Related papers: Two standard methods for solving the Ito equation
The Riccati equation method is used to establish some new stability criteria for systems of two linear first-order ordinary differential equations. It is shown that two of these criteria in the two dimensional case imply the Routh -…
An Ito formula is developed in a context consistent with the development of abstract existence and unique- ness theorems for nonlinear stochastic partial differential equations, which are singular or degenerate. This is a generalization of…
The Riccati equation method is used to establish a new stability criteria for linear systems of ordinary differential equations. Two examples are presented in which the obtained result is compared with the results obtained by the Lyapunov…
By means of Ito calculus it is possible to find, in a straight-forward way, the analytical solution to some equations related to the passive tracer transport problem in a velocity field that obeys the multidimensional Burgers equation and…
Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Ito formula is proved which is applied to prove the existence of strong solutions for a class of stochastic…
This article shows how to find the solution of an arbitrary quintic equation by performing two simultaneous folds on a sheet of paper. The folds achieve specific incidences between a set of points and lines that are determined by the…
Strong solutions of p-dimensional stochastic differential equations that can be represented locally in explicit simulation form are considered. The following three-way equivalence is established: 1) There exists such a representation from…
In this paper we present the tanh method to obtain exact solutions to coupled MkDV system. This method may be applied to a variety of coupled systems of nonlinear ordinary and partial differential equations.
A method is presented for obtaining rigorous error estimates for approximate solutions of the Riccati equation, with real or complex potentials. Our main tool is to derive invariant region estimates for complex solutions of the Riccati…
In this paper is described a general 2-nd order accurate (weak sense) procedure for stablizing Monte-Carlo simulations of Ito stochastic differential equations. The splitting procedure includes explicit Runge-Kutta methods, semi-implicit…
In this paper we derive a Newton type method to solve the non-linear system formed by combining the Tikhonov normal equations and Morozov's discrepancy principle. We prove that by placing a bound on the step size of the Newton iterations…
New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…
The B\"acklund transformations and the superposition formulas for two sub--equations of the general elliptic equation are constructed from the Riccati equation by using an indirect mapping method.The thirty-six previously known solutions of…
In this short note, we give a construction of solutions to the Einstein constraint equations using the well known conformal method. Our method gives a result similar to the one in [15, 16, 24], namely existence when the so called TT-tensor…
We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed form analytical solutions. Starting with the assumption that the dielectric permittivity of the…
In this paper we use the Riccati equation method with other ones to establish global solvability, stability and oscillation criteria for a class of two dimensional nonlinear systems of ordinary differential equations, which is a…
The approximate solution of large-scale algebraic Riccati equations is considered. We are interested in approximate solutions which yield a Riccati residual matrix of a particular small rank. It is assumed that such approximate solutions…
The Riccati equation method is used for study the oscillatory and non oscillatory behavior of solutions of systems of two first order linear two by two dimensional matrix differential equations. An integral and an interval oscillatory…
We are concerned with the tensor equations whose coefficient tensor is an M-tensor. We first propose a Newton method for solving the equation with a positive constant term and establish its global and quadratic convergence. Then we extend…
In this paper, we establish results fully addressing two open problems proposed recently by I. Ivanov, see Nonlinear Analysis 69 (2008) 4012--4024, with respect to the convergence of the accelerated Riccati iteration method for solving the…