**2**

votes

**3**answers

302 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

**1**answer

228 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

**0**answers

110 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**

votes

**2**answers

215 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

**2**answers

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**

votes

**1**answer

322 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 ...

**1**

vote

**1**answer

175 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

**1**answer

385 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

**1**answer

880 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

**1**answer

461 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

**1**answer

136 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

**0**answers

98 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

**1**answer

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

**1**answer

339 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

**1**answer

112 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

**1**answer

184 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 ...

**7**

votes

**1**answer

400 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

**1**answer

130 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

**5**answers

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

**0**answers

149 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

**1**answer

307 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

**0**answers

222 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

**0**answers

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

**1**answer

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

**0**answers

139 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

**1**answer

242 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

**0**answers

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

**0**answers

215 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

**1**answer

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

**0**answers

83 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

**1**answer

279 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

**1**answer

261 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

**0**answers

88 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

**2**answers

307 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

**4**answers

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

**1**answer

140 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

**1**answer

806 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

**4**answers

185 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

**0**answers

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

**5**answers

842 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

**3**answers

359 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

**0**answers

305 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

**1**answer

208 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

**1**answer

271 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

**1**answer

328 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**

votes

**0**answers

325 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

**0**answers

317 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

**1**answer

339 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

**1**answer

358 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

**1**answer

510 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 ...