Functional differential equation

In summary: Then maybe I misunderstand the notation. In summary, the homework equation is:$$\left.\frac{dF[f+\tau h]}{d\tau}\right|_{\tau=0}=\int \left(b(x)f(x)^2e^{b(x)f(x)^3/3}\right)h(x)dx$$
  • #1
Matterwave
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Homework Statement



Solve:

$$\frac{\delta F[f]}{\delta f(x)}=b(x)f(x)^2F[f]$$

For b(x) a fixed smooth function.

Homework Equations



$$\left.\frac{dF[f+\tau h]}{d\tau}\right|_{\tau=0}\equiv \int\frac{\delta F[f]}{\delta f(x)}h(x)dx$$

The Attempt at a Solution



This isn't a homework problem since I'm self-studying this, but I don't know how to solve this equation. Based off of the analogy from regular ordinary differential equations, I tried the solution:

$$F[f(x)]=\int e^{b(x)f(x)^3/3}dx$$

So, constructing the function derivative, I start with:

$$F[f+\tau h]=\int e^{b(x)(f(x)^3+3f(x)^2\tau h(x)+3f(x)\tau^2 h(x)^2+\tau^3 h(x)^3)/3}dx$$

Taking the derivative, and then taking ##\tau\rightarrow 0## I get:

$$\left.\frac{dF[f+\tau h]}{d\tau}\right|_{\tau=0}=\int \left(b(x)f(x)^2e^{b(x)f(x)^3/3}\right)h(x)dx$$

Therefore:

$$\frac{\delta F[f]}{\delta f(x)}=b(x)f(x)^2e^{b(x)f(x)^3/3}$$

This almost looks right except there's no integral over the exponential term, so that term is not F[f]...I feel like this is close, but certainly not right.

I don't know any other method of trying to solve this problem. Thanks.
 
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  • #2
Oh wait, I think I found the solution, I think I just put the integral in the wrong place, but can someone verify this for me? I think the actual solution is:

$$F[f]=e^{\int \frac{b(x)f(x)^3}{3}}dx $$

So that:

$$F[f+\tau h]=e^{\frac{1}{3}\int b(x)(f(x)^3+3f(x)^2\tau h(x)+3f(x)\tau^2 h(x)^2+\tau^3 h(x)^3)}dx$$

And then:

$$\left.\frac{dF[f+\tau h]}{d\tau}\right|_{\tau=0}=\left(e^{\int \frac{b(t)f(t)^3}{3} dt}\int b(x)f(x)^2h(x)\right)dx$$

Giving finally:

$$\frac{\delta F[f]}{\delta f(x)}=b(x)f(x)^2e^{\frac{1}{3}\int b(t)f(t)^3 dt}$$

Which looks right to me.

Does this look right to you guys? I think I might be missing a constant of integration so that the final answer should be more like:

$$F[f]=Ce^{\int \frac{b(x)f(x)^3}{3}}dx $$

Or something? Is there anything special about the constant of integration in this case, or is it just a constant number like the the case of regular ODE's?
 
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  • #3
If F[] is a solution, can you show that C.F[] is also a solution?
 
  • #4
Yes, I think CF[] is also a solution by just plug-and-chug. That constant will always remain on the outside of all integrals and expressions, so it'll just stay. What I was wondering is, in the case of an ODE, C is a constant number. In the case of a functional ODE can C be something more than a constant? I was thinking maybe it could be a fixed function C(x), but it doesn't seem like that would work since F[f] should be a number, and not a function.
 
  • #5
Matterwave said:
Yes, I think CF[] is also a solution by just plug-and-chug. That constant will always remain on the outside of all integrals and expressions, so it'll just stay. What I was wondering is, in the case of an ODE, C is a constant number. In the case of a functional ODE can C be something more than a constant? I was thinking maybe it could be a fixed function C(x), but it doesn't seem like that would work since F[f] should be a number, and not a function.

Good question. It does see to me that $$\frac{\delta (C(x)F[f])}{\delta f(x)}=C(x)\frac{\delta F[f]}{\delta f(x)}$$
 
  • #6
haruspex said:
Good question. It does see to me that $$\frac{\delta (C(x)F[f])}{\delta f(x)}=C(x)\frac{\delta F[f]}{\delta f(x)}$$

Yea I thought that too, but it seems:

$$F[f]=C(x)e^{\int \frac{b(t)f(t)^3}{3} dt}$$

Would return a function, given a function as an input, instead of a number. So it wouldn't be a proper functional. Perhaps it would be a "function valued functional", so to speak...
 
  • #7
Matterwave said:
Yea I thought that too, but it seems:

$$F[f]=C(x)e^{\int \frac{b(t)f(t)^3}{3} dt}$$

Would return a function, given a function as an input, instead of a number. So it wouldn't be a proper functional. Perhaps it would be a "function valued functional", so to speak...
Then maybe I misunderstand the notation. What's the range of the integral? Can you give me a web link for the topic?
 
  • #8
I'm actually reading this problem from a book, it's problem 3-5 in Klauder, J.R. A Modern Approach to Functional Integration. Klauder only gives the problem in the differential form (first equation of my first post), the integration limits are implicit depending on the support of the functions under consideration (I assume ##(-\infty,\infty)## for simplicity, no explicit form for the support of the functions is given). The notion of a functional has been so far a mapping of functions into real numbers. So that ##F[f]## should return a number given a function f, which doesn't depend on the argument of f, but only on the whole function f itself.
 
  • #9
Matterwave said:
I'm actually reading this problem from a book, it's problem 3-5 in Klauder, J.R. A Modern Approach to Functional Integration. Klauder only gives the problem in the differential form (first equation of my first post), the integration limits are implicit depending on the support of the functions under consideration (I assume ##(-\infty,\infty)## for simplicity, no explicit form for the support of the functions is given). The notion of a functional has been so far a mapping of functions into real numbers. So that ##F[f]## should return a number given a function f, which doesn't depend on the argument of f, but only on the whole function f itself.
I managed to find a web item on functional integration, and I now get the idea, roughly. But it leaves me struggling to understand the differential notation in the OP. The LHS looks like it means the change in F[f] for a small change in the value of f at a specific location x. But it's hard to think that would be other than zero in any reasonable F[]. Does Klauder give any clues?
 
  • #10
He gives only the definition in equation 2 of OP. That is the definition for that notation. I think it could equally be as useful to use the notation:

$$\frac{\delta F[f]}{\delta f}(x)$$

Basically you can see that this functional derivative, whatever it is, should be a function of (x) since we are going to integrate over dx on the right hand side of equation 2.
 

FAQ: Functional differential equation

What is a functional differential equation?

A functional differential equation is a type of differential equation that involves a function as well as its derivatives. In other words, the equation contains both a dependent variable and its derivatives with respect to one or more independent variables.

What are some applications of functional differential equations?

Functional differential equations are used in many areas of science and engineering, such as physics, biology, economics, and control theory. They are particularly useful in modeling systems with memory, such as population dynamics, chemical reactions, and control systems with delays.

How is a functional differential equation solved?

Functional differential equations can be solved using analytical techniques, such as the method of steps or the Laplace transform, or numerical methods, such as Euler's method or Runge-Kutta methods. The specific method used will depend on the complexity of the equation and the desired accuracy of the solution.

What are some challenges in solving functional differential equations?

One of the main challenges in solving functional differential equations is the presence of delays, which can lead to a lack of well-defined initial conditions and make the equations more difficult to solve. The nonlinear nature of these equations can also make finding analytical solutions challenging, requiring the use of numerical methods.

How are functional differential equations related to ordinary differential equations?

Functional differential equations can be seen as an extension of ordinary differential equations, where the derivatives are replaced by functional derivatives with respect to time. In some cases, functional differential equations can be reduced to ordinary differential equations by making certain assumptions or simplifications.

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