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A {\it Lie system} is a nonautonomous system of first-order differential equations admitting a {\it superposition rule}, i.e., a map expressing its general solution in terms of a generic family of particular solutions and some constants.…

Mathematical Physics · Physics 2015-12-24 P. G. Estévez , F. J. Herranz , J. de Lucas , C. Sardón

In this work we develop adjoint-based analyses for \textit{a posteriori} error estimation for the temporal discretization of differential-algebraic equations (DAEs) of special type: semi-explicit index-1 and Hessenberg index-2. Our…

Numerical Analysis · Mathematics 2025-08-18 Jehanzeb H. Chaudhry , Owen L. Lewis , Md Al Amin Molla

Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise…

We consider the obstacle problem with irregular barriers for semilinear elliptic equation involving measure data and operator corresponding to a general quasi-regular Dirichlet form. We prove existence and uniqueness of a solution as well…

Probability · Mathematics 2021-03-16 Tomasz Klimsiak

In this paper, we develop a fully discrete Galerkin method for solving initial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(GJPs) with indexes corresponding to the number of homogeneous…

Numerical Analysis · Mathematics 2015-01-13 P. Mokhtary

This article revisits the approximation problem of systems of nonlinear delay differential equations (DDEs) by a set of ordinary differential equations (ODEs). We work in Hilbert spaces endowed with a natural inner product including a point…

Chaotic Dynamics · Physics 2015-09-11 Mickaël D. Chekroun , Michael Ghil , Honghu Liu , Shouhong Wang

In a previous paper we considered a class of infinitely degenerate quasilinear equations and derived a priori bounds for high order derivatives of solutions in terms of the Lipschitz norm. We now show that it is possible to obtain bounds…

Analysis of PDEs · Mathematics 2011-03-17 Cristian Rios , Eric Sawyer , Richard Wheeden

We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…

Classical Analysis and ODEs · Mathematics 2011-09-20 Fabien Monfreda , Jean-Claude Yakoubsohn

A sharp pointwise differential inequality for vectorial second-order partial differential operators, with Uhlenbeck structure, is offered. As a consequence, optimal second-order regularity properties of solutions to nonlinear elliptic…

Analysis of PDEs · Mathematics 2021-02-19 Anna Kh. Balci , Andrea Cianchi , Lars Diening , Vladimir Maz'ya

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

A superposition rule is a particular type of map that enables one to express the general solution of certain systems of first-order ordinary differential equations, the so-called Lie systems, out of generic families of particular solutions…

Mathematical Physics · Physics 2011-07-14 J. F. Cariñena , J. de Lucas

Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…

Optimization and Control · Mathematics 2023-06-16 Sumit Suthar , Soumyendu Raha

The theory of quasi-Lie systems, i.e. systems of first order ordinary differential equations which can be related via a generalised flow to Lie systems, is extended to systems of partial differential equations and its applications to…

Analysis of PDEs · Mathematics 2024-11-04 Jose F. Carinena , Janusz Grabowski , Javier de Lucas

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca

We consider an 1D partial integro-differential equation (PIDE) comprising of an 1D parabolic partial differential equation (PDE) and a nonlocal integral term. The control input is applied on one of the boundaries of the PIDE. Partitioning…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Soham Chatterjee , Vivek Natarajan

In this paper, we propose algorithms to compute differential Chow forms for prime differential ideals which are given by their characteristic sets. The main algorithm is based on an optimal bound for the order of a prime differential ideal…

Algebraic Geometry · Mathematics 2015-01-13 Wei Li , Yinghong Li

Infinite-dimensional differential algebraic equations (short DAEs) with input and output are studied. The concepts of operator nodes and system nodes are extended to systems which additionally may include algebraic constraints.…

Analysis of PDEs · Mathematics 2025-11-24 Mehmet Erbay , Birgit Jacob , Timo Reis

Maximal regularity is a fundamental concept in the theory of partial differential equations. In this paper, we establish a fully discrete version of maximal regularity for a parabolic equation. We derive various stability results in…

Numerical Analysis · Mathematics 2016-02-23 Tomoya Kemmochi , Norikazu Saito

In this paper, we present a new SDC scheme for solving semi-explicit DAEs with the ability to be parallelized in which only the differential equations are numerically integrated is presented. In Shu et al. (2007) it was shown that SDC for…

Numerical Analysis · Mathematics 2026-01-26 Matthias Bolten , Lisa Wimmer