Is there any interesting (i.e. with non-trivial properties) way of defining metrics or measures over sets of differential equations? (Got onto thinking about this bc of the fine-tuning in cosmology thing, and wondering if there is any way to talk about a law [i.e. equation] being more or less fine-tuned, but now I’m just curious in general)
Hmmm. Convergence (in the sense that a Taylor series converges to the function it represents) is unmetrizable.
How is this handled in calculus of variations?
Also I’m not entirely sure what you’re thinking of as a criterion. Could you give an example of two very close differential equations?
No idea how it’s handled in calculus of variations. Huh.
Here is an example inspired by the fine-tuning thing. We have a differential equation with coefficients in front of the terms. We talk about how “if the coefficients were a tiny bit different, the behavior of the solution would be very different.” Now we can imagine keeping the coefficients fixed but varying the equation, by adding new small terms (i.e. slightly varying their coefficients starting at zero), or by changing an existing term (change an exponent in a continuous way, say). Now, for some sort of change in the solution, you can talk – in a casual way at least – about how little you need to change the equation to get a “comparable” or “comparably large” change in the solution.
(We may be talking about sudden phase transition-like changes in the solution, so the changes themselves may not be continuous, but you might have a sense of distance for equations like “it is this much change of exponent away from some given transition”)
For any one equation, this just seems like a mildly amusing game, but could there be any regularities across many equations (or many definitions of “comparable”), so that there might be general facts?
This is almost covered by the theory of stochastic differential equations. That’s the theory of differential equations where you add a random function of time to one side. Usually the random function is “white noise”, technically known as a Wiener process, but you can pick any distribution on the space of functions that you like. The theory of these SDEs is well understood, highly applicable, and moderately beautiful.
Adding a random function of space is also a known thing. Usually people use a Markov random field, which is a generalization of a Markov process to multiple dimensions. That’s usually used to perturb a PDE, but you’re interested in perturbing an ODE. People have done that too. I remember seeing some beautiful visualization of the motion of an electron beam through a potential given by a Markov random field.
It sounds like you’re asking about adding a random function of both space and time. I’m not familiar with SDEs perturbed by a random function of both space and time, but I figure somebody must have thought about it. It seems like a reasonable generalization, now that you point it out.
Either you are misreading me, or I’m confused what this has to do with my question. I know what SDEs are. I’m not necessarily interested in ODEs rather than PDEs, in fact the reverse (although either is fine). And I don’t see how SDEs or their extensions give us a metric or measure on the space of differential equations, or correspond to the sort of thing I wondered about the last paragraph of my second post.
(via identicaltomyself)




