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We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

This is a short review of the construction of quasi-periodic (algebraic-geometrical) solutions to hierarchies of nonlinear integrable equations. As is well known, the solutions are expressed through Riemann's theta-functions associated with…

Exactly Solvable and Integrable Systems · Physics 2023-09-13 A. Zabrodin

This series of papers is devoted to an open-ended project aimed at the solution of Hilbert's sixth problem (concerning joint axiomatization of physics and probability theory) proposed to be constructed in the framework of an all-embracing…

Mathematical Physics · Physics 2010-12-13 Tulsi Dass

With a view to having further insight into the mathematical content of the non-Hermitian Hamiltonian associaterd with the diffusion-reaction (D-R) equation in one dimension, we investigate (a) the solitary wave solutions of certain types of…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 R. S. Kaushal

We prove nonlinear modulational instability for both periodic and localized perturbations of periodic traveling waves for several dispersive PDEs, including the KDV type equations (e.g. the Whitham equation, the generalized KDV equation,…

Analysis of PDEs · Mathematics 2018-09-26 Jiayin Jin , Shasha Liao , Zhiwu Lin

In the recent paper [Stud. App. Math. 147 (2021) 752], squared eigenfunction symmetry constraint of the differential-difference modified Kadomtsev-Petviashvili (D$\Delta$mKP) hierarchy converts the D$\Delta$mKP system to the relativistic…

Exactly Solvable and Integrable Systems · Physics 2023-05-01 Jin Liu , Da-jun Zhang , Xuehui Zhao

A special case of the Fateev-Zamolodchikov model is studied resulting in a solution of the Yang-Baxter equation with two spectral parameters. Integrable models from this solution are shown to have the symmetry of the Drinfeld double of a…

Mathematical Physics · Physics 2012-11-20 P. E. Finch

We present a version of the conditional symmetry method in order to obtain multiple wave solutions expressed in terms of Riemann invariants. We construct an abelian distribution of vector fields which are symmetries of the original system…

Mathematical Physics · Physics 2015-06-26 A. M. Grundland , P. Picard

In recent developments, a general approach for solving Riemann--Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation of orthogonal polynomials on the real line. Combining this…

Mathematical Physics · Physics 2012-10-09 Sheehan Olver , Thomas Trogdon

We consider well-posedness of the boundary value problem in presence of an inclusion with complex conductivity $k$. We first consider the transmission problem in $\mathbb{R}^d$ and characterize solvability of the problem in terms of the…

Analysis of PDEs · Mathematics 2016-03-22 Hyeonbae Kang , Kyoungsun Kim , Hyundae Lee , Jaemin Shin , Sanghyeon Yu

In this work, we mainly study the general $N$-soliton solutions of the nonlocal modified Korteweg-de Vries (mKdV) equation by utilizing the Riemann-Hilbert (RH) method. For the initial value belonging to Schwarz space, we firstly obtain the…

Exactly Solvable and Integrable Systems · Physics 2021-11-30 Xiao-Fan Zhang , Shou-Fu Tian , Jin-Jie Yang

A Fredholm integral equation of the second kind with the generalized Neumann kernel associated with the Riemann-Hilbert problem on unbounded multiply connected regions will be derived and studied in this paper. The derived integral equation…

Complex Variables · Mathematics 2021-07-27 Mohamed M. S. Nasser

This paper discusses some general aspects and techniques associated with the long-time asymptotics of steplike solutions of the Korteweg--de Vries (KdV) equation via vector Riemann--Hilbert problems. We also elaborate on an ill-posedness of…

Exactly Solvable and Integrable Systems · Physics 2022-04-26 Iryna Egorova , Mateusz Piorkowski , Gerald Teschl

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,…

Chaotic Dynamics · Physics 2009-11-07 Mark S. Alber , Roberto Camassa , Yuri N. Fedorov , Darryl D. Holm , Jerrold E. Marsden

We introduce a notion of approximate viscosity solution for a class of nonlinear path-dependent PDEs (PPDEs), including the Hamilton-Jacobi-Bellman type equations. Existence, comparaison and stability results are established under fairly…

Analysis of PDEs · Mathematics 2021-09-09 Bruno Bouchard , Grégoire Loeper , Xiaolu Tan

We classify integrable Hamiltonian equations in 3D with the Hamiltonian operator d/dx, where the Hamiltonian density h(u, w) is a function of two variables: dependent variable u and the non-locality w such that w_x=u_y. Based on the method…

Exactly Solvable and Integrable Systems · Physics 2021-06-09 B. Gormley , E. V. Ferapontov , V. S. Novikov

The diffraction of a plane wave by a transversely inhomogeneous isotropic nonmagnetic linearly polarized dielectric layer filled with a Kerr-type nonlinear medium is considered. The analytical and numerical solution techniques are…

Analysis of PDEs · Mathematics 2009-10-13 Yury Shestopalov , Vasil Yatsyk

The vector Riemann-Hilbert problem is analyzed when the entries of its matrix coefficient are meromorphic and almost periodic functions. Three cases for the meromorphic functions, when they have (i) a finite number of poles and zeros…

Mathematical Physics · Physics 2016-02-17 Yuri A. Antipov

We develop methods for the solution of inhomogeneous Robin type boundary value problems (BVPs) that arise for certain linear parabolic Partial Differential Equations (PDEs) on a half line, as well as a second order generalisation. We are…

Analysis of PDEs · Mathematics 2023-11-22 Mark Craddock , Martino Grasselli , Andrea Mazzoran

It is shown that large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems, can be solved by the method of order completion. The solutions obtained can be assimilated with Hausdorff…

Analysis of PDEs · Mathematics 2007-05-23 Roumen Anguelov , Elemer E Rosinger