Thursday, 15 May 2014

A functional-differential equation

Consider the functional differential equation
4f(x2f(x))+4 ϵ f(x)f(x2f(x))=f(x)
for all x0 together with the initial condition f(0)=0 and the additional constraint f(x)0 for all x. This equation arises as a first-order optimality condition in a problem that I am studying.  ϵ  is a parameter in an interval around 0.



For all  ϵ  the equation has the trivial solution  f(x)=0  for all  x , which is not of any interest for me.




The equation also has a linear solution
f(x)=x4(1ϵ),
which is valid for all ϵ<1.



Finally, for ϵ=0, there exists the non-linear but smooth solution
f0(x)=1+2x1+4x8.



My question is whether you have any idea how I can embed the solution f0 for the singular case ϵ=0 into a whole family of solutions fϵ for values of ϵ close to 0.



I understand that this is a singular perturbation problem. Although I am primarily interested in an analytical solution, I would already be happy about an existence proof.




A numerical solution is not what I am looking for but it may be useful to get an idea about how the solution family could look like.



I would appreciate any hints or references.

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