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

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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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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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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 ...
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60 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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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 ...
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79 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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219 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 ...
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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 ...
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117 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 ...
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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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479 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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497 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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156 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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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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100 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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63 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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350 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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288 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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150 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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155 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 ...
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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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297 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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153 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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392 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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807 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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385 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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253 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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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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330 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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83 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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171 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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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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312 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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235 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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584 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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Jacobi field geodesic and calculus of variations.

How can we show that the second order variation to a geodesic is given by the Jacobi differential equation? In essence, \begin{equation} \frac{D^2}{dt^2}J(t)+R(J(t),\dot \gamma (t))\dot \gamma ...
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46 views

Recurrence equation approximation

I have the following recurrence relation, $$x_{i+1}=a\cdot x_i^{\frac{2-2\alpha}{3}}+x_i,$$ where $a>0, \alpha>0$, and $x_0>0$. My goal is to get an approximate the expression for $x_i$. I ...
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Can a differential equation be non-linear and homogeneous at the same time?

I have searched for the definition of homogeneous differential equation. I have found definitions of linear homogeneous differential equation. Can a differential equation be non-linear and homogeneous ...
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Limits of systems of differential equations.

Consider the following system of odes involving a real parameter $\epsilon$ as follows \begin{equation*} \frac{dx_i}{dt}=f_i(x) + \epsilon^2g_i(x,y) \ , \ \ \ \frac{dy_j}{dt}=h_j(y) + ...
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27 views

Decidability - Complexity

Can someone tell me where I can get some information about the following? We have linear differential equations with polynomial coefficients depending on x. $a_n(x)y^{(n)}+ \dots ...
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26 views

two variable perturbation analysis of nonlinear set of differential equations.

I have following set of equations, $\frac{dy(t)}{dt}=k z(t) - 3 k y(t) - y(t)^2 + \epsilon_1 (M-z(t))^2$ $\epsilon_2 \frac{dz(t)}{dt}=Mz(t) - z(t) y(t) - 2 \epsilon_2 y(t) + 2 \epsilon_1 \epsilon_2 ...
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Finding a Lyapunov Function for a system involving a trigonometric function

I'm dealing with determining if $(0,0)$ is stable or not for the following system via constructing a Lyapunov function. The system is $$ \begin{cases} x'(t)=(1-x)y+x^2\sin{(x)}& \\ ...
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49 views

Preparations to finals, validation needed

I have an exam in a few days from now and I'm very nervous. I tried to tackle this one with all I got, but I'm not sure if I'm correct. If anyone can direct me, and tell me if and where I'm doing ...
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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 ...