Related papers: Two standard methods for solving the Ito equation
We consider two approaches for obtain of the generalized Ito-Wentzell formula: the first way uses the generalized Ito's formula; the second one is based on a concept of kernel functions for integral invariants.
By the method of invariant manifold, we investigate the Ito equation numerically with high precision. By the numerical results, we can completely determine the form of analytic soliton solutions for the Ito equation. In fact, by the…
In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We…
In this paper, we study the stabilization problem for the Ito systems with both multiplicative noise and multiple delays which exist widely in applications such as networked control systems. Sufficient and necessary conditions are obtained…
In order to find analytically the travelling waves of partially integrable autonomous nonlinear partial differential equations, many methods have been proposed over the ages: "projective Riccati method", "tanh-method", "exponential method",…
The Riccati equation method is used for study the behavior of solutions of the systems of two linear first order ordinary differential equations. All types of oscillation and regularity of these system are revealed. A generalization of…
In this paper we present a direct formula for the solution of the general second order linear ordinary differential equation as our main result such that the parameters required for the formula are determined using another differential…
The novel coupling Ito systems are obtained with the dark parameterization approach. By solving the coupling equations, the traveling wave solutions are constructed with the mapping and deformation method. Some novel types of exact…
This paper is complete proof of one method for obtaining the generalized Ito-Wentzell formula, its basic idea was announced earlier in a pre-print (arXiv:1309.3038v1). This proof sets the approach which uses the Ito formula and the…
A method to find exact solutions to nonlinear Schr\"odinger equation, defined on a line and on a plane, is found by connecting it with second order linear ordinary differential equation. The connection is essentially made using Riccati…
In this paper we show some exact solutions for the general fifth order KdV equation. These solutions are obtained by the extended tanh method.
The scalar Riccati equation is a prototypical nonlinear ODE having diverse mathematical connections. In the centuries since its initial formulation, a standard textbook theory has emerged according to which the general solution may be…
In this study, the Riccati equation is resolved using the generalized recursive integrating factor method. By applying a non-linear transformation to the dependent variable $y(x)$ of the Riccati equation, a second-order linear differential…
The Riccati equation method is used to establish some global solvability criteria for some classes of second order nonlinear ordinary differential equations. Two oscillation theorems are proved. The results are applied to the Emden - Fowler…
This paper gives out the general solutions of variable coefficients ODE and Riccati equation by way of integral series E(X) and F(X). Such kinds of integral series are the generalized form of exponential function, and keep the properties of…
In this paper we show some exact solutions for the Caudrey-Dodd-Gibbon equation (CDG equation). These solutions are obtained via \circledR \emph{Mathematica} 6.0 by the projective Riccati equation method.
A new method named rational expansion method of exponent function is presented to find exact traveling wave solutions of differential-difference equations. This method generalizes the so-called tanh-method and other similar methods. Some…
A novel integrability condition for the Riccati equation, the simplest form of nonlinear ordinary differential equations, is obtained by using elementary quadrature method. Under this condition, the analytic general solution is presented,…
Comparison of approximate solutions that were obtained by using different asymptotic methods of solutions of difference equations with the exact solution is presented. Results show that for the studied equation the method of transformation…
This paper is concerned with the deterministic optimal control of Ito stochastic systems with random coefficients. The necessary and sufficient conditions for the unique solvability of the optimal control problem with random coefficients…