Tagged Questions

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
votes
0answers
292 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
268 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
296 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
349 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
458 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
187 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
vote
0answers
79 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
votes
0answers
137 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 & ...
17
votes
0answers
854 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
503 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
241 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
votes
2answers
813 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
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
vote
1answer
422 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 ...
1
vote
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
1
vote
0answers
158 views

multivalued solution of a equation

Definition: A scalar k-th order differential equation on a smooth manifold $M$ , is $F(x,v,\frac{\partial {^\left | \sigma \right |}v}{\partial x^\sigma })=0 $ for $\left | \sigma \right |\leqslant ...
2
votes
3answers
334 views

Laurent series expansion for ODE.

OK, then I read Frobenius method in mathworld (I learned when I took ODE 2): http://mathworld.wolfram.com/FrobeniusMethod.html My question is: Are there any ODEs where the solution is given by full ...
2
votes
1answer
985 views

First Order PDE Solution Method Issues

Greetings, I have a rather pedantic problem that's honestly been holding me back for over a month & is something neither stackoverflow nor some of my professors nor some graduate students have ...
2
votes
1answer
413 views

closed form solution of an ODEs

I posted this on mathstack and it is not a homework problem, I am doing a modeling problem and this ODE comes up. I don't know whether it could be considered to be a research problem yet. Please help ...
4
votes
1answer
684 views

What is symmetry group of non-linear equation?

I am not very sure if this is a proper question, but I'm trying to investigate what the area of math can offer in researching the differential equation in polar coordinates: $r'^2+r^2=(kt)^2$, ...
-1
votes
3answers
363 views

problem related to Airy functions [closed]

I have solved the Schrödinger equation for a triangular well potential and the solution comes in terms of Airy functions...now i am facing the following problems: What are the normalization ...
5
votes
2answers
221 views

When is a solution to an ODE determined by its average value?

Fix a smooth vector field $\vec v$ on $\mathbb R^n$. It is well-known that any trajectory $\vec x : [0,1]\to \mathbb R^n$ solving the ODE $\dot x(t) = \vec v(\vec x(t))$ is determined by its ...
3
votes
2answers
365 views

Elaborating Mercer's theorem (RKHS) on Cameron-Martin space $k(x,y)=\min(x,y)$

Hi, I'm trying to employ Mercer's theorem on the kernel $k(x,y)=\min(x,y)$. It is known (and easy to verify) that this is a nonnegative-definite kernel over $[0,T]$ for any $T>0$. Fix $T>0$. ...
1
vote
1answer
247 views

A 'conjecture' on critical elliptic pde

I conjecture the following. Let $\Omega=\mathbb{R}^3-\overline{B_1(0)}$. Define $$E_{\Omega}(u)=\frac{1}{2}\int_{\Omega}|\nabla u|^2dx-\frac{1}{6}\int_{\Omega}|u|^6dx.$$ $E_{\mathbb{R}^3}$ is defined ...
1
vote
0answers
92 views

A critical elliptic PDE

I am considering the problem $-\Delta u=|u|^4u$, $x\in \Omega\subset \mathbb{R}^3$, $u|_{\partial \Omega}=0$. Where $\Omega$ is a unbounded domain. Some special case like $\Omega=\mathbb{R}^3-B_1(0)$, ...
1
vote
1answer
281 views

Solution of a PDE and its uniqueness

Hallo, consider $f: U \times I \rightarrow \mathbb{R}$, where $U \subset \mathbb{R}^{n}$ and $0 \in I \subset \mathbb{R}$ be two open sets. I am looking for the solution $f$ of the following PDE ...
0
votes
2answers
347 views

Solution to differential equation

a) How to solve, or at least to prove the existence of a solution to differential equation for given initial condition $y(s)=y_0>0$ and $y'(s)=y_1$, $s<0$, $$y''+(2-n)\coth(t) ...
3
votes
1answer
209 views

A partial differential equation on $\mathbb{CP}^1$

Let $f$ be any complex function on $\mathbb{CP}^1$. Denote the local coordinates of $\mathbb{CP}^1$ as $z,\bar{z}$. Does the following equation $\frac{\partial}{\partial z} f = ...
5
votes
1answer
553 views

Numerical calculation of Arnold tongue

Hello. I am working on investigation of family of dynamical systems on the torus $$\dot{x}=\cos(x)+b\cos(t)+a$$ $$\dot{t}=1$$ and it's Poincare map $$P:(x,0) \rightarrow (P(x),2\pi=0)$$ I need to find ...
2
votes
0answers
140 views

Critical case linear autonomous functional differential equation

I am looking for asymptotic ($t\to\infty$) behavior of the general solution $g(t)$ to a following linear functional differential equation $$ \text{(1)} \quad\quad\quad g'(t)-g'(t-T)=-g(t) $$ with ...
3
votes
1answer
528 views

Are (Frobenius) integrability conditions covariant?

Starting with a system of partial differential equations for functions on $\mathbb{R}^n$, Frobenius' theorem gives a bunch of integrability conditions (on e.g. functions which are 'data' for the ...
14
votes
4answers
1k views

ODE's without a Lipschitz condition

When teaching ODE's earlier this semester, one of my students asked the following question for which I didn't know the answer (and none of the textbooks I consulted seem to discuss it). It is ...
0
votes
1answer
66 views

Self-inhibitions are diagonal matrix

In all the discontinuous neural networks models, the self-inhibitions are diagonal matrix, what is the reason for this assumption?
1
vote
2answers
85 views

Finding Kuramoto Model coupling strength with limits?

The following is an equation describing the coupled phases of N oscillators according to the Kuramoto model: $$ 1 = K \int_{-\pi/2}^{\pi/2}\cos^{2}\left(\theta\right)\, {\rm ...
5
votes
1answer
345 views

total variation distance between two solutions of SDE

Suppose we have two stochastic differential equations with the same initial conditions: $$d X_t^1= b_1(t,X_t^1)dt + dW_t$$ $$d X_t^2= b_2(t,X_t^2)dt + dW_t,$$ $X_0^1=X_0^2=x_0$; $W_\cdot$ is a ...
5
votes
0answers
94 views

Lagrangean uniqueness versus Eulerian uniqueness

(1) Lagrangean description. Let us consider a $N\times N$ system of autonomous ODE: $$ \dot x=a(x),\quad \mathbb R\ni t\mapsto x(t)\in \mathbb R^N,\quad a:\mathbb R^N\rightarrow \mathbb R^N. $$ ...
4
votes
1answer
131 views

Dependence of the blow-up time of existence of an ODE with respect to initial condition.

Let $V$ be a smooth vector field on $\mathbb{R}^n$. Assume that the maximal solution to the Cauchy problem $x'=V(x), x(0)=x_0$ exist only for $t\in [0,T)$, where $T$ is finite, denote this time by ...
7
votes
2answers
455 views

What are first eigenfunctions of Laplacian for $CP^n$ with Fubini-Study metric?

I know the round $n$-sphere has $f_i=\cos(dist(e_i, x))$ as the set of first eigenfunctions for $e_i=(0, \cdots, 1, \cdots, 0)\in \mathbb R^{n+1}$. i.e. $\Delta f_i=\lambda_1 f$, where $\lambda_1$ is ...
1
vote
1answer
290 views
1
vote
1answer
147 views

Under which conditions Jacobi PDE system can be represented to symplectic monge Ampere equation?

We know we can reduce Symplectic monge ampere equations to Jacobi PDE system with some compatibility condition. I want to see when the vise versa is correct? and is there any theorem for it. Here ...
0
votes
0answers
156 views

Harmonic Function?

Hi, Let $\varphi : U \rightarrow \mathbb{C}$ be a holomorphic function, where $U \subset \mathbb{C}^{n}$ containing $0$. Is the function $u(x_{1}, ..., x_{n}, y_{1}, ..., y_{n}) := Im( ...
1
vote
0answers
149 views

two polynomial equations

Let $f:\mathbb R^2\rightarrow\mathbb R$ be a smooth function such that for every point $(x,y)\in\mathbb R^2$ the system $$f_{11}+2tf_{12}+t^2f_{22}=0$$ $$f_{111}+3tf_{112}+3t^2f_{122}+t^3f_{222}=0$$ ...
1
vote
2answers
224 views

Invariant set of Lotka-Volterra equation

I have the Lotka-Volterra equation $\dot{x}=x(1-y),$ $\dot{y}=y(x-1),$ where $x$ and $y$ are non-negative. It is easy to see that the $x$- and $y$-axis are invariant sets. I can see from plots that ...
6
votes
1answer
511 views

ANOTHER Exterior differential system on $SO(3;\mathbb R) \times \mathbb R$

I have another exterior differential system for one forms $U^i$, where the $\theta^i$ are a cotangent basis on $SO(3)$, i.e. they satisfy $d \theta^i = \epsilon_{ijk} \theta^j \wedge \theta^k$ for the ...
1
vote
1answer
177 views

Exterior differential system on $SO(3;\mathbb R) \times \mathbb R$

I have the following exterior differential system for one forms $\alpha, \beta, \gamma$, where the $\theta^i$ are a cotangent basis on $SO(3)$, i.e. they satisfy $d \theta^i = \epsilon_{ijk} \theta^j ...
10
votes
5answers
862 views

Is there any techniques for solving a differential equation including iterated function? f ' (x) = f( f( x ) )

I am trying to solve this differential equation but I have no idea how. $f ' (x) = f( f( x ) ) $ Although I don't think this differential equation is solvable, I'd like to know if there is any ...
0
votes
1answer
344 views

phase portrait of system of differential equations

Is there a full classification of the phase portraits of the following systems of differential equations \begin{equation} \cases{ \dot x=a_{11}x+a_{12}y+a_{13}z \\ \dot y=a_{2 1}x+a_{22}y+a_{23}z\\ ...
4
votes
1answer
1k views

Examples of separable ordinary differential equations in economics

I'm currently teaching an integral calculus course for business students, and we're just about to discuss differential equations. They've worked hard, and I'd like to reward them with some economic ...
6
votes
0answers
266 views

Uniqueness for a non-local differential equation

Question:Fix $\epsilon>0$. Consider the differential equation, defined for functions $f(t,x)\in C^\infty([0,\epsilon]\times[0,\epsilon])$ defined by $$\frac{\partial}{\partial t} ...