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

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0
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1answer
796 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
452 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
134 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
93 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
105 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
336 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
109 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
179 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
373 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
128 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 ...
14
votes
5answers
1k 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
143 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
301 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
221 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
144 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
108 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
138 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
237 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 ...
2
votes
0answers
107 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
201 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
78 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
272 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
256 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
85 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
294 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 ...
10
votes
4answers
1k 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
136 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
758 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
180 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
79 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
votes
5answers
788 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
1
vote
3answers
350 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
votes
0answers
300 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
votes
1answer
199 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
votes
1answer
267 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
votes
1answer
311 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
318 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 $g(x)$, $f' + af + bg = S_1(f,g) + S_2(f,g)$ ...
1
vote
0answers
305 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
votes
1answer
329 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
votes
1answer
356 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
votes
1answer
502 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
votes
2answers
211 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 ...
1
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0answers
84 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 ...
17
votes
0answers
870 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 ...
1
vote
0answers
227 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 ...
0
votes
2answers
543 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
votes
1answer
244 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 ...
10
votes
2answers
874 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 ...
1
vote
0answers
284 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}/ ...