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

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3
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84 views

Can't match boundary conditions on a perturbation series solution to a non-linear ODE?

I'm trying to generate a naive perturbation series solution (with all associated secular terms included) to the Rayleigh equation: \begin{equation} \frac{d^2y}{dt^2} + y = \epsilon ...
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55 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, ...
3
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76 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 ...
3
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144 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 ...
3
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59 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 ...
3
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199 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 ...
3
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78 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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218 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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44 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 ...
3
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81 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 ...
3
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114 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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100 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 ...
3
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83 views

System of many non-linear (quadratic) first order O.D.E. (numerical strategy or simplification)

I have a large system (N>100) of equations $\frac{d\vec{P}}{dt}= A(t) + B(t) \vec{P} + \vec{P}^T C(t) \vec{P}$ where $\vec{P}$ is a vector of N functions of the variable t. What is the correct ...
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476 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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477 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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154 views

Solving $ T' = 0 $ for distributions in $\mathbb{R}^n$

Denoting $ T \in \mathcal{D}'(\mathbb{R}^n) $ as distributions with $ T_f(\varphi) = \int_{\mathbb{R}^n} f\varphi\ dx $, I wish to prove the distribution solution of the equation $ T' = 0 $ ...
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30 views

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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43 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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99 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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62 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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220 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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344 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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75 views

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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283 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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148 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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154 views

IVP Perturbation With Small Non-Linear Term

EDIT: Sorry to bump this without having anything extra to add, but I still cannot reconcile my solution with what was asked (in (2)). Could someone with expertise in this subject take a look? I ...
3
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89 views

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

The 'ring of differential operators wrt x' ? Thx.
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288 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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151 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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391 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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799 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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380 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 ...
3
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248 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 ...
3
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0answers
100 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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329 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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82 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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165 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 ...
3
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84 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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309 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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234 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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575 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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61 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 } ...
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28 views

Advanced calculus: Solving quaternion differential equations

I have a system of two differential equations $$\frac{\partial X(t)}{\partial t}=a_1 A X(t)+a_2X(t) B+a_3 C Y(t)+a_4Y(t) D+a_5$$ $$\frac{\partial Y(t)}{\partial t}=b_1 E X(t)+b_2X(t) F+b_3 G ...
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21 views

Choose Scaling for t

My question is the last part of the d) part of the exercise 1.17 in Mark Holms' Introduction to Applied Mathematics. The exercise is given below, where I have emphasized the part of it that is my ...
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0answers
22 views

Phase line and Equilibrium Points

Consider the differential equation $dy/dt=y^8+3y^6-y^2-1$. Sketch the phase line and classify the equilibrium points. Since when $y=0$, the derivative is negative and when $y>1$ the derivative ...
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23 views

Non-Conservative System

I'm having a bit of trouble understanding the concept of a conservative system mathematically. A problem in a textbook (Arnold's Mathematical Methods for Classical Mechanics) is asking me to give an ...
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votes
0answers
21 views

Make mathematical sense of the Dirac well Potential Equation

A classical problem in quantum mechanics involving the Dirac Delta function is given by $$ y''+(\delta(x)-\lambda^2)y=0 $$ Then, to find ''bound states'', you solve on the right and find the ...
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17 views

Regarding continuity and the value of the function at the point of discontinuity.

Suppose while solving a boundary value problem, we have a two piece solution $f_1(x)$ and $f_2(x)$ where $f_1(x)=f(x)$ for $x < x_0$ and $f_2(x) = f(x)$ for $x>x_0$. If there is a matching ...
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0answers
17 views

Closed representation of Ladder operators in One Dimensional Second Order Homogeneous Differential Equations

(1) Has anyone published the closed representation of ladder operators for second order differential equations? More specifically the second order differential equation $$ -\partial_x^2\Psi_m(x) + ...
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0answers
32 views

Initial value problem - How can we find the coefficients $c_j$?

We have the initial value problem $$u'(t)=Au(t) \ \ , \ \ 0 \leq t \leq T \\ u(0)=u^0 \\ u \in \mathbb{R}^m$$ A is a $m \times m$ matrix The eigenvalues of $A$ are $\lambda_j$ and the corresponding ...