**2**

votes

**1**answer

175 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

**1**answer

367 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

126 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

140 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

293 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

220 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

143 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

107 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

136 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

236 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

106 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

192 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

76 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

268 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

255 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

84 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

286 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

987 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

131 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

724 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

178 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

751 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

346 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

296 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

195 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

265 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

298 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

311 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

299 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

324 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

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

**1**answer

488 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

**2**answers

204 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

**0**answers

81 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

**0**answers

866 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

**0**answers

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

**2**answers

533 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

**1**answer

243 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

**2**answers

846 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

**0**answers

283 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

**1**answer

483 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

**1**answer

141 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

**0**answers

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

**3**answers

373 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

**1**answer

1k 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

**1**answer

449 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

**1**answer

700 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:
$r'^2+r^2=(kt)^2$, ...