Related papers: Two standard methods for solving the Ito equation
We investigate Kato's method for parabolic equations with a quadratic non-linearity in an abstract form. We extract several properties known from linear systems theory which turn out to be the essential ingredients for the method. We give…
In this paper, we introduce the new optimal perturbation iteration method based on the perturbation iteration algorithms for the approximate solutions of nonlinear differential equations of many types. The proposed method is illustrated by…
We formulate the $N$ soliton solution of the Wadati-Konno-Ichikawa equation that is determined by purely algebraic equations. Derivation is based on the matrix Riemann-Hilbert problem. We give examples of one soliton solution that include…
For a general differential system $\dot x(t) = \sum_{d=1}^3 u_d(t)X_d$, where $X_d$ generates the simple Lie algebra of type $\mathfrak{a}_1$, we compute the explicit solution in terms of iterated integrals of products of $u_d$'s. As a…
We apply methods of tropical optimization to handle problems of rating alternatives on the basis of the log-Chebyshev approximation of pairwise comparison matrices. We derive a direct solution in a closed form, and investigate the obtained…
An iterative formula based on Newton Method alone is presented for the iterative solutions of equations that ensures convergence in cases where the traditional Newton Method may fail to converge to the desired root. In addition, the method…
Using N. Euler's theorem on the integrability of the general anharmonic oscillator equation \cite{12}, we present three distinct classes of general solutions of the highly nonlinear second order ordinary differential equation…
The aim of this paper is to present an efficient numerical procedure to approximate the generalized Abel's integral equations of the first and second kinds. For this reason, the Taylor polynomials and the collocation method are applied.…
Matrix Riccati equations and other nonlinear ordinary differential equations with superposition formulas are, in the case of constant coefficients, shown to have the same exact solutions as their group theoretical discretizations. Explicit…
Geodesic equations are solved when at least two of $\tau$, $\theta$, $\varphi$ are constant on metrics of self-dual Taub-NUT type. They can also be solved also on self-dual Taub-NUT metrics if only $r$, $\theta$ or $\varphi$ is constant.…
In this paper we consider new regularization methods for linear inverse problems of dynamic type. These methods are based on dynamic programming techniques for linear quadratic optimal control problems. Two different approaches are…
One of the variants to proof the generalized Ito-Wentzell's formula is introduced and examined in this paper. The relationship between different representations of the generalized Ito-Wentzell's formula/ is considered.
The nonstandard Lagrangian representations of Ricatti and Riccati-type equations that exist in the literature cannot be obtained using Helmholtz solution of the inverse problem. In this work we consider Riccati and higher-order Riccati…
Numerical solutions to the Einstein constraint equations are constructed on a selection of compact orientable three-dimensional manifolds with non-trivial topologies. A simple constant mean curvature solution and a somewhat more complicated…
We use probabilistic methods to study classical solutions for systems of interacting semilinear parabolic partial differential equations. In a modeling framework for a financial market with interacting Ito and point processes, such PDEs are…
The elliptic 2-Hessian equation is a fully nonlinear partial differential equation (PDE) that is related to intrinsic curvature for three dimensional manifolds. We introduce two numerical methods for this PDE: the first is provably…
In this paper, we discuss numerical methods for solving large-scale continuous-time algebraic Riccati equations. These methods have been the focus of intensive research in recent years, and significant progress has been made in both the…
The Golub-Kahan-Tikhonov method is a popular solution technique for large linear discrete ill-posed problems. This method first applies partial Golub-Kahan bidiagonalization to reduce the size of the given problem and then uses Tikhonov…
We derive an Ito-formula for the Dawson-Watanabe superprocess, a well-known class of measure-valued processes, extending the classical Ito-formula with respect to two aspects. Firstly, we extend the state-space of the underlying process…
The article is devoted to the construction of effective procedures of the mean-square approximation of iterated Ito stochastic integrals of multiplicities 1 to 5 from the Taylor-Ito expansion based on multiple Fourier-Legendre series. The…