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
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
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1answer
322 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
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1answer
102 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
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1answer
150 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
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1answer
302 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
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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
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5answers
990 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
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0answers
121 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
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1answer
272 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
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0answers
215 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
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0answers
136 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 ...
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1answer
103 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
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0answers
129 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
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1answer
222 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 ...
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0answers
36 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
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0answers
102 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
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0answers
159 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
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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
72 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
245 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
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1answer
248 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
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0answers
80 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
250 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
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4answers
856 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) ...
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1answer
114 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
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1answer
553 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
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4answers
175 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
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0answers
77 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 ...
4
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5answers
624 views

A simple and good reference about solitons

I want to study gradient Ricci solitons. Can anyone help me to find a simple and good reference about solitons and their applications? Thanks
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3answers
326 views

Linearization of vector fields

Simply, we discuss things on $C^{2n}$ ($or R^{2n}$) but not on manifolds. Given an anayltic (or real analytic) vector field $V$ on $C^{2n}$ ($or R^{2n}$), with a zero at the origin . And $V_{0}$ is ...
19
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0answers
275 views

Infinitely many planets on a line, with Newtonian gravity

(I previously asked essentially this on physics.stackexchange, but was actually hoping for answers with something closer to a proof than what I got there.) Suppose we have a unit mass planet at each ...
2
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1answer
185 views

Exact or Numerical solutions of a system of differential equatios

I need to solve the following system of differential equations: \begin{align*} x' + 3a \sqrt{ x+ y}x &= -b \sqrt{xy} \\\\ y' + 3c \sqrt{x+y}y &= b \sqrt{xy} \end{align*} where $a$, $b$, ...
0
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1answer
253 views

Calculate the inverse of a matrix

Hi I have a equation $$Ax=b,$$ where matrix $A$ is invertible, $b$ is a constant vector, and $x$ is the unknown vector. To obtain $x$, it is obvious $x=A^{-1}b$. Alternatively, if $A$ is Hurwitz, one ...
4
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1answer
260 views

Prescribing the Lie derivative of the metric?

This is a question that arises from my research problem. Suppose $(M,g)$ is a compact Riemannian manifold with boundary and $g$ is smooth up to the boundary (if you like, take $M$ to be diffeomorphic ...
0
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0answers
283 views

Green's function of coupled ODEs

For functions $a(x)$ and $b(x)$ and "sources" $S_1(f,g)$, $S_2(f,g)$ and $S_3(f,g)$ lets say one has the differential equations for functions $f(x)$ and $g(x)$, $f' + af + bg = S_1(f,g) + S_2(f,g)$ ...
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0answers
265 views

How is Kolmogorov forward equation derived from the theory of semigroup of operators?

In Lamperti's Stochastic Processes, given a time-homogeneous Markov process $X(t), t\geq 0$ with Markov transition kernel $p_t(x,E)$ and state space being a measurable space $(S, \mathcal{F})$, a ...
2
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1answer
276 views

Strongly parabolic PDE vs weakly parabolic PDE

In my studies on the Ricci flow, I was faced with a problem. To prove the existence and uniqueness of solutions to the Ricci flow, it is proved that the Ricci flow is a Parabolic PDE type. Then one ...
3
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1answer
346 views

conservation law and generalized Symplectic Monge-Ampere equation arising from 3-variables

If we have a Jacobi PDE system with conservation law $\theta \in \Omega^1(M)$ such that $d \theta$ is non-degenerate 2-form , then we know this fact that it can be written as symplectic 2D ...
15
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1answer
435 views

The Chow & Robbins game ≈ 0.79295350640: improvements could come from simple statistics, or from a continuous version of the game

This question seeks help with improving a numerical estimate of the value of the Chow and Robbins game. Much about this game is unknown, such as whether its value is rational, but there are two routes ...
5
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2answers
181 views

Constructing a linear ODE for a product of two holonomic functions without introducing additional singularities

A function $f$ is called holonomic if it satisfies some linear differential equation with polynomial coefficients $$p_n(x) f^{(n)}(x)+\dots+p_1(x)f'(x)+p_0(x)f(x)=0.$$ Now if $f,g$ are holonomic then ...
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0answers
77 views

differential equation with delay

Suppose, i have an differential equation with a fixed $\tau$ delay $\frac{dx}{dt}=f(x(t)+\alpha x(t-\tau))$. Here $\alpha$ is a small parameter. When $\alpha=0$ its a simple Self-oscillatory ...
0
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0answers
136 views

Time-delay differential equation

Is it possible that the system \begin{equation} \begin{cases} 2\dot{q}(t) + \dot{q}(t-1) + \dot{q}(t+1) = c & \text{if} \hspace{5mm} 0 \le t \le 2 , \dot{q}(t) + \dot{q}(t-1) = k & ...
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0answers
849 views

When does a modular form satisfy a differential equation with rational coefficients?

Given a modular form $f$ of weight $k$ for a congruence subgroup $\Gamma$, and a modular function $t$ with $t(i\infty)=0$, we can form a function $F$ such that $F(t(z))=f(z)$ (at least locally), and ...
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0answers
226 views

Whether does the following equation have only one finite zero?

Dear MOs, Here is a calculus problem which bored me for sometime. Let $a>0$ and $b<0$ be fixed.Define the following function (EDIT: Following the comment by Barry Cipra, you may only consider ...
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2answers
493 views

Solution to the fractional differential equation

What is the solution of the fractional differential equation $$ f^{(\alpha-1)}(t) = tf(t) $$ where $(\alpha)$ denotes the fractional derivative of order $\alpha$ EDIT: Background behind this ...
2
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1answer
240 views

symmetry of generationg function of PDE

We know that for finding the solutions of PDE equations, one of methods is "reduction of PDE", . For nonlinear equation $v_t=(v^{-4/3}v_x)_x+\lambda v$ how can we compute the generators of Lie ...
8
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2answers
778 views

Reference for a nice proof of “undetermined coefficients”

I'm teaching an honors differential equations class and have been using linear algebra heavily. I thought it would be interesting to include a proof of the method of undetermined coefficients along ...
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0answers
280 views

a question about contact manifolds

Let $\mathfrak{g}=< X_{f_1},X_{f_2},...,X_{f_n}> $ be a lie algebra of contact symmetries , $\mathfrak{g}\subset Sym(E_\omega )$ , such that the orbit spact $ B_\mathfrak{g}=E_\mathfrak{g}/ ...
1
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1answer
401 views

Good books on stochastic partial differential equations?

I have a system of 2 PDEs, one with a probabilistic right side, and kind of stuck on what to read about those things.. Any good books around? Both analytical (if any) and numerical methods are ...
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1answer
140 views

finding effective 2-form corresponding to an equation

What is the effective 2-form corresponding to the equation $det Hess v=(v-q_1v_{q_1}-q_2v_{q_2})^4$ you can find the definition of effective forms here