Related papers: On the relationship between nonlinear equations in…

Semilinear, $N-$dimensional stochastic differential equations (SDEs) driven by additive L\'evy noise are investigated. Specifically, given $\alpha\in\left(\frac{1}{2},1\right)$, the interest is on SDEs driven by $2\alpha-$stable,…

The integral equation approach to partial differential equations (PDEs) provides significant advantages in the numerical solution of the incompressible Navier-Stokes equations. In particular, the divergence-free condition and boundary…

Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

In this paper we present some open problems pertaining to the approximation theory involved in the solution of the important class of Nonlinear Partial Differential Equations (NPDEs) of integrable type. For this class of NPDEs, any Initial…

We present a brief overview of integrability of nonlinear ordinary and partial differential equations with a focus on the Painleve property: an ODE of second order has the Painleve property if the only movable singularities connected to…

We represent a version of multidimensional quasilinear partial differential equation (PDE) together with large manifold of particular solutions given in an integral form. The dimensionality of constructed PDE can be arbitrary. We call it…

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

We consider discrete nonlinear hyperbolic equations on quad-graphs, in particular on the square lattice. The fields are associated to the vertices and an equation Q(x_1,x_2,x_3,x_4)=0 relates four fields at one quad. Integrability of…

We define Modular Linear Differential Equations (MLDE) for the level-two congruence subgroups $\Gamma_\vartheta$, $\Gamma^0(2)$ and $\Gamma_0(2)$ of $\text{SL}_2(\mathbb Z)$. Each subgroup corresponds to one of the spin structures on the…

An extension of the algebraic-geometric method for nonlinear integrable PDE's is shown to lead to new piecewise smooth weak solutions of a class of $N$-component systems of nonlinear evolution equations. This class includes, among others,…

Motivated by the theory of Painlev\'e equations and associated hierarchies, we study non-autonomous Hamiltonian systems that are Frobenius integrable. We establish sufficient conditions under which a given finite-dimensional Lie algebra of…

Evolution PDEs for dispersive waves are considered in both linear and nonlinear integrable cases, and initial-boundary value problems associated with them are formulated in spectral space. A method of solution is presented, which is based…

Identifying integrable coupled nonlinear ordinary differential equations (ODEs) of dissipative type and deducing their general solutions are some of the challenging tasks in nonlinear dynamics. In this paper we undertake these problems and…

We construct one soliton solutions for the nonlinear Schroedinger equation with variable quadratic Hamiltonians in a unified form by taking advantage of a complete (super) integrability of generalized harmonic oscillators. The soliton wave…

We show how to derive noncommutative versions of integrable partial difference equations using Darboux transformations. As an illustrative example, we use the nonlinear Schr\"odinger (NLS) system. We derive a noncommutative nonlinear…

The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations…

The paper concerns classical solution of path-dependent partial differential equations (PPDEs) with coefficients depending on both variables of path and path-valued measure, which are crucial to understanding large-scale mean-field…

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

In the first part of this series, an augmented PDE system was introduced in order to couple two nonlinear hyperbolic equations together. This formulation allowed the authors, based on Dafermos's self-similar viscosity method, to establish…