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The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout

Investigating the existence, uniqueness, stability, continuous dependence of data among other properties of solutions of fractional differential equations, has been the object of study by an important range of researchers in the scientific…

Classical Analysis and ODEs · Mathematics 2019-09-10 J. Vanterler da C. Sousa , Thabet Abdeljawad , D. S. Oliveira

Tensor-based methods are receiving a growing interest in scientific computing for the numerical solution of problems defined in high dimensional tensor product spaces. A family of methods called Proper Generalized Decompositions methods…

Numerical Analysis · Mathematics 2011-12-02 Antonio Falco , Anthony Nouy

A method of representation of a solution as segments of the series in powers of the step of the independent variable is expanded for solving complex systems of ordinary differential equations (ODE): the Lorenz system and other systems. A…

Numerical Analysis · Computer Science 2014-05-26 Vladimir Aristov , Andrey Stroganov

Nonlinear higher order difference equations with linear arguments (containing linear forms within nonlinear maps of the space) are well-defined on Banach algebras. The scalar forms of these equations (i.e., with real variables and…

Dynamical Systems · Mathematics 2014-01-16 H. Sedaghat

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

In this paper we develop a theory of linear differential systems analogous to the classical one for ODEs, including the obtaining of fundamental matrices, the development of a variation of parameters formula and the expression of the…

Classical Analysis and ODEs · Mathematics 2017-07-05 Alberto Cabada , F. Adrián F. Tojo

A system of equations of the reaction-diffusion type is studied in the framework of both the direct and the inverse prolongation structure. We find that this system allows an incomplete prolongation Lie algebra, which is used to find the…

solv-int · Physics 2009-10-30 E. Alfinito , V. Grassi , R. A. Leo , G. Profilo , G. Soliani

The reflection equations (RE) are a consistent extension of the Yang-Baxter equations (YBE) with an addition of one element, the so-called reflection matrix or $K$-matrix. For example, they describe the conditions for factorizable…

High Energy Physics - Theory · Physics 2014-11-18 P. P. Kulish , R. Sasaki

In this work, we study the application the classical Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for solving initial-value problems of systems of ordinary…

Numerical Analysis · Mathematics 2022-06-22 Imre Fekete , Lajos Lóczi

A characteristic feature of differential-algebraic equations is that one needs to find derivatives of some of their equations with respect to time, as part of so called index reduction or regularisation, to prepare them for numerical…

Numerical Analysis · Mathematics 2017-03-28 John D. Pryce , Nedialko S. Nedialkov , Guangning Tan , Xiao Li

We concisely summarize a method of finding all rational solutions to an inhomogeneous rational ODE system of arbitrary order (but solvable for its highest order terms) by converting it into a finite dimensional linear algebra problem. This…

Mathematical Physics · Physics 2018-01-31 Igor Khavkine

A new operator formalism for the reduction of degrees of freedom in the evolution of discrete partial differential equations (PDE) via real space Renormalization Group is introduced, in which cell-overlapping is the key concept.…

Statistical Mechanics · Physics 2009-11-07 Andreas Degenhard , Javier Rodriguez-Laguna

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

In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…

Mathematical Physics · Physics 2025-03-03 Everardo Rivera-Oliva

We associate to an arbitrary $\mathbb Z$-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati…

Mathematical Physics · Physics 2009-10-31 L. A. Ferreira , J. F. Gomes , A. V. Razumov , M. V. Saveliev , A. H. Zimerman

We consider equations arising from rational Lax representations. A general method to construct recursion operators for such equations is given. Several examples are given, including a degenerate bi-Hamiltonian system with a recursion…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Kostyantyn Zheltukhin

In this paper, we introduce a class of backward stochastic equations (BSEs) that extend classical BSDEs and include many interesting examples of generalized BSDEs as well as semimartingale backward equations. We show that a BSE can be…

Probability · Mathematics 2017-03-28 Patrick Cheridito , Kihun Nam

Starting with a group of reinforcement-learning agents we derive coupled replicator equations that describe the dynamics of collective learning in multiagent systems. We show that, although agents model their environment in a…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 Yuzuru Sato , James P. Crutchfield

Lie symmetry analysis provides a general theoretical framework for investigating ordinary and partial differential equations. The theory is completely algorithmic even if it usually involves lengthy computations. For this reason, many…

Mathematical Software · Computer Science 2021-05-26 Francesco Oliveri