Is the Probability of Solving a Differential Equation Always Zero?

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Discussion Overview

The discussion revolves around the probability of solving a differential equation (DE) when randomly selected from the set of all differential equations. It explores theoretical aspects, definitions of probability measures, and the implications of solvability in the context of differential equations.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • Some participants propose that the probability of solving a randomly chosen differential equation is essentially zero, as the set of solvable equations is negligible compared to the total set.
  • One participant notes that while explicit solutions are rare, solutions do exist for many equations, even if they cannot be found algebraically.
  • There is a discussion about the necessity of defining a proper probability measure to assess the solvability of differential equations accurately.
  • Another participant mentions that under reasonable probability measures, the set of solvable differential equations has measure zero.
  • References are made to Peano's criterion and Poisson's existence and uniqueness theorem, highlighting conditions under which solutions exist.

Areas of Agreement / Disagreement

Participants generally agree that the set of solvable differential equations is small relative to the total set, but there is no consensus on the implications of this regarding the probability measure used or the definitions of solvability.

Contextual Notes

The discussion includes limitations related to the definitions of probability measures and the conditions under which certain theorems apply, which remain unresolved.

DrKareem
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Is it true that if we pice a DE from the set of all DE, the probability to solve it is zero?
 
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hmm, made so many typoes :P

here's the real question:

Is it true that if you pick a random Differential Equation from the set of all Differential Equations, the probability to solve it is zero?
 
The answer is: pretty much yes. The differential equations that we can solve explicitly and algebraically consitutite practically none of the plethora of those that are out there. Strictly speaking we cannot even solve the average linear homogenous equation in n unknowns as that is as hard as factorizing a degree n polynomial. However we know solutions exist, even though we can't find them.

Of course you need to define your probability measure on the space of things properly for there to be even the hint of a proper answer, and for you to say if you accept numerical methods as a solution, but loosely speaking no we can't solve them. There is peano's criterion for deciding the existence of a solution (but I don't remember when it applies, ie to which class of equations).
 
Technically it depends upon what probability function you are using to "pick" the de (matt grime's "probability measure") but under just about any reasonable measure, yes, the set of "solvable des" has measure 0.

I'm not sure about "Peano" but Poisson's "existence and uniqueness theorem" requires that, in order that y'= f(x,y) have a solution in a neighborhood of (x0,y0), f must be continuous and Lipschitz in that neighborhood. That in itself reduces to measure 0 under any "reasonable" measure.
 

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