All Questions
Tagged with fa.functional-analysis differential-equations
10 questions
44
votes
10
answers
47k
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, ...
21
votes
5
answers
18k
views
When is Sobolev space a subset of the continuous functions?
If we let $\Omega\subset\mathbb{R}^d$ with $d=1,2,3$ and define $\mathcal{H}^1(\Omega)=(w\in L_2(\Omega): \frac{\partial w}{\partial x_i}\in L_2(\Omega), i=1,...,d)$. My tutor has repeated several ...
- 3,217
9
votes
1
answer
621
views
Uniqueness of solutions of Young differential equations
Consider the following one dimensional Young differential equation:
\begin{align*}
&Y_t=\int_0^t Y_s dX_s,\quad t\in[0,1];\\
&Y_0=0.
\end{align*}
Here the driving process $X$ is a bounded ...
- 931
7
votes
2
answers
2k
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 ...
- 8,998
5
votes
0
answers
374
views
A question about Carleman linearization
Carleman linearization is a technique used to embed a finite dimensional system of analytic ordinary differential equations into an infinite system of linear differential equations:¹⁻²
Let $f$ be ...
- 1,590
4
votes
2
answers
410
views
Asymptotic behavior of the solution of the high degree differential equation $(x^{2n}y^{(n)})^{(n)}-x^2y=\lambda \; y$
The following differential equation has two independent solutions, one of the two is decreasing exponentially at infinity (k-Bessel function).
$$(x^2y')'-x^2y=\lambda \;y$$
Now for a higher-degree ...
- 1,199
3
votes
0
answers
124
views
Estimating a solution to Euler-type ODE #2
This is a similar question to this but with a different ODE.
Let $f$ be a continuous function in $L^2([1,\infty)$ satisfying $\sup_{r\geq 1} r|f(r)| <\infty$. Let $\ell$ be a positive integer, $R&...
- 969
3
votes
2
answers
570
views
Inverted harmonic oscillator
I am looking for the spectrum of th inverted oscillator $H=-\frac{d^2}{dx^2}-x^2$.
Thanks in advance.
- 135
2
votes
1
answer
142
views
Estimating a solution to an Euler-type ODE
Let $f$ be a continuous function in $L^2([1,\infty)$ satisfying $\sup_{r\geq 1} r|f(r)| <\infty$. Let $\ell$ be a positive integer and $a$ be a real number.
Let $u(r)$ be a function on $[1,\infty)$ ...
- 969
2
votes
1
answer
404
views
Feynman-Kac formula for lattice heat equation with non-diagonal potential
Suppose that $X$ is the continuous-time simple symmetric random walk on the lattice $\mathbb Z^d$ (i.e., a simple symmetric random walk with i.i.d. exponential jump times), and let
$$u(t,x):=\mathbf E\...
- 891