Related papers: Two standard methods for solving the Ito equation
A Weierstrass type projective Riccati equation expansion method is proposed by using the Weierstrass elliptic function solutions of the projective Riccati equations and the conversion formulas which transform the Weierstrass elliptic…
Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second energy inequality and the related existence theorem are obtained for domains with boundary.
In this paper, we solve Laplace equation analytically by using differential transform method. For this purpose, we consider four models with two Dirichlet and two Neumann boundary conditions and obtain the corresponding exact solutions. The…
Exact travelling wave solutions to the two-dimensional stochastic Allen-Cahn equation with multiplicative noise are obtained through the hyperbolic tangent (tanh) method. This technique limits the solutions to travelling wave profiles by…
In this letter we present constant solutions to the tetrahedron equations proposed by Zamolodchikov. In general, from a given solution of the Yang-Baxter equation there are two ways to construct solutions to the tetrahedron equation. There…
Various methods to find Calabi-Yau differential equations are discussed.
We develop a pure Monte Carlo method to compute $E(g(X_T))$ where $g$ is a bounded and Lipschitz function and $X_t$ an Ito process. This approach extends a previously proposed method to the general multidimensional case with a SDE with…
The Riccati equation method is used to establish some new oscillatory criteria for the hamiltonian systems in a new direction, which is to break the positive definiteness restriction imposed on one of coefficients of the hamiltonian system.…
The Riccati equation method is used to establish some oscillatory criteria for the second order linear functional - differential equations of multiple terms with locally integrable coefficients. An interval oscillation criterion for the…
Starting with a rational solution to Painleve' VI, coming from a Riccati equation, using Okamoto's theory a four-parametric rational solution is obtained.
The problem of the Taylor-Ito and Taylor-Stratonovich expansions of the Ito stochastic processes in a neighborhood of a fixed moment of time is considered. The classical forms of the Taylor-Ito and Taylor-Stratonovich expansions are…
Hirota's method is used to construct multi--soliton and plane--wave solutions for affine Toda field theories with imaginary coupling.
We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the…
This paper is devoted to investigate the exact solutions of Bianchi types I and V spacetimes in the context of f(R, T) gravity [1]. For this purpose, we found two exact solutions in each case by using assumption of constant deceleration…
We adopt the Chiellini integrability method to find the solutions of various generalizations of the damped Milne-Pinney equations. In particular, we find the solution of the damped Ermakov-Painlev\'e II equation and generalized dissipative…
The asymptotic iteration method (AIM) is an iterative technique used to find exact and approximate solutions to second-order linear differential equations. In this work, we employed AIM to solve systems of two first-order linear…
We consider the Hirota equation (the discrete analog of the generalized Toda system) over a finite field. We present the general algebro-geometric method of construction of solutions of the equation. As an example we construct analogs of…
We construct with full rigorous mathematical proof a family of approximate solutions to the Cauchy problem for the standard system of two fluid flows with energy equations and we pass to the limit by weak compactness to obtain Radon…
In this study, two reliable approaches to solving the nonlinear stochastic It\^o-Volterra integral equation are provided. These equations have been evaluated using the orthonormal Chelyshkov spectral collocation technique and the…
The article is devoted to the construction of explicit one-step strong numerical methods with the orders 2.0 and 2.5 of convergence for Ito stochastic differential equations with multidimensional non-commutative noise. We consider the…