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138 views

Non linear second order PDE involving max operator (Dynamic Programming)

I'm trying to solve the following Dynamic Programming equation in continuous time ($dt \rightarrow 0$) $$ v(x,t) = \max\Big\{|x|\,,\,v(x,t)+dt\Big(v_t(x,t)+\frac{1}{2(t+1)}v_{xx}(x,t)\Big) \Big\} - \...
J. R. C.'s user avatar
  • 109
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47 views

what classical PDEs have analytical expressions for soliton-like shape solutions but motionless?

what classical PDEs have analytical expressions for soliton-like shape solutions but motionless? for example, KdV has analytical expressions of the kind (sech^2(x-vt)), but all of them are ...
Alejandro Alvarez-Socorro's user avatar
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208 views

3D Homogenous Laplace equation with integral boundary conditions

I have the 3D Laplace equation: $$\nabla^{2} T_w = 0$$ where $\nabla^{2}=(\frac{\partial^{2}}{\partial x^2}+\frac{\partial^{2}}{\partial y^2}+\frac{\partial^{2}}{\partial z^2})$ defined on $x \in [0,...
Avrana's user avatar
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118 views

Biharmonic equation

Let us consider for $0<\alpha\leq V(x)\leq \beta$ and $0\leq K(x)<\gamma$ the equation \begin{equation}\label{\star} \Delta^2u+V(x)u=g(x, u)+K(x)u, \end{equation} where $|g(x,s)|\leq \varepsilon|...
Pádua's user avatar
  • 69
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94 views

existence of an initial-boundary value problem with nonhomogeneous boundary conditions

Let $n\geq 2$ be an integer and $\Omega\in R^n$ be a bounded domain with boundary $\partial\Omega$ . Consider the following IBVP: $u_t=\Delta u$, for $x\in \Omega$, $t>0$; $u(x, 0)=f(x), x\in\...
daulomb's user avatar
  • 103
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405 views

Isothermal coordinates

Is there an application or interest in studying the isothermal surfaces where the metric is $ds^2=E∗(du^2+dv^2)$ and where $E>0$ is an harmonic function? I know that this metric is a special kind ...
MathDG's user avatar
  • 272
-1 votes
1 answer
127 views

Solving a fully nonlinear first order PDE

given a symmetric matrix of Holder continuous functions $A(x)$ such that $$ \frac{1}{C} |\xi|^2 \leq \langle A(x)\xi,\xi \rangle \leq C |\xi|^2 $$ find a vector field $\Phi$ such that $$ D \Phi(x)^t D ...
Harish's user avatar
  • 261
-1 votes
1 answer
136 views

An elementary question about integration by parts! [closed]

Let $f,g: R \rightarrow R$ be two positive increasing functions. Under what (non-trivial) conditions one can guarantee that $\int_{0}^{\infty}f'g dx\geq \int_{0}^{\infty}g'fdx$.
A random mathematician's user avatar
-2 votes
1 answer
579 views

General solution to ODE [closed]

Considering the following ODE : find $f(x)$ such that $$\frac{\sigma^{2}}{2}\frac{d^2}{dx^2}f(x)+a(b-x)\frac{d}{dx}f(x)-(\rho+\lambda)f(x)=-\lambda g(x) $$ Where, $a,b,\rho,\lambda,\sigma\in(0,+\...
Nameless's user avatar
-4 votes
1 answer
872 views

Existence and uniqueness of solutions for a system of first order PDEs [closed]

Which results can be applied and which conditions are needed, to ensure the existence and uniqueness of the solutions of the first order of PDEs: A$\dfrac{\partial}{\partial t}\pmb{v}(t,x)=B(t,x,\pmb{...
Fernando's user avatar
  • 103

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