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Partial differential equations (PDEs): Existence and uniqueness, regularity, boundary conditions, linear and non-linear operators, stability, soliton theory, integrable PDEs, conservation laws, qualitative dynamics.

3 votes

Huygens' principle or finite speed of propagation?

Q: Huygens' principle or finite speed of propagation? It's the same thing, Huygens principle is a statement of causality, which means finite speed of wave front propagation. Without Huygens principle …
Carlo Beenakker's user avatar
6 votes
Accepted

Are renormalizability and the criticality of a PDE synonymous?

The terms describe how the coupling terms of the theory change as one increases the energy. A theory is renormalizable = critical if the coupling terms remain unchanged, super-renormalizable = sub-cri …
Carlo Beenakker's user avatar
6 votes

Why is resonance such a widespread phenomenon?

A model independent way to describe a resonance is through the frequency dependent scattering operator $S(\omega)$. Causality requires that this object is analytic in the upper half of the complex $\o …
Carlo Beenakker's user avatar
5 votes

Reference request: Parabolic Equations

Back in 2012, professor Ben Chow gave some advice to a similar question; these include the Lectures on Elliptic and Parabolic Equations in Sobolev Spaces by Krylov [recommended here by Giorgio Metafu …
Carlo Beenakker's user avatar
4 votes

Euler-Lagrange equations for minimizer of energy with indicator function

Edit: An earlier version of this answer missed a factor of two, now corrected, thanks to Daniele Tampieri. We seek the variation of the functional $$L[u]=\int_\Omega\left(|\nabla u|^2+1\right)\chi_{u> …
Carlo Beenakker's user avatar
6 votes

Rigorous treatment of Ostrogradsky's instability theorem?

On the problem of stability for higher-order derivative Lagrangian systems in Letters in Mathematical Physics (1987) may have the desired level of rigor (see Theorem 1). The proof of the theorem is a …
Carlo Beenakker's user avatar
12 votes

Reference request: Software for producing sounds of drums of specified shapes

The full physics problem is complex, the vibrating membrane displaces the air, which causes a backreaction and signifantly modifies the response. Moreover, the response also depends sensitively on whe …
Carlo Beenakker's user avatar
1 vote
Accepted

Equivalence of Wind Forces: Intensity vs. Duration

You should integrate power, not force. Wind dissipates kinetic energy when it hits a structure. The dissipated power on an area $A$ is given by $$P = \tfrac{1}{2} A \rho v^3,$$ where $\rho$ is the mas …
Carlo Beenakker's user avatar
3 votes
Accepted

Perturbation methods for stochastic/partial differential equations

An older source is Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics (1980), a more recent source is Perturbation Theory for Stochastic Differential Equations …
Carlo Beenakker's user avatar
2 votes

Feynman–Kac formula for other operators

Some pointers to the (extensive) literature on generalized Feyman-Kac formulas: Stochastic Solution of Elliptic and Parabolic Boundary Value Problems for the Spectral Fractional Laplacian Fractional …
Carlo Beenakker's user avatar
4 votes

Gradient flows and particle representations

You want to derive the Fokker-Planck equation (the drift-diffusion equation for the density) from the Langevin equation (the stochastic differential equation for the position of a particle); this is s …
Carlo Beenakker's user avatar
1 vote
Accepted

Interpretation of the singular integral for the definition of fractional Laplacian in classi...

One way to interpret the singular integral for $s=1-\epsilon$ is by Fourier transformation, to check that it tends to $k^2 \hat{u}(k)$ when $\epsilon\downarrow 0$. I will make use of the fact that the …
Carlo Beenakker's user avatar
4 votes
Accepted

Elliptic PDEs in Finance

For elliptic PDE applications to options these would need be independent of time, they need to be perpetual (i.e. never expire), which is not a typical scenario. If your definition of "mathematical fi …
Carlo Beenakker's user avatar
9 votes
Accepted

Prove J.L. Lions’s Lemma without using Fourier transform

Lion's lemma is equivalent to several other properties that have simpler proofs, see On a lemma of Jacques-Louis Lions and its relation to other fundamental results: Some of these equivalent properti …
Carlo Beenakker's user avatar
6 votes
Accepted

The determinant as a differential operator

Gårding's differential operator (introduced in Extension of a Formula by Cayley to Symmetric Determinants) is discussed by Turnbull in Symmetric Determinants and the Cayley and Capelli Operator: The …
Carlo Beenakker's user avatar

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