Related papers: A numeric-analytical method for solving the Cauchy…
In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…
In this paper, we introduce some analytical techniques to solve some classes of second order differential equations. Such classes of differential equations arise in describing some mathematical problems in Physics and Engineering.
In this paper we consider a class of boundary value problems for third order nonlinear functional differential equation. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…
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…
A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…
We prove in this short report the existence of a fundamental solution (F.S.) for the Cauchy initial boundary problem on the whole space for the parabolic differential equation having at origin the point of non-integrable unbounded…
The exact solution of the Cauchy problem for a generalized "linear" vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established…
This is the first publication in which an ill-posed Cauchy problem for a quasi- linear PDE is solved numerically by a rigorous method. More precisely, we solve the side Cauchy problem for a 1-d quasilinear parabolc equation. The key idea is…
Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…
The paper investigates the initial problem for a linear system of ordinary differential equations with the fractional differentiation operator Dzhrbashyan -- Nersesyan with constant coefficients. The existence and uniqueness theorems of the…
For the first time, a globally convergent numerical method is presented for ill-posed Cauchy problems for quasilinear PDEs. The key idea is to use Carleman Weight Functions to construct globally strictly convex Tikhonov-like cost…
We consider the unified transform method, also known as the Fokas method, for solving partial differential equations. We adapt and modify the methodology, incorporating new ideas where necessary, in order to apply it to solve a large class…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
While quantum computing provides an exponential advantage in solving linear differential equations, there are relatively few quantum algorithms for solving nonlinear differential equations. In our work, based on the homotopy perturbation…
For the linear partial differential equation $P(\partial_x,\partial_t)u=f(x,t)$, where $x\in\mathbb{R}^n,\;t\in\mathbb{R}^1$, with $P(\partial_x,\partial_t)$ is $\prod^m_{i=1}(\frac{\partial}{\partial{t}}-a_iP(\partial_x))$ or…
The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…