Questions on (ordinary) differential equations. For questions specifically concerning partial differential equations, use the (pde) tag.

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Quadratic system of ODEs

I have a quadratic ODE system that looks like this: $\dot{x}=Ax+diag(x)Nx$ where $x \in R^n$ and $A,N \in R^{n \times n}$ and $diag(x) \in R^{n \times n}$ is a diagonal matrix in which $x$ is its ...
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86 views

Does the implicit function theorem imply Peano existence theorem

In The implicit function theorem written by Krantz & Parks, it's said that the implicit function theorem implies the following existence theorem of ODE: Theorem 4.1.1 If $F(t,x)$, ...
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44 views

Qualitative dependence of solution to second-order matrix differential equation on eigenvalues

Suppose we have a matrix differential equation in $\vec{x}(t)=\left(\begin{smallmatrix}x_{1}(t) \\ \vdots \\ x_{n}(t)\end{smallmatrix}\right)$, such that: ...
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106 views

ODE with delta function

Consider the following ODE $$y''+a\delta (x)y+\lambda y=0$$ subject to the initial conditions $$y(\pm\pi )=0$$ (1) Show that there is a set of eigenvalues $$\tan (\pi \sqrt{\lambda ...
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44 views

Merton's Problem Stochastic Differential Equation

Solve the following numerical case of Merton's optimal portfolio selection problem: find an optimal policy function $(s, y) \mapsto u(s, y)$ such that for the Ito diusion determined by $dX_t =X_t(u(t, ...
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68 views

solve nonlinear second order ODE

I obtained Nonlinear second order differential equation as $y\cdot y''+y'^2-m\cdot y^{-a}y'^2+k=0$, Where $y'= \dfrac{dy}{dx}$, $y''=\dfrac{d^2y}{dx^2}$. I could not obtain the solution so please ...
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75 views

Rigorous separation of variables.

Let $I \subseteq \mathbb{R}$ denote an interval and $f$ and $g$ denote functions $$f : I \rightarrow \mathbb{R}, \;\;g : \mathbb{R} \rightarrow \mathbb{R}.$$ Now suppose we're interested in finding ...
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124 views

Lyapunov Function and $\omega$-limit sets

I will ask you about a particular equation but what I would really enjoy is an (if possible, comprehensive) answer to the following question : How can we, using a Lyapunov function, study the ...
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52 views

dropping a particle into a vector field, part 3

Okay, so I've been independently trying to study basic systems of differential equations as they relate to dropping a particle into a vector field. I have had two previous posts on the matter trying ...
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120 views

Prove that all the solutions of (2): $\frac{dy}{dt}=A(t)y+f(t)$ are bounded in $ \left[t_0,+\infty \right )$

I have a problem: Assume that system (1): $$\dfrac{dx}{dt}=A(t)x$$ is stable, where $A(t) \in C\left [t_0,+\infty \right )$, when $t \to \infty$ and $$\begin{cases} & \mathrm{ } ...
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Can Fredholm integral equation of the first type be represented as a differential equation?

Can Fredholm integral equation of the first type be represented as a differential equation? In other words, given a Fredholm integral equation of the second type does there exist a differential ...
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180 views

A probable inspiring proof to Poincare lemma

Poincare lemma says if a smooth $p$-form $\omega$ is closed, then $\omega$ must be exact. Let's put it in another way, it says the solution of $d\omega=0$ is $\omega=d\eta$ for some $(p-1)$-form ...
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70 views

Singular solution to $(x+2y)y'=1$

I have a problem and I got most of the solution, but don't understand how to proceed. The problem is to solve: $$(x+2y)y'=1, \qquad y(0)=-1.$$ Here is my reasoning: Substitute $z = x+2y$. Then ...
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178 views

Causality in Dirac delta forced harmonic oscillator

If I take the simple forced harmonic oscillator equation, apply the Fourier transform to both sides, and assuming the forcing function is a Dirac delta function (at the origin) I get: $ F(s) = \frac ...
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41 views

Perturbation Theory on Finite Domains

In this video (from 27.00 - 50.00, which you don't need to watch!) a guy shows how you can solve the general second order ode $y'' + P(x)y = 0$ using perturbation theory. However he points out that ...
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71 views

Sturm-liouville problem, first eigenvalue

Any idea to solve the Sturm-Liouville Problem $$ -\cos^{2}(t)g''+n\sin(t)\cos(t)g'-(n+1)\cos^{2}(t)g=(\delta)g, $$ with $t\in[\epsilon,0]$, and boundary conditions $g(\epsilon)=g(0)=0$? We may ...
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110 views

A photon in expanding Universe (a snail on a tree)

I want to know how far a snail can reach in expanding universe. It has a constant speed c = 1 and tree is expanding at speed $v= H_0 D$, with Hubble constant $H_0 = 1$. Here D(T) is the distance of ...
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99 views

Differential equation $y'(t) = 1-y(t) e^{y(t)-1}$

I am interested in finding a clean explicit solution (if possible) to the differential equation $$ y'(t) = 1-y(t) e^{y(t)-1}, $$ where $0 \le t < 1$ and $0 \le y \le 1$. This can obviously be ...
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718 views

Questions about the Picard–Lindelöf theorem for an ODE

In the sketch proof of Picard–Lindelöf existence theorem for an ODE: It can then be shown, by using the Banach fixed point theorem, that the sequence of "Picard iterates" $φ_k$ is convergent and ...
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402 views

Solve a differential equation using Fourier series

Assume I have a second order differential equation $\ddot{x} = F(x,\dot{x})$ (or an equivalent equation of first order) and that I know there is a periodic solution to it (for simplicity's sake, ...
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110 views

Bifurcation in 3 dimensions (simple)

I am Doing a project i have a toy system that describes a bifurcation in 3 dimensions i am posting this in part because i can no longer understand what i have written down ( its been awhile) i have ...
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391 views

George Simmons' “Differential Equations with Applications and Historical Notes” vs. “Differential Equations: Theory, Technique, and Practice”

I've heard much acclaim for George F. Simmons' "Differential Equations with Applications and Historical Notes" (2nd edition). I've noticed there's a newer book by Simmons and Krantz entitled ...
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Links to pdf-articles or books where there is an information on some linear integral operator

Please write me links to pdf-articles or books where there is some information on properties of operators like these: $$ (Af)(x,y)=\int_{D}\frac{f(z) \, dz}{|x-z| |z-y|} $$ or $$ (Bf)(x,y)=\int_D ...
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40 views

Find $\alpha$ such that $y'=\sqrt{1+y^4}-|y|^\alpha$ has global solutions

How do I find $\alpha$ such that $y'=\sqrt{1+y^4}-|y|^\alpha$ has global solutions? For example, imposing $y'=0$ for $\alpha=4$ we get that for solutions with starting point in ...
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93 views

Existence Theorem for Geodesics

The text I am reading now defined geodesics to be those curves that satisfy the following differential equation: $\ddot{\gamma}^k(t)+\dot{\gamma}^i(t)\dot{\gamma}^j(t)\Gamma^k_{ij}(\gamma(t)) = 0$ ...
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59 views

Second order equations on manifolds

In my notes, the lecturer considers a smooth vector field $v: TM\to T(TM)$, with $M$ a smooth manifold. Let's write $$v(u,e)=((u,e), (a(u,e),b(u,e)).$$ It is said that $v$ is a second order equation ...
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197 views

Behaviour of $r'=r-r^3 , \theta'=(\sin\theta)^2+a$

What are the local and global behavior of solutions of $r'=r-r^3$ $\theta'=(\sin\theta)^2+a$ at the bifurcation value $a=-1$?
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319 views

Integrating angular velocity to obtain orientation

Suppose that $\gamma:[0,1]\to \operatorname{SO}(3)$ is a path in the space of orientation preserving rotations of $\mathbb R^3$. It is classical that we can find a corresponding $\omega:[0,1]\to ...
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Complex nonlinear differential equation

I have the following nonlinear differential equation: $$\ddot z(t)-\sin(z(t))=0$$ where $z(t)$ is a complex variable. The solution of the same equation with $z(t)$ real, is a function of Jacobi ...
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263 views

system of implicit nonlinear differential equations

Here I have a system of nonlinear differential equations: $ (M+2m)\ddot{x} + m(l_1 \ddot{\theta}_1\cos\theta_1 - l_1\dot{\theta}_1^2\sin\theta_1) + ...
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290 views

Chebyshev Diff EQ

Find a power series solution about $x_0=0$ for the Chebyshev differential equation $$(1-x^2)y''-xy'+n^2 y=0,$$ as a function of of the integer $n$. Show that the solutions form a terminating ...
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118 views

The linearization of a gradient vector field along a heteroclinic connection

A gradient vector field $X$ in $\mathbb{R}^n$ has two equilibria $x_1, x_2$. The vector field defines a cooperative dynamical system. The linearization about $x_1$ has one positive eigenvalues and ...
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86 views

What's this called? $\mathbb{C}[d/dx]$

The 'ring of differential operators wrt x' ? Thx.
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249 views

Harmonic oscillator with stochastic forcing

It's well known that the solution of the differential equation: $$\ddot x(t)+\omega^2x(t)=\sin(\psi t)$$ has the form: $$x(t)=C_1 \sin(\omega t)+C_2 \cos(\omega t)-\frac{\sin(\psi ...
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1k views

Is it possible to have Wronskian=0 with independent solutions to a linear differential equation?

In Wikipedia it says that if the Wronskian of two function is 0 everywhere it does not imply they are linearly dependent. However, in books treating differential equations it seems that, if the two ...
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143 views

Prove there are at least two periodic solutions

Could anyone comment on the following ODE problem? Thank you. Given a 2-d system in polar coordinates: $$\dot{r}=r+r^{5}-r^{3}(1+\sin^{2}\theta)$$ $$\dot{\theta}=1$$ Prove that there are at least ...
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369 views

Gompertz growth equation

:) Hi! I'm almost finished with a homework problem, but I cannot quite finish it. The problem is as follows: Given the Gompertz growth equation $$\frac{dN}{dt}=K(t)N(t),\ N(0)=N_0 \\ ...
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748 views

Solving geodesic problems with Euler-Lagrange equation

This is the question: Problem B.1 Two cities - Tel-Aviv, Israel and SanDiego, CA - have the same latitude 32 ◦ N, but, different longitudes: Tel-Aviv is 34 ◦ E and San-Diego is 117 ◦ W. What is the ...
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137 views

Satisfying a Differential Equation and complex Laguerre

I have the following problem Show that $$L_n(x)=\frac{e^x}{2 \pi i}\oint \frac{t^n e^{-t}}{(t-x)^{n+1}}dt$$ satisfies $$x\, L_n^{\prime\prime}+(1-x)L_n^\prime+n\, L_n=0$$ where the contour is ...
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355 views

Lebesgue Line Integrals - Parametric Change of Variables

Consider the following Lebesgue integral in $\mathbb{R}^n$ $$ \int_C f(x) dx $$ Where $f : \mathbb{R}^n \rightarrow \mathbb{R}$ is measurable and $C$ is a measurable subset of $\mathbb{R}^n$ that ...
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222 views

Approximating a system of differential equations as a Bézier curve

I am looking for a general transform to approximate the solution to an n-dimensional system of differential equations and initial conditions as a cubic or quadratic Bézier curve. Sorry if my ...
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99 views

Finding $\mathbf r(t)$ for the parameterized two-body equations of motion

I'm trying to understand the equations of two-body motion. Namely, given the position, velocity and mass of two orbiting bodies at time $t$, how can I explicitly find their position and velocity for ...
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312 views

Differential equation, eigenvalues and eigenfunctions

How does one find all the permissible values of $b$ for $-{d\over dx}(-e^{ax}y')-ae^{ax}y=be^{ax}y$ with boundary conditions $y(0)=y(1)=0$? I assume we have a discrete set of $\{b_n\}$ where they ...
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79 views

Special forms of ODEs

In my previous question, @Gerben suggested that it is more likely that WA recognizes an ODE in"Sturm-Liouville" form. Is there a reason for this particular form being preferred to the usual ...
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138 views

Inequality of ODE solutions

Says I have two (scalar) ODE: $u' = f(u,t)$ and $v' = g(v,t)$ where Both $f$ and $g$ are piecewise-continuous and locally Lipschitz, for existence & uniqueness of solutions $u(t)$ and ...
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82 views

Differential equation with some constraints

I'd like $\alpha,\beta,\gamma$ as functions of $t$, satisfying the following conditions: $$ \begin{align} \alpha+\beta+\gamma & = 0 \\ \sin^2\alpha + \sin^2\beta + \sin^2\gamma & = c^2 \\ ...
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269 views

Half-life versus relaxation time

Question: What is the exact relationship between half-life and relaxation time? I just wanted to nail down the difference/similarity between these two concepts. I did a web search, and even found a ...
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227 views

Series of nested double integrals

This is kind of a follow-up of my previous question. I'm investigating the following infinite series of nested two-dimensional integrals $$\sigma(t,t^\prime) = 1 - \int_{t^\prime}^t\mathrm dt_1 ...
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494 views

Differential Equations of Infinite Order

As a physicist I was playing with some QM problem and stumbled upon an ordinary differential equation of infinite order (coefficients are polynomials) that could be cast in the form: ...
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59 views

An estimate for the left point in a BVP

Let $\alpha \geq 1$. Suppose that for each $c\geq c_0>0$ there exists a point $\xi (c) \in ]0,1[$ s.t. the BVP: $$\begin{cases} [x^\alpha u^\prime (x)]^\prime +c\ u(x)=0 &\text{, in } ...