All Questions
Tagged with ca.classical-analysis-and-odes reference-request
323 questions
12
votes
6
answers
2k
views
Can the positive root of this polynomial be expressed elementarily?
For each real $A>0$, let $x_A$ denote the positive root $x$ of the polynomial $x^5-3x-A$. Is the function $(0,\infty)\ni A\mapsto x_A$ elementary?
[I am using this definition of elementary ...
1
vote
2
answers
106
views
Green function of symmetric stable process in dimension 1 and 2
Are the results in this paper on the Green function of a symmetric stable process available also in space dimension $d =1$ and $d=2$? The main theorems here are stated only for $d \ge 3$.
1
vote
1
answer
123
views
Where is the maximum of the product of two logistic curves?
I've got an asymmetric peak-like function $y(x) = y_1(x)y_2(x)$,
where $y_1(x) = 1 / (1 + f_1(x)) = 1 / ( 1 + e^{( -r_1(x-x_1))})$ is an increasing logistic function
and $y_2(x) = 1 / (1 + f_2(x)) ...
4
votes
1
answer
162
views
Definite integral of power of sine ratio
I stumbled on the following rather appealing trigonometric definite integral,
\begin{equation}
\int_0^y \left(\frac{\sin x}{\sin (y-x)}\right)^a \mathrm{d}x = \pi \frac{\sin(ya)}{\sin(\pi a)}
\end{...
19
votes
2
answers
2k
views
Integral representation of higher order derivatives
I'm quite curious about the following phenomena, that still puzzle me although I have a proof, and I'd be really glad if someone may shred some light, showing an interpretation or a generalization. I ...
71
votes
3
answers
5k
views
Does iterating the derivative infinitely many times give a smooth function whenever it converges?
I am a graduate student and I've been thinking about this fun but frustrating problem for some time. Let $d = \frac{d}{dx}$, and let $f \in C^{\infty}(\mathbb{R})$ be such that for every real $x$, $$g(...
6
votes
2
answers
513
views
Need a reference for a trigonometric inequality
In my old high school notebook (20 years ago), the following inequality appears with its proof:
$$1+\cos x + \frac{1}{2}\cos 2x + \cdots + \frac{1}{n}\cos nx \geq 0$$
for any real $x$ and positive ...
27
votes
2
answers
1k
views
Rademacher theorem
If $f:\mathbb{R}^n\to\mathbb{R}^m$ is of class $C^1$ and $\operatorname{rank} Df(x_o)=k$, then clearly $\operatorname{rank} Df\geq k$ in a neighborhood of $x_o$. It is not particularly difficult to ...
3
votes
0
answers
101
views
A special type of differential equations
Working in optimal control of PDEs, I came across a type of evolution problem that has instead of an initial condition a link between the initial state and the final state.
Here is a simplified ...
1
vote
0
answers
100
views
N-wave solution of conservation law $u_t + (u - u^2)_x = 0$
How can we compute the "N-wave" source-solution of the conservation law
$$u_t + (u - u^2)_x = 0, $$
that is, the entropy solution of this conservation law with the initial data $u(0,\cdot) = ...
4
votes
1
answer
487
views
Nonsmooth version of Hopf boundary point lemma
Let
$$
Lu=-a_{ij}(x)\partial_{ij}u+b_i(x)\partial_i u
$$
be a uniformly elliptic operator, with $A(x)=(a_{ij}(x))$ positive-definite.
Here I'm only considering smooth coefficients, and the domain $\...
1
vote
2
answers
624
views
Prove Liouville theorem without using mean value property
How can I prove the following Liouville theorem without using the mean value property?
If $u$ is harmonic on $\mathbb{R}^n$ and $\int_{\mathbb{R}^n}|\nabla u|^2 dx \leq C$ for some $C > 0$, then $...
4
votes
2
answers
610
views
Unit ball of the sum space
Let $V$ be a vector space and $\|\cdot \|_1$ and $\|\cdot\|_2$ two norms on $V$.
Let $\|\cdot\|_+$ be given by
$$ \|v\|_+ := \inf_{v = v_1 + v_2} \|v_1\|_1 + \|v_2\|_2 $$
It is well-known that $\|\...
1
vote
0
answers
47
views
Scaling limit of transport equation with double-well potential
Let us consider the transport PDE
$$
u^\epsilon_t + u^\epsilon_x= -\frac{1}{\epsilon} W'(u^\epsilon)
$$
where $W$ is a double-well potential -- for example, $W(x)=\frac{1}{4}(x^2-1)^2$ so that the PDE ...
2
votes
0
answers
64
views
Scaling limit of ODE with double-well potential
Let us consider the ODE
$$
\frac{d}{dt}x_\epsilon(t) = -\frac{1}{\epsilon} W'(x_\epsilon(t))
$$
where $W$ is a double-well potential -- for example, $W(x)=\frac{1}{4}(x^2-1)^2$ so that the ODE reads
$$...
5
votes
0
answers
109
views
Asymptotics in the Chebyshev-type optimization problem
Let $g(x)\colon [-2,2]\to \mathbb{R}$ be a continuous function. Let $f_n(x)$ be a polynomial of degree $n$ such that $\log |f_n(x)|\leqslant ng(x)$ for all $x\in [-2,2]$. Then the maximal possible ...
3
votes
1
answer
175
views
Is there a classical textbook/reference on numerical discretization schemes?
I found that it is relatively easy to find a book that discusses Euler discretization or Runge-Kutta discretization, but I am not aware of one that is well-known and/or common knowledge (i.e., field-...
2
votes
3
answers
3k
views
Power series solutions for nonlinear ordinary differential equations - references
I'm having a hard time finding some references on series solutions for "nonlinear" ODE's, the most I could find was a small excerpt on Wikipedia.
https://en.wikipedia.org/wiki/...
2
votes
2
answers
109
views
Regular Lagrangian flow for explicit ODE with discontinuous right-hand side
Consider the problem
$$(\star) \quad \begin{cases} \frac{d}{dt} X(t,x) = \begin{cases} - 1 & \text{ if } X(t,x) >0, \\
1 & \text{ if } X(t,x) < 0 \end{cases}, &t \in [0,T],\\
X(0,x) ...
3
votes
1
answer
267
views
References for $\int_{-\infty}^\infty\binom{1}{t}^3\,\mathrm dt=\frac{3}{2}+\frac{6}{\pi^2}$ and related integrals?
In user dxdydz's answer to the question "Unexpected appearances of $\pi^{2}/6$", the identity $$\int_{-\infty}^\infty\binom{1}{t}^3\,\mathrm dt=\frac{3}{2}+\frac{6}{\pi^2}$$ is mentioned.
...
2
votes
0
answers
85
views
Multipole expansion
In Simon's book Harmonic Analysis, example 3.5.12 shows:
Fix $x \in \mathbb{R}^{\nu}$ (with $\left.\nu \geq 3\right), x \neq 0$ and define $f$ on $\{y:| y|<| x |\}$ by
$$
f(y)=|x-y|^{-(\nu-2)}.
$$
...
25
votes
3
answers
7k
views
Analysis from a categorical perspective
I have not studied category theory in extreme depth, so perhaps this question is a little naive, but I have always wondered if analysis could be taught naturally using categories. I ask this because ...
6
votes
1
answer
584
views
Integral representation of $\frac{355}{113}-\pi$? [duplicate]
It is well known that
$$
\frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 \frac{dx}{1+x^2},
$$
Given that $\frac{355}{113}$ is an excellent approximation of $\pi$, is there any known integral representation of ...
3
votes
2
answers
809
views
Growth of $L^p$ norms as $p \to \infty$
Let $f$ be a non-negative function defined on the unit interval. It is well known that $N(p) := \left(\int_0^1 f^p(t) dt\right)^{\frac{1}{p}} $ converges to $\operatorname{esssup}_{[0,1]} f$ when $p \...
4
votes
1
answer
195
views
Reference request: Rigorously solving ODEs using divergent asymptotic series
In my research I have come across a divergent asymptotic series $\sum_{n =0}^\infty a_n f_n(x)$ that formally solves a certain fairly simple nonlinear second-order ODE but does not seem to correspond ...
0
votes
1
answer
191
views
Calculating derivatives of arbitrary-order at an operator's root
Consider roots $f = 0$ of a nicely-behaved real function $f(x, t)$ of two (real) variables.
Namely, points $(x, t)$ on which $f$ vanishes, $f(x, t) = 0$.
Suppose that $x$ can be written as function of ...
2
votes
1
answer
224
views
The differentiability of the distance function on asymptotically flat manifolds
Let $M = \mathbb{R}^3 \setminus \overline{B_1}$ where $\overline{B_1}$ is the closed unit ball.
Let $g$ be an asymptotically flat metric of the form $g_{ij} = \delta_{ij}+h_{ij}$ in standard ...
1
vote
1
answer
119
views
Estimating two dimensional theta function
My feeling is that this should be written somewhere but I don't know what to search for.
Let $Q(x,y)$ be a binary quadratic form over $\mathbb{C}$, with $\operatorname{Re}(Q)$ positive definite. Then ...
1
vote
1
answer
149
views
Completeness of asymptotically Euclidean manifolds
Say that you place an asymptotically Euclidean metric on $\mathbb{R}^3,$ e.g. $\mathbb{R}^3$ is endowed Riemannian metric $g$ such that $\text{supp}(g^{ij}-\delta^{ij})\subseteq\{|x|\leq R\}$ for some ...
2
votes
0
answers
2k
views
Stein's book on harmonic analysis
My background :
I am a Math PhD student. I will most probably work in harmonic analysis on Euclidean spaces. I am a fan of Folland's Real analysis and I have thoroughly studied first 8 chapters of ...
1
vote
1
answer
164
views
Two trigonometric integrals: looking for a transformation
I have two integrals of trigonometric functions and I would like to ask:
QUESTION. Is there a transformation rule (or general principle) to show this equality?
$$\int_0^{\frac{\pi}2}\frac{d\theta}{\...
1
vote
0
answers
74
views
Calculation of a multi-dimensional Fourier transform
I am interested in the following multi-dimensional Fourier transform:
$$
\int_{\mathbb{R}^{p}} \mathrm{d} \vec{r}_{\parallel}\int_{\mathbb{R}^{q}} \mathrm{d} \vec{r}_\perp \, e^{-\mathrm{i}\, \vec{p}...
6
votes
2
answers
921
views
Has the "partial Sophomore's Dream function" been studied before?
We can consider the generalized Harmonic numbers $$H_{n,m} := \sum_{k=1}^{n} \frac{1}{k^{m}} $$ as a partial version of the Riemann zeta function, because $$\lim_{n \to \infty} H_{n,m} = \zeta(m). $$
...
1
vote
0
answers
210
views
Questions about iterating the Euler-Maclaurin summation formula
Introduction
The Euler–Maclaurin summation formula is as follows for a positive integer $p$ and a continuous function $f(\cdot)$ that is $p$ times continuously differentiable on the interval $[m,n]$ : ...
0
votes
0
answers
99
views
Does $\sum_{m=0}^{\infty} \left|c_m g(x)^{2m+1}\right|$ converge absolutely to an integrable function?
Consider the integral
\begin{equation}
\int_{0}^{t}J_1(f(t)-f(s))\mathop{ds}=\int_{0}^{t}\sum_{m=0}^{\infty} c_m (f(t)-f(s))^{2m+1}\mathop{ds},
\end{equation}
such that $J_1$ is the Bessel function of ...
1
vote
0
answers
138
views
An Elementary Inequality [closed]
A friend of mine found in the internet the following exercise:
Let $a, b, c \geq 0$ with $a + b + c = 1$. Show that
$$
\sqrt{a + b^2} + \sqrt{b + c^2} + \sqrt{c + a^2} \geq 2,
$$
where equality is ...
7
votes
3
answers
2k
views
Collections of examples and counterexamples in (real, complex, functional) analysis, ODEs and PDEs
What books collect examples and counterexamples (or also "solved exercises", for some suitable definition of "exercise") in
real analysis,
complex analysis,
functional analysis,
ODEs,
PDEs?
The ...
4
votes
5
answers
2k
views
Reference request: importance of Lipschitz continuity
I see that Lipschitz continuity is a common assumption used in optimisation, statistics, machine learning, etc.
Could you point me in the direction of some literature that discusses why Lipschitz ...
1
vote
0
answers
690
views
What is the Jacobi-Anger expansion of $\sin^{[k]} (\theta) $?
Cross-post from MSE.
The Jacobi-Anger expansion gives expressions for functional iterates of trigonometric functions in terms of Bessel functions. For instance, we have $$\sin(z \sin(\theta)) = 2 \...
2
votes
1
answer
231
views
Solution of Riccati system of ODEs
We have following equation:
$$
w(t,v) = \exp\Bigl(-\phi (t) \frac{v^2}{2}-\psi (t) v -\chi (t)\Bigr),\quad (t,v)\in [0,T]\times \mathbb{R},
$$
where $(\phi, \psi ,\chi)$ are solutions of the Riccati ...
5
votes
0
answers
136
views
Solving the difference equation in exotic scenarios
The difference equation, as referenced in the title, is a very specific object I'm referring to. If you have a holomorphic function $\phi$ on a domain $G$, then a solution $F$ to the difference ...
2
votes
1
answer
231
views
Entire composite square roots of functions of finite order
A composite square root of a function $g$ is a function $f$ such that $f(f(z)) = g(z)$. Not surprisingly, for arbitrary $g$ a function like this is hard to find. Specifically I am looking at functions ...
7
votes
2
answers
2k
views
The source of the Integral
Wolfram alpha calculates the integral
$$\int\limits_0^\infty \frac{x^2\ln{x}}{e^x-1}dx=2\zeta^\prime(3)+3\zeta(3)-2\gamma\zeta(3).$$
However, I need to cite the source of this identity (the table of ...
4
votes
0
answers
802
views
Reproducing kernel Hilbert space of Matérn kernels
I am trying to read a recent paper titled "Interpolation and learning with scale dependent kernels" by Pagliana, Ruidi, De Vito, and Rosasco. (The paper can be found on ArXiv)
On the top of ...
4
votes
1
answer
461
views
Estimate on $C^1$-norm of solution of the Dirichlet problem for the Laplace equation
Let $\Omega\subset \mathbb{R}^n$ be a bounded domain with $C^\infty$-smooth boundary. Let $\phi\in C^\infty(\partial \Omega)$. Let $u$ be the solution of the Dirichlet problem of the Laplace equation
\...
6
votes
2
answers
295
views
Which result guarantees convergence of solution of an ODE to a set of non-compact, non-isolated equilibrium?
Consider a continuous ODE,
$$\dot x = f(x), f \in C^1$$
$\dot x = 0$ for all $x \in K \subset \mathbb{R}^n$, where we assume that $K$ is a closed but unbounded set of non-isolated equilibrium. For ...
1
vote
1
answer
182
views
Proving an estimate for the Neumann problem on $\mathbb{R}^3 \setminus B_1$ in Weighted Sobolev spaces
Let $M := \mathbb{R}^3 \setminus B_1$ where $B_1$ is the unit ball.
It is known that for every $g \in H^{\frac{1}{2}} (\partial M)$, and for an appropriate $\delta$, there exists a unique solution $u$ ...
2
votes
1
answer
329
views
Is $g(v)=\mathbb{E}[f(v+W)]$ a differentiable function of $v$ when $f$ is continuous and $W$ is multivariate normal?
Suppose $f$ is a continuous function on $\mathbb{R}^n$, and $W$ has a multivariate normal distribution on $\mathbb{R}^n$. If the expectation
$$g(v)=\mathbb{E}[f(v+W)]$$
is defined for all $v \in \...
3
votes
1
answer
613
views
Searching for the proof of a certain claim in Arnold's ODE book from 1992
I was reading today the book of Stephen Wiggins called "Global Bifurcations and Chaos" (the 1988 edition).
On pages 12-13 he writes the following:
Consider the following ordinary ...
2
votes
1
answer
163
views
Approximation of $C^1$-smooth equivariant maps by infinitely smooth ones
Let $M,N$ be smooth closed manifolds acted by a finite group $G$. Let $f\colon M\to N$ be a $C^1$-smooth $G$-equivariant map.
Is it true that for any $\varepsilon>0$ there exists a $C^\infty$-...