All Questions
6,014 questions
3
votes
1
answer
493
views
A strange condition of convexity?
During my research, I come across this question.
Let $f \in C^2(\mathbb R, \mathbb R_+^*)$ with $\forall x \in\mathbb R, f'(x) \geq |f''(x)+f(x)|$.
Is it true that $\forall x \in \mathbb R, f''(x) \...
- 4,074
1
vote
0
answers
162
views
Triangular and pentagonal numbers in $q$-series
Consider the following two infinite series
$$\sum_{n\geq0}a(n)q^n=\prod_{k\geq1}\frac1{(1-q^k)^2(1-q^{5k})^2} \,\,\,\, \text{and} \,\,\,
\sum_{n\geq0}b(n)q^n=\prod_{k\geq1}\frac1{(1-q^k)^2(1-q^{7k})^2}...
- 43.2k
1
vote
0
answers
96
views
Regularity of Feynman-Kac formula for a simple diffusion
Let consider the diffusion process given by:
$$dX_t = \alpha(X_t) dW_t$$
where $\alpha(x) = \alpha_1\mathbf{1}_{x\geq 0} + \alpha_2\mathbf{1}_{x< 0}$ ($\alpha_1,\alpha_2>0$) and $W$ a Wiener ...
- 393
9
votes
0
answers
1k
views
How complicated can an elementary antiderivative get?
I asked this question on MSE here.
I recently learned that there are many very large numbers that have been defined, such as $\operatorname{TREE}(3)$ and many others that are too big to be written ...
- 541
6
votes
2
answers
333
views
Attainment of maximum
A basic result in real analysis is that a continuous function $f:[0,1]\rightarrow \mathbb{R}$ attains its maximum on $[0,1]$, i.e. there is $x\in [0,1]$ such that $f(x)=\sup_{y\in [0,1]} f(y)$. A ...
- 4,359
-3
votes
2
answers
317
views
When is $\Re(\zeta(s)) - \Im(\zeta(s)) = 0 $ with $\Re(\zeta(s))\neq 0$ and $\Im(\zeta(s))\neq 0$? [closed]
When is $\Re(\zeta(s)) - \Im(\zeta(s)) = 0 $ for $0<\Re(s)<1$. Here $\zeta$ denotes the Reimann zeta function. Does the solution live on a vertical line? Or is this another coincidence when both ...
- 317
1
vote
1
answer
160
views
Differentiability of an integral of geodesic distance
Let $(M,g)$ be an $m$-dimensional Riemannian symmetric space and $d(\cdot,\cdot)$ be the geodesic distance function. Fix any $\alpha\in M$ and $v\in T_\alpha M$ with $\|v\|=1$.
Q1: Define
$$
g(t)=\...
- 125
3
votes
1
answer
161
views
Equivalent definition for Skorokhod metric
I have a question about the Skorokod distance on the space $\mathcal{D}([0,1],\mathbb{R})$:
$$
d(X,Y):= \inf_{\lambda \in \Lambda}\left( \sup_{t\in [0,1]}|t-\lambda(t)|\vee \sup_{t\in [0,1]}|X(t)-Y(\...
- 177
1
vote
1
answer
113
views
An integrable estimate of the Hölder constant of the map $x \mapsto \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y$
Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e.,
$$
g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}},
\quad t>0, x \in \mathbb R^d.
$$
Let $f : \mathbb R^d \to \...
- 825
2
votes
2
answers
307
views
Preimage of null sets under a monotone increasing function
Let $I\subseteq \mathbb{R}$ be a closed bounded interval and $f:I \to I$ a monotonic increasing function and $S$ the countable set of points $s$ such that $|f^{-1}(s)| > 1$. Is the following ...
- 113
3
votes
1
answer
132
views
Existence of a density
Let $W: \mathbb R^d \to \mathbb R^{d \times d}$ be a matrix-valued function with domain $\mathbb R^d$ and taking values in the set of $d \times d$ real matrices, such that $W(x)$ is positive-definite ...
- 301
1
vote
1
answer
106
views
Upper bound $I (t) := \sup_{x \in \mathbb R^d} \int_{\mathbb R^d} \frac{|x-y|^\alpha}{t^{d/2}} \exp ( - \frac{|\psi(x) - y|^2}{t} ) \, \mathrm d y$
Let $\alpha \in (0, 1)$ and $\psi : \mathbb R^d \to \mathbb R^d$ be a $C^\infty$-diffeomorphism such that $\|\nabla \psi\|_\infty + \|\nabla \psi^{-1}\|_\infty < + \infty$. Let
$$
I (t) := \sup_{x \...
- 825
1
vote
1
answer
170
views
fourth-order multivariate Gaussian integral
I am struggling with an integral of form
$$ \int_{\mathbb R^n} y\otimes y~ \langle Ay,y\rangle \, \mathrm d N(0,\Sigma)(y). $$
I assume that it will involve the trace of some product of $R$ and $\...
- 375
0
votes
0
answers
122
views
Convergence of a series related to counting distinct prime factors
I am here to ask whether the following series is convergent for all real $z$. I am also asking whether this is everywhere real analytic. I conjecture that it is convergent for all real input, or at ...
0
votes
0
answers
53
views
Non-linearity of viscosity solutions
I am interested in the following problem.
Let consider the solution of the non-linear PDE on $[0,T]\times\mathbb{R}$ satifying the following Cauchy problem:
$$
\begin{cases}
u_t = F(u_{xx}),\\
u(0,x) =...
- 393
0
votes
0
answers
36
views
Convergence of numerical scheme for HJB equation
Convergence of numerical scheme for HJB equation has been widely studied, the key paper is the Barles's one. Essentially, the convergence is guarenteed if the scheme is:
Consistent
Stable
Monotony
...
- 393
5
votes
5
answers
1k
views
What are the local maxima and minima of $\frac{\sin(nx)}{\sin(x)}$
FYI: I asked this question here couple of days ago but got no answer yet.
$n$ is an integer
We know the global maximum of the function $\sin(nx)/\sin(x)$ is $n$ (thanks to this question), but what are ...
- 113
7
votes
2
answers
592
views
Prove that the following function is positive
Consider the following function:
$$K(x, y; t) = \sum_{n \geq 0} \frac{e^{-(2n+1)t}}{\sqrt{\pi} 2^n n!} H_n(x) H_n(y) \exp\left(-\frac{(x^2 + y^2)}{2}\right)
$$
This is Mehler's kernel, and can be ...
- 90
10
votes
2
answers
1k
views
Does a conditionally convergent sum with random signs converge almost surely?
Let $\sum a_n$ be a conditionally convergent sum of real numbers, and $\epsilon_n$ a sequence of independent identically distributed Bernoulli random variables with $\epsilon_n = 1$ or $-1$ with ...
- 6,213
8
votes
1
answer
1k
views
When can a sum be re-signed to converge to any limit?
Let $a_n$ be a sequence of positive real numbers with $\sum a_n < \infty$. What are the necessary and sufficient conditions for the following to hold?
For any $S \in \mathbb R$ with $-\sum a_n \...
- 6,213
1
vote
1
answer
234
views
Zeroes of elementary polynomials without involving closed-form solutions
Consider the following two polynomials, where $n$ is an integer:
$$
p_n(x) = x^3-\frac1nx-\frac2n, \\
q_n(x) = x^2-\frac2n.
$$
For any $n$, let $x_p=x_p(n)$ and $x_q=x_q(n)$ be the unique positive ...
- 21
1
vote
1
answer
137
views
Inequality with convolution
I have some troubles with the following problem:
A definition
Let $\sigma_1$ and $\sigma_2$ two positive numbers. We denote for all $x\in\mathbb{R}$, >$G_\sigma\left[ \phi \right](x)$ the gaussian ...
- 393
2
votes
1
answer
152
views
Growth rate of elementary sequences
We consider three sequences $(x_n),(y_n),(z_n)$, where $(x_n) \in \ell^1$ is positive and the other two sequences are merely assumed to be positive, i.e. $y_n,z_n \ge 0$ where $0<z_n<z_{n+1}$ is ...
3
votes
1
answer
132
views
Is it possible to determine whether the critical values are nowhere dense in the case of a bounded set of stationary points?
Let $g:\Bbb R^{d}\rightarrow \Bbb R$ be a non-negative, continuously differentiable function satisfying the following two conditions:
The set $\{\theta\in\Bbb R^n\mid\|\nabla g(\theta)\|<\eta\}$ ...
- 51
1
vote
1
answer
249
views
Sufficient condition such that the set of zeros of an analytic function $f:\mathbb{R}^n \to \mathbb{R}$ contains only isolated points
Consider a real- analytic function $f: \mathbb{R}^n \to \mathbb{R}$. We know that zeros of $f$, roughly speaking, live in the low dimensional manifolds.
My question: Does a 'reasonable' sufficient ...
- 671
8
votes
1
answer
1k
views
Why don't Zeilberger and Gosper's algorithms contradict Richardson's theorem?
Richardson's theorem proves that whether an expression A is equal to zero is undecidable. A is in this case an expression, constructed from $x,e^x,\sin(x)$ and the constant function $\pi$ and $\ln(2)$ ...
- 157
0
votes
0
answers
180
views
Proof that the zeroes of certain polynomials are increasing with respect to degree
Choose $k+1$ positive integers $d_j\in\{0,1,2,3,\ldots\}$ and let $d=(d_1,\ldots,d_k)$.
Consider the following polynomial equation over the positive reals:
$$
\sum_{j=1}^{k}\frac1{x^{d_j}} = x^{d_{k+1}...
- 21
0
votes
0
answers
52
views
Properties of "potential vector field" in Helmholtz decomposition
It is a well known fact that given a vector field $F$ in $\mathbb{R}^3$, this can be decomposed as
$$ F= \nabla V+ \nabla \times R$$
with $V$ a potential and $R$ another vector field. These components ...
- 697
1
vote
2
answers
271
views
An integral inequality?
Let $v \in C^\infty(\mathbb R)$ such that $1 \ge v \ge 0$ and $\int_{\mathbb R} v \, dx = 1$.
I want to show that if
$$\int_{\mathbb R} v |v''|^2 \, dx < + \infty. \tag{$\star$}$$
then
$$ \int_{\...
- 83
2
votes
0
answers
103
views
Find a function $f\geq 0$ such that $e^{-t[(x-\partial_x)\partial_x]^2} f$ is not non-negative for some $t\geq 0$
Consider the square of the Ornstein-Uhlenbeck operator $$A=[(x-\partial_x)\partial_x]^2=(x-\partial_x)\partial_x (x-\partial_x)\partial_x.$$ We know that $[(x-\partial_x)\partial_x]^2$ cannot be a ...
- 90
3
votes
2
answers
218
views
Extremum placement for two-variable function
While teaching Calculus 2, one of my students asked me the following
Given 3 points $x_1$, $x_2$, $x_3$. Whether there exists one function $z = f(x,y)$ which has exactly 2 extremum and 1 saddle point:...
- 73
1
vote
1
answer
150
views
Unable to understand an application of Minkowski's inequality
Consider the following exerpt from the paper "Non-linear Quantum Processes" by Segal:
with the norm $\|F\|=\left(\int\|F(x)\|^p \, d x\right)^{1 / p}$, then the operator $T_1^{\prime}: F \...
- 90
-1
votes
1
answer
80
views
Regions when a concave function is smaller than another concave function
Let $f_1,f_2:[0,1]\mapsto\mathbb{R}$ be two bounded and concave functions. Assume $f_1(0)<f_2(0)$ and $f_1(1)<f_2(1)$. I want to investigate the set $\mathcal{X}\triangleq\{x\in[0,1]: f_1(x)>...
- 53
5
votes
1
answer
224
views
A limit related to quasi-periodic function
Let us consider $V(x) = 2-\sin(x) - \sin(\sqrt{2} x)$ on $x\in \mathbb{R}$ so that $V(x)>0$ everywhere. One can see that
$$
\frac{C_1}{t^2} \leq \min_{|x|\leq t} V(x)\leq \frac{C_2}{t^2}
$$
...
- 375
3
votes
0
answers
137
views
On the continuity with respect to the increasing convex order
For $p\ge 1$, let $\mathcal P_p(\mathbb R)$ be the set of probability measures on $\mathbb R$ of finite $p^{\rm th}$ moment. Denote by $W_p$ the Wasserstein metric of order $p$ and by $\preceq$ the ...
- 1,399
2
votes
0
answers
946
views
On a deceptively tricky calculus problem
Motivation for this question: If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dots B_n'$ also satisfies the same inequality
Let $A$ be a non-constant operator acting on $C^...
- 90
3
votes
1
answer
296
views
Does this condition characterise intervals, among subsets of the real line?
For a real number, $c\in \left]0,1\right[$, consider the following property $\mathbf(\mathbf P_c\mathbf)$ of subsets $A$ of $\mathbb R$:
$\mathbf(\mathbf P_c\mathbf)$ For every bounded set $B\subset \...
- 60.5k
0
votes
1
answer
68
views
Box dimension and graph of Hölder function
In Kamont "ON THE FRACTIONAL ANISOTROPIC WIENER FIELD" (found here : https://www.math.uni.wroc.pl/~pms/files/16.1/Article/16.1.6.pdf), on page 96, it is claimed that,
if a function $f:I^{d}\...
- 73
14
votes
3
answers
2k
views
Every function on reals a sum of two surjective real functions?
From this question, and the answer thereof, we can see that every real valued function on reals is a sum of two injective functions. Is the same true if we replace injectivity by surjectivity.
For ...
- 2,089
8
votes
1
answer
381
views
Special Schwartz function on the positive interval
Is there a Schwartz function $\zeta(t)$, defined on $\mathbb{R}$, satisfying the following:
$\int \zeta(t)\: dt=1$,
$\int t^k \zeta(t)\: dt=0$ for all $k\geq 1$,
$\operatorname{supp}(\zeta)\subset (0,...
- 263
2
votes
1
answer
289
views
Erdős–Sierpiński duality in locally compact Polish groups (e.g. $\mathbb{R}^n$)
Erdős–Sierpiński mapping for a locally compact Polish group $G$ is a bijection $f$ from $G$ to $G$ such that $A$ is a null set in $G$ with respect to the Haar measure if and only if $f(A)$ is a meager ...
- 131
4
votes
3
answers
869
views
Can these identities for the Euler-Mascheroni constant be proven?
I stumbled upon these 4 limit/integral identities involving Euler's constant aka gamma (~0.5772). They appear to be valid based on inspection but I have no idea how to prove them. In addition, I have ...
- 194
7
votes
2
answers
606
views
Countably representing all closed sets of positive measure
This may be a naive question, but I don't see an immediate argument.
Question: Does there exist a sequence $\{C_m\}_{m=1}^\infty$ of Borel subsets of $[0,1]$ with positive Lebesgue measure $|C_m|>0$...
- 1,959
2
votes
1
answer
133
views
How to calculate this integral of squared Tricomi hypergeometric function
How to solve this integral
$$
\int_{0}^{\infty}r^2 e^{-\omega r^2}U(-\nu,\frac{3}{2},\omega r^2)^2 \mathrm{d}r
$$
where $\omega>0$ and $\nu \in \mathbb{R} \setminus \left \{ \frac{n-1}{2}\mid n \in ...
2
votes
1
answer
138
views
Boundedness of an exit time from a campact set
Let $n\geq 1$ and $v\in\mathcal{C}^1(\mathbb{R}^n,\mathbb{R}^n)$. For $x_0\in\mathcal{O}$, let $\big(x(t)\big)_{t\geq 0}$ be the solution of
\begin{align*}
& x(0)=x_0 \\
& \dot{x}=v(x).
\end{...
- 449
8
votes
1
answer
594
views
What is the minimum of this functional？
Recently I encountered an inequality from mathematical analysis.
Let $f(x)$ be twice continuously differentiable in $[0,1]$ with
$f(0)=f(1)=0$, then for all $x\in(0,1),f(x)\neq 0$, show that:$$\int_{0}...
- 505
3
votes
2
answers
614
views
A problem about how dominated convergence is used in the analysis of variation
I'm reading Existence of solutions to a higher dimensional mean-field equation on manifolds and get stuck on Lemma6. When $\lambda>\Lambda_1$, with $\Lambda_1=(2 m-1) ! \operatorname{vol}\left(S^{2 ...
- 809
2
votes
2
answers
268
views
If $\inf\{b\in\mathbb{R}\mid\sum_{n=1}^{\infty}e^{-ax_n-by_n}<+\infty\}=1-a$ for all $a\in [0,1]$, does this equality hold for all $a\in\mathbb{R}$?
Let $\left\{x_n\right\}_{n=1}^{+\infty},\left\{y_n\right\}_{n=1}^{+\infty}\subset [0,+\infty)$ be two sequences of non-negative real numbers. Suppose there exist $\lambda\ge 1, c\ge 0$ such that $\...
- 605
2
votes
2
answers
152
views
Upper bound estimation for second-order variable-coefficient ODE
I'm tackling a second-order linear ordinary differential equation with variable coefficients $a(t)$ and seek advice on estimating the upper bound of
$y(t)$ s.t $|y(t)|\le M$. The equation in question ...
- 45
3
votes
2
answers
281
views
Can every $L^p$ function be written as the weak derivative of a Sobolev function?
Let $\mathbb B^n$ be the open unit ball in $\mathbb R^n$, and $g: \mathbb B^n \to \mathbb R^n$ a measurable function with $|g| \in L^p (\mathbb B^n)$. Does there exist some function $f$ in the Sobolev ...
- 6,213