Related papers: A numeric-analytical method for solving the Cauchy…
The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.
The solution of pseudo initial value differential equations, either ordinary or partial (including those of fractional nature), requires the development of adequate analytical methods, complementing those well established in the ordinary…
This paper is concerned with solution in H\"{o}lder spaces of the Cauchy problem for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabolic type. The pair of unknown variables are viewed as…
We consider a singular fractional differential equation involving generalized Katugampola derivative and obtain the existence and uniqueness of its solution. A scheme for uniformly approximating solution is constructed by using Picard…
The Cauchy-type problem for a nonlinear differential equation involving Hilfer fractional derivative is considered. We prove existence, uniqueness and continuous dependence of a solution for Cauchy-type problem using successive…
We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…
In this paper we give an explicit representation of the solutions of a characteristic Cauchy problem for a class of PDEs with singular coefficients. We give the explicit solutions in terms of the Gauss hypergeometric functions, which enable…
The approximate solution of the Cauchy problem for second-order evolution equations is performed, first of all, using three-level time approximations. Such approximations are easily constructed and relatively uncomplicated to investigate…
In this paper, the method of constructing the asymptotics of the fundamental solution of the Cauchy problem for a degenerate linear parabolic equation with small diffusion is considered. Based on the results obtained in \cite{dn}, the study…
We construct with full rigorous mathematical proof a family of approximate solutions to the Cauchy problem for the standard system of two fluid flows with energy equations and we pass to the limit by weak compactness to obtain Radon…
In this paper, approximate analytical solutions of nonlinear Emden-Fowler type equations are obtained by the differential transform method (DTM). The DTM is a numerical as well as analytical method for solving integral equations, ordinary…
In this article, we prove the convergence of a semi-discrete numerical method applied to a general class of nonlocal nonlinear wave equations where the nonlocality is introduced through the convolution operator in space. The most important…
There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…
This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…
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…
The classical Duhamel principle, established nearly 200 years ago by Jean-Marie-Constant Duhamel, reduces the Cauchy problem for an inhomogeneous partial differential equation to the Cauchy problem for the corresponding homogeneous…
A new class of non-monotone finite difference (FD) approximation methods for approximating solutions to non-degenerate stationary Hamilton-Jacobi problems with Dirichlet boundary conditions is proposed and analyzed. The new FD methods add a…
In this paper, the boundary element method is combined with Chebyshev operational matrix technique to solve two-dimensional multi-order time-fractional partial differential equations; nonlinear and linear in respect to spatial and temporal…
Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…
In this short communication we introduce a rather simple autonomous system of 2 nonlinearly-coupled first-order Ordinary Differential Equations (ODEs), whose initial-values problem is explicitly solvable by algebraic operations. Its ODEs…