be a time dependent matrix, ...
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1answer
281 views

Simple example of why Differential Equations can be NP Hard [closed]

Just looking for a simple example of why Differential Equations can be NP hard Edit: It appears that the answer below may be what I was looking for, but I am clarifying just in case: Slides ...
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0answers
579 views

A question on “The weakened Hilbert 16th problem”

In this question we are interested in the number of limit cycles which appear in the following perturbational system: \begin{equation}\cases{ x'=y -x^{2}+\epsilon P(x,y) \\ y'=-x+\epsilon Q(x,y) } ...
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1answer
237 views

Exponential mapping versus flow

In Hamilton's article on the Nash-Moser Theorem, he gives the map that maps a vector field $X$ to its flow $e^{tX}$ in $\mathrm{Diff}(M)$ as an example where the implicit function theorem in Frechet ...
3
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2answers
281 views

existence and uniqueness of solutions for ODEs in formal power series?

I came across this question and it looked like something that is likely to have been looked into, but I couldn't find a reference. Let $k$ be some (algebraically closed, if needed) field. There is a ...
2
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2answers
223 views

Linear dynamical systems: interpretation of Frobenius eigenvector

Consider a positive linear dynamical system. $\frac{dx}{dt}=Ax$, where $A$ is a quasipositive/Metzler/essentially nonnegative matrix. By its properties, the vector $x$ will remain positive for all ...
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1answer
154 views

Delay Differential Equations Numerical methods

I have a general question about delay differential equations. I know that even simple ones hardly have analytic solutions and mine clearly doesn't have any as it is a system of non-linear delay ...
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0answers
47 views

Id monodromy in hamiltonian dynamics

In my problem I have non autonomous Hamiltonian which depends on 2 parameters (pretty close to oscillator Hamiltonian, $(a+b\cos t +1) p^2+(a+b\cos t-1)q^2$, $a,b$ - parameters). From numerical ...
5
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1answer
576 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?
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1answer
304 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 ...
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0answers
194 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
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1answer
424 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 ...
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1answer
106 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} ...
5
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2answers
233 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 ...
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2answers
394 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.
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1answer
100 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
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1answer
122 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 ...
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2answers
219 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 ...
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1answer
223 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
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1answer
148 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 ...
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2answers
159 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 ...
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5answers
2k 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 ...
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0answers
141 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 ...
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1answer
174 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 ...
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3answers
359 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
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1answer
151 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 ...
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1answer
133 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
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1answer
50 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 ...
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2answers
215 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 $V$ ...
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1answer
600 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 $(\Omega,\Sigma,\mu)$ ...
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1answer
150 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 ...
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2answers
150 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
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1answer
198 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 ...
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0answers
57 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 - ...
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1answer
330 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 ...
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3answers
299 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
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1answer
227 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 ...
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0answers
109 views

Approximating solutions of non-linear differential equations

I have met a system of non-linear equations as follows, $$\frac{\mathbb{d}y_k}{\mathbb{d}t}=-(1-\alpha)y_k\sum_s{s^az_s}-\alpha y_kz_k,$$ ...
4
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2answers
211 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
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2answers
173 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
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1answer
314 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 ...