Universal differential equation

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A universal differential equation (UDE) is a non-trivial differential algebraic equation with the property that its solutions can approximate any continuous function on any interval of the real line to any desired level of accuracy.

Precisely, a (possibly implicit) differential equation P(y,y,y,...,y(n))=0 is a UDE if for any continuous real-valued function f and for any positive continuous function ε there exist a smooth solution y of P(y,y,y,...,y(n))=0 with |y(x)f(x)|<ε(x) for all x.[1]

The existence of an UDE has been initially regarded as an analogue of the universal Turing machine for analog computers, because of a result of Shannon that identifies the outputs of the general purpose analog computer with the solutions of algebraic differential equations.[1] However, in contrast to universal Turing machines, UDEs do not dictate the evolution of a system, but rather sets out certain conditions that any evolution must fulfill.[2]

Examples

  • Rubel found the first known UDE in 1981. It is given by the following implicit differential equation of fourth-order:[1][2] 3y4yy24y4y2y+6y3y2yy+24y2y4y12y3yy329y2y3y2+12y7=0
  • Duffin obtained a family of UDEs given by:[3]
n2yy2+3n(1n)yyy+(2n23n+1)y3=0 and nyy2+(23n)yyy+2(n1)y3=0, whose solutions are of class Cn for n > 3.
yy23yyy+2(1n2)y3=0, where n > 3.
  • Bournez and Pouly proved the existence of a fixed polynomial vector field p such that for any f and ε there exists some initial condition of the differential equation y' = p(y) that yields a unique and analytic solution satisfying |y(x) − f(x)| < ε(x) for all x in R.[2]

See also

References

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