Related papers: On Darboux Integrable Semi-Discrete Chains
We derive a forward partial integro-differential equation for prices of call options in a model where the dynamics of the underlying asset under the pricing measure is described by a -possibly discontinuous- semimartingale. A uniqueness…
We consider the one-dimensional porous medium equation $u_t=\left (u^nu_x \right )_x+\frac{\mu}{x}u^nu_x$. We derive point transformations of a general class that map this equation into itself or into equations of a similar class. In some…
The paper considers the Cauchy problem for the system of partial differential equations of fractional order $D_t^{\mathcal{B}} {U}(t,x) + \mathbb{A}(D) {U} (t,x)=H(t,x) $. Here $U$ and $H$ are vector-functions, the $m\times m$ matrix of…
After an introduction to some aspects of bidifferential calculus on associative algebras, we focus on the notion of a "symmetry" of a generalized zero curvature equation and derive Backlund and (forward, backward and binary) Darboux…
An "exact discretization" of the Schroedinger operator is considered and its direct and inverse scattering problems are solved. It is shown that a differential-difference nonlinear evolution equation depending on two arbitrary constants can…
A universal differential equation is a nontrivial differential equation the solutions of which approximate to arbitrary accuracy any continuous function on any interval of the real line. On the other hand, there has been much interest in…
The paper deals with systems of ordinary differential equations containing in the right-hand side controls which are discontinuous in phase variables. These controls cause the occurrence of sliding modes. If one uses one of the well-known…
For discrete spectrum of 1D second-order differential/difference operators (with or without potential (killing), with the maximal/minimal domain), a pair of unified dual criteria are presented in terms of two explicit measures and the…
We study how the solution of the two-dimensional Dirichlet boundary problem for smooth simply connected domains depends upon variations of the data of the problem. We show that the Hadamard formula for the variation of the Dirichlet Green…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
Integrable discrete scalar equations defined on a~two or a three dimensional lattice can be rewritten as difference systems in bond variables or in face variables respectively. Both the difference systems in bond variables and the…
Consider a classical elliptic pseudodifferential operator $P$ on ${\Bbb R}^n$ of order $2a$ ($0<a<1)$ with even symbol. For example, $P=A(x,D)^a$ where $A(x,D)$ is a second-order strongly elliptic differential operator; the fractional…
All non-equivalent integrable evolution equations of third order of the form $u_t=D_x\frac{\delta H}{\delta u}$ are found.
The classical Darboux system governing rotation coefficients of three-dimensional metrics of diagonal curvature possesses an equivalent formulation as a sixth-order PDE for a scalar potential (related to the corresponding $\tau$-function).…
This paper proposes a method for assessing differential item functioning (DIF) in item response theory (IRT) models. The method does not require pre-specification of anchor items, which is its main virtue. It is developed in two main steps,…
One way of constructing explicit expressions of solutions of integrable systems of Partial Differential Equations (PDEs) goes via the Darboux method. This requires the construction of Darboux matrices. Here we introduce a novel algorithm to…
The paper considers a stochastic differential equation of Duffing type with Markov coefficients. The existence of unpredictable solutions is considered. The unpredictability is a property of bounded functions characterized by unbounded…
An integrable semi-discretization of complex and multi-component coupled dispersionless systems via Lax pairs is presented. A Lax pair is proposed for the complex sdCD system. We derive the Lax pair for the multi-component sdCD system…
We give a full description of Darboux transformations of any order for arbitrary (nondegenerate) differential operators on the superline. We show that every Darboux transformation of such operators factorizes into elementary Darboux…
Darboux's theorem and Jouanolou's theorem deal with the existence of first integrals and rational first integrals of a polynomial vector field. These results are given in terms of the degree of the polynomial vector field. Here we show that…