Questions tagged [differential-equations]

Ordinary or partial differential equations. Delay differential equations, neutral equations, integro-differential equations. Well-posedness, asymptotic behavior, and related questions.

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2 votes
1 answer
400 views

Solving $\psi_{xxx} + (u(x) - (ik)^3))\psi = 0$ for $x > 0$, $k \in \mathbb C$, and $u(x)$ smooth

I was reading Initial-Boundary Value Problems for Linear PDEs with Variable Coefficients by P. Treharne and A. S. Fokas, when I came across the following ODE formulated as part of a Lax pair for a ...
4 votes
0 answers
118 views

Estimating $p$th moment bound of error between small noise SDE and ODE

For a $d$-dimensional standard Brownian motion $W$, and a locally Lipschitz function $b: \mathbb{R}^d \rightarrow \mathbb{R}^d$, consider an SDE: $$dX_t^\varepsilon = b(X_t) dt + \varepsilon^t dW_t,\...
-1 votes
0 answers
30 views

Solving a ordinary differential equation Problem [closed]

i totally can't figure out how to solve it. can anyone help how to induce the process to answer ? problem down below Find the condition of $k$ such that $y'=\sqrt{4-xy^2}, \quad y(2)=k$ has ...
1 vote
1 answer
157 views

Derivatives and ODEs on Lie groups

I'll keep the question specific to the scenario I'm working with, which is the Lie group SO(3) and its Lie algebra so(3). Consider two rotation matrices $R_0$ and $R_1$, and define $R_t = \exp_{R_1} ((...
0 votes
0 answers
18 views

Differential-vertex-deletion equation for graph functions $f(x_1,...,x_n;G)$ on $n$ vertices

I encountered a function $f$ defined over a graph $G$ in my research which does not satisfy a deletion–contraction recurrence but an equation of the form $$\partial_k f(x_1,...,x_k,..x_n;G)=g(x_k, N_{...
0 votes
0 answers
44 views

Improving a condition such that the function is bounded

I'm working on a problem about differential equations and I came across the following question. Suppose $f(x)$ is a continuous function such that $f(x)\ge 0$ and $f(0)\ne 0$. Let $g(x)$ be an ...
1 vote
1 answer
129 views

Finding a constant to bound a function

I'm currently working on a problem about differential equations and I came across the following problem. Let $f$ be a continuous function defined on $[0,\infty)$ such that $f(x)\ge 0$, $f(0)\ne 0$. ...
2 votes
0 answers
73 views

Simply connectedness of leaves of a foliation on an complex manifold

Now I'm searching about leaves of foliation in the following special setting. Let $U,V$ be two holomorphic vector field on $\mathbb{C}^2$ s.t the Lie bracket $[U,V]=UV-VU=0$ and $U$ and $V$ spaned ...
1 vote
1 answer
210 views

Solving (or approximating) a certain delay differential equation

I'm interested in finding the (unique?) solution to the set of delay differential equations $$f_w(w,x) = xf(w,w^2x)+w^3x^2f(w,w^4x), $$ $$f_x(w,x) = wf(w,w^2x)$$ With the initial condition $f(1,x) = e^...
3 votes
1 answer
140 views

When is a solution $P(f'(x)) = Q(f(x))$ periodic or double periodic?

$\newcommand{\cl}{\operatorname{cl}}\newcommand{\sl}{\operatorname{sl}}\newcommand{\cm}{\operatorname{cm}}\newcommand{\sm}{\operatorname{cm}}$Consider the differential equation $$P(f '(x)) = Q(f(x))$$ ...
0 votes
0 answers
79 views

Generator of an analytic semigroup

Perhaps I have a naive question. My question is as follows: When we consider a Cauchy proposition of the following form: $$ \begin{cases} x'(t)= -Ax(t)+ F(t,x(t)) &\text{for}\ t> 0 \\ x(0)=...
4 votes
2 answers
408 views

Hörmander's hypoellipticity theorem for complex coefficients

Hörmander's theorem says that if $L = \sum _{i=1} ^r X_i ^2+ X_0 + f$ on some open subset $U \subseteq \Bbb R$ has the property that the Lie algebra generated by $\{X_0, \dots, X_r\}$ at every point ...
7 votes
2 answers
1k views

Method of characteristics for higher order PDEs in more than two variables

I am trying to understand the mathod of characteristics for solving partial differential equations. However, all the examples I found over the internet are for first order PDEs or for second order ...
0 votes
0 answers
53 views

Is it possible that a system of differential equation has a solution in time domain but not in Fourier domain? If so, why does it happen?

I have to solve \begin{align} &\frac{\partial h'_{1,1m}(t,r)}{\partial t} + \frac{2}{r} h_{1,1m}(t,r) = 0 \label{beta_0_1}\\ &\frac{\partial^2 h_{1,1m}(t,r)}{\partial t^2} = 0. \label{...
2 votes
1 answer
129 views

Understanding the integral $\int_0^1\det(v(t),v'(t))dt$ where $v(t)$ is path in the plane

Let $v(t) : [0,1]\rightarrow\mathbb{C}^2$ be a smooth path, and let $v' := dv/dt$. I'd like to understand what the integral: $$I(v) := \int_0^1 \det(v(t),v'(t))dt$$ tells us about $v$, where $\det(v(t)...
0 votes
0 answers
46 views

Condition to show $\{ U \in \mathbb{R}^{n \times p}|\mathscr{A}(UU^{\top}) = b \}$ is (is not) a manifold

Consider $\mathscr{A}: S^{n\times n} \to \mathbb{R}^{m}$, $b \in \mathbb{R}^{m}$, I would like to know when $\mathscr{M}:=\{ U \in \mathbb{R}^{n \times p}|\mathscr{A}(UU^{\top}) = b \}$ is a manifold. ...
3 votes
0 answers
317 views

The local global principle for differential equations

Are there any good reference to tackle the problem below? Or, are there any know result? Problem Let $f_1...f_n\in \mathbb{Z}[x_1,..,x_n]$ and $V:\mathbb{R}^n\rightarrow \mathbb{R}^n$ be a vector ...
0 votes
0 answers
45 views

Attenuation estimation of the solution of the $n$-dimensional wave equation Cauchy problem

This is the equation given ($n\geq2$) $$ \begin{cases} u_{tt}=a^{2}\left(\Delta u\right), \\ \left.u\right|_{t=0}=\varphi(x_1,\cdots,x_n ),\\ \left.u_{t}\right|_{t=0}=\psi(x_1,\cdots,x_n ) . \end{...
3 votes
1 answer
112 views

Converting an algebraic equation into a ODE

I'm working on a method to solve algebraic equations by converting them into ordinary differential equations (ODEs) and then integrating these ODEs over time. Given an algebraic equation $f(x(t), t) = ...
3 votes
0 answers
154 views

What d.o. $\sum_i f_i(z)\partial_z^i$ correspond to subalgebras $M$ in polynoms $C[x_i]$ being Langlands dual to motive of $Spec(M) \to X$?

Briefly: The question is about presenting explicit examples of the construction discussed in the recent MO question "Relation between motives and geometric Langlands" and Will Sawin's asnwer ...
3 votes
2 answers
289 views

Existence and uniqueness of solutions to a distributional ordinary differential equation

Suppose that $v$ is a distribution on the real line. Then under what conditions can I solve the differential equation $$ \dot{x}(t) = v(x(t)) $$ which I might interpret as an integral equation $$ -\...
-1 votes
0 answers
70 views

Random variables in conservative differential equations

I have a system of differential equations in which a variable converts to several other ones. I'd like to add randomness to the parameters, but I am not sure the best approach. A minimal example (the ...
2 votes
2 answers
230 views

Is there any work on distributional vector fields?

I know that people think about weak solutions to PDEs by turning a differential equation into an integral equation. Have people studied any analogue to this where we start with an integral equation, ...
1 vote
0 answers
94 views

Stability of rigid bodies spinning around $z$-axis under gravity

Consider the problem of a rigid body rotating in 3D space under gravity with one point fixed. I am particularly curious about the equilibrium state where the body is spinning at a constant angular ...
2 votes
1 answer
416 views

Differential structures on unit-root Frobenius modules

Let $\mathcal{E}$ be the ring of series $f(T)=\sum_{n \in \mathbb{Z}} a_nT^n$, $a_n \in \mathbb{Q}_p$ such that the $\{a_n\}$ are bounded and $a_{-n}\rightarrow 0$ as $n \rightarrow +\infty$. This is ...
4 votes
1 answer
173 views

The stability of the equilibria of a non-linear ODE system

I have the following coupled non-linear ODE system, which describes a biological system: $$ \begin{cases} \dfrac{dp}{dt} = -\gamma p f,\\ \\ \dfrac{df}{dt} = -c f + \gamma p f,\\ \\ \dfrac{dT}{dt} = \...
12 votes
2 answers
365 views

Non-integrability of Abel's equation

I frequently encounter in the literature the statement that Abel's equation $$\frac{dy}{dx}=x+y^3$$ is not integrable. This is always stated without reference. My questions are a) What is the precise ...
2 votes
1 answer
184 views

Frobenius theorem and the size of integral manifold

Let $X =(X_0,X_1)\in \mathbb{R}^2$ and $Y=(Y_0,Y_1)\in \mathbb{R}^2$ be two vector fields on $\mathbb{R}^2$ such that $X,Y$ are independent on each tangent plane and $[X,Y]:=XY-YX=0$. Then by ...
0 votes
0 answers
102 views

Who first gave a result stronger-or-equal to this one on ODEs

After some thinking I've come to the following conclusion. Consider the initial value problem $$\text{(P)}\begin{cases}x'(t)=f(t,x(t)),\quad t\geq t_0\\x(t_0)=x_0 \end{cases}$$ where $f:D\subset\...
3 votes
2 answers
181 views

Floquet coefficients under time change

Let's consider two ODEs $\tag{1}\label{1}\frac{du}{dt}=\gamma(u(t))\ F(u(t))$ and $\tag{2}\label{2}\frac{dv}{d\tau}=F(v(\tau))$ where $f\in C^\infty(\mathbb R^n,\mathbb R^n)$ and $\gamma\in C^\infty(\...
12 votes
2 answers
4k views

Where was/is Compensated Compactness used?

This last summer, I read up on Tartar's so called Method of Compensated Compactness (or at least how it applied to scalar conservation laws). I used this theory to prove the existence of $L^{\infty}$ ...
1 vote
0 answers
101 views

Solutions to ODE/SDE with singular coefficients $dX_t = -X_t/t \, dt + g\,dW_t$

I encountered a question regarding the solutions to SDEs with singular drifts. I searched the literature but had a hard time figuring out the intuition behind these analytic results assuming different ...
2 votes
1 answer
286 views

Allocation of $\mathbb R^2$

Let $z_1,\ldots,z_n$ be $n\ge 1$ distinct points of $\mathbb R^2$. Define the potential function $U: \mathbb R^2 \to\mathbb R$ by $$U(x):=\sum_{1\le i\le n} \log(|x-z_i|),$$ where $|\cdot|$ denotes ...
3 votes
3 answers
314 views

Generalized Fuchsian-type PDE?

Consider $$ \big(1+ t\partial_t\big) \left(\partial^3_x+ {6\over x}\partial^2_x + {6\over x^2}\partial_x\right)A(x,t)+ {t\over (1-x)^3} A(x,t)=0 $$ with the initial condition $A(x,0)=1$. In a small $t$...
0 votes
0 answers
26 views

Neumann vs Stefan conditions in Free Boundary Problems

Suppose I have a free boundary problem of the form in which, in an interval $(\alpha(t),\beta(t))$, we have $u_t(x,t) = \mathcal{L}u(x,t)$, and $u(x,t)=0$ for $x\notin(\alpha(t),\beta(t))$, for some ...
4 votes
0 answers
438 views

A 4th-order linear PDE

I am interested in the following type of $4$-th order linear PDE with $2$ variables (i.e., $x$ and $t$): $x^3 f_{xxxt}+ f =0$ Does anyone know if this type of PDE already appeared in the literature? ...
3 votes
0 answers
104 views

A variant to the Stokes system and Navier-Stokes equation

The linearization of the Navier-Stokes equation (in a smooth bounded domain in dimensions 2 or 3) is the following non-stationary Stokes system $$v_t+\nabla p=\Delta v+f,~\nabla\cdot v=g,$$ whose $W_p^...
33 votes
8 answers
3k views

Motivation and physical interpretation of the Laplace transform

Concerning the one-sided Laplace transform, $$\mathcal{L}\{f\}(s) = \int_0^\infty f(t)e^{-st} dt$$ what is a motivation to come up with that formula? I am particularly interested in "physical&...
2 votes
1 answer
367 views

The Fourier transform of the Liouville function?

The Liouville function in number theory is defined as: $$\lambda(n) := (-1)^{\Omega(n)} \text{ where } \Omega(n) := \sum_{p|n} v_p(n)$$ Taking the discrete time Fourier transform and then taking the ...
4 votes
3 answers
4k views

Green's function on sphere

Consider radial (normal) coordinates on a sphere $S^n, n \geq 2$. Let the "origin" be the north pole $(0, 0,..., 1)$ and the coordinates be denoted by $(r, \theta)$. We know that the Laplacian $\...
5 votes
2 answers
3k views

Nicer expression for 2.1369288...?

In Drift Analysis and Evolutionary Algorithms Revisited by Johannes Lengler and Angelika Steger in Theorem 10, there is mention of a constant "$2.2$", and in the proof it becomes apparent ...
27 votes
11 answers
4k views

What kind of Lagrangians can we have?

In any physics book I've read the Lagrangian is introuced as as a functional whose critical points govern the dynamics of the system. It is then usually shown that a finite collection of non-...
43 votes
10 answers
46k views

Is square of Delta function defined somewhere?

I am wondering whether anyone knows if the square of Dirac Delta function is defined somewhere. In the beginning, this question might look strange. But by restricting the space of the test functions, ...
14 votes
1 answer
1k views

The perturbation of non-Hamiltonian algebraic vector fields

In this question, we are interested in the number of limit cycles which appears in the following perturbational system: \begin{equation}\cases{ x'=y -x^{2}+\epsilon P(x,y) \\ y'=-x+\epsilon Q(x,y) } \...
1 vote
1 answer
90 views

Bound on $L^1$ norm of solution of two-point boundary value problem

This has to be known, but I have not been able to find it in the literature (probably due to not being too familiar with two-point boundary value problems). I have a function $u:[0,1]\to\mathbb{R}$ ...
3 votes
1 answer
103 views

Fréchet-valued symbols

Denote by $S^m \left ( \mathbb{R}^k \times \mathbb{R}^n \right)$ the usual space of symbols. Now let $E$ be a Fréchet Space. We can then define $S^m \left ( \mathbb{R}^k \times \mathbb{R}^n; E \right)$...
0 votes
1 answer
223 views

Existence of a global solution to a differential inclusion that does not blow up

Let $\dot{x}(t) \in F(x(t))$ be a differential inclusion, with $F: \mathbb{R}^n \rightrightarrows \mathbb{R}^n$ an uppersemicontinuous, convex and compact valued set-valued map. On Wikipedia it is ...
18 votes
3 answers
2k views

Does Peano's theorem apply to spaces with infinite dimension?

Does Peano's theorem apply to spaces with infinite dimension? Or is there a counterexample? Here, Peano's theorem is: Let $E$ be a space with finite dimension. Consider a point $(t_0,x_0) \in \Re \...
1 vote
1 answer
126 views

Existence of solution to nonlinear first order PDE with C^1 bounds

I'm looking for general existence of a PDE of the form $$ f: U \times [0, \delta) \to \mathbb{R}$$ $$\frac{\partial f}{\partial t}(p,t) = F(f(p,t))$$ where $f(p,0)$ is prescribed and $F$ is non-linear ...
0 votes
0 answers
27 views

Tableau and its first prolongation for linear Pfaffian systems

This question concerns characterization of tableau associated with an exterior differential system (EDS). On the one hand, we have prop 4.2 in the EDS book by Bryant et al.: Given an EDS on a manifold ...

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