Related papers: Some Numerical Results For Ito Equation
Integrable PDEs on the line can be analyzed by the so-called Inverse Scattering Transform (IST) method. A particularly powerful aspect of the IST is its ability to predict the large $t$ behavior of the solution. Namely, starting with…
General asymptotic approach to the stability problem of multi-parameter solitons in Hamiltonian systems $i\partial E_n/\partial z=\delta H/\delta E_n^*$ has been developed. It has been shown that asymptotic study of the soliton stability…
We give a survey on eta invariants including methods of computation and applications in differential topology.
The article is devoted to the integration order replacement technique for iterated Ito stochastic integrals and iterated stochastic integrals with respect to martingales. We consider the class of iterated Ito stochastic integrals, for which…
We study some properties of tau-functions of an isomonodromic deformation leading to the fifth Painlev\'e equation. In particular, here is given an elementary proof of Miwa's formula for the logarithmic differential of a tau-function.
This note examines the safety verification of the solution of Ito stochastic differential equations using the notion of stochastic zeroing barrier function. The main tools in the proposed method include Ito calculus and the concept of…
The non-topological, stationary and propagating, soliton solutions of the classical continuous Heisenberg ferromagnet equation are investigated. A general, rigorous formulation of the Inverse Scattering Transform for this equation is…
A method is presented for calculating solutions to differential equations analytically for a variety of problems in physics. An iteration procedure based on the recently proposed BLUES (Beyond Linear Use of Equation Superposition) function…
An analytical linear solution of the fully compressible Euler equations is found, in the particular case of a stationary two dimensional flow that passes over an orographic feature with small height-width ratio. A method based on the…
We give an infinite number of exact solutions to the 5-dimensional static Einstein equation with axial symmetry by using the inverse scattering method. The solutions are characterized by two integers representing the soliton numbers. The…
We consider the Yamabe invariant of a compact orbifold with finitely many singular points. We prove a fundamental inequality for the estimate of the invariant from above, which also includes a criterion for the non-positivity of it.…
An important special class of the tt* equations are the tt*-Toda equations. Guest et al. have given comprehensive studies on the tt*-Toda equations in a series of papers. The fine asymptotics for a large class of solutions of a special…
Motivated by recent development of mean-field systems with common noise, this paper establishes Ito's formula for flows of conditional probability measures under a common filtration associated with general semimartingales. This generalizes…
It is shown that, by letting wavenumbers and frequencies complex in Hirota's bilinear method, new classes of exact solutions of soliton equations can be obtained systematically. They include not only singular or N-homoclinic solutions but…
We prove the meromorphy of solutions for a wide class of ordinary differential equations. These equations are given by invariant manifolds of non-linear partial differential equations integrable by the inverse scattering method. Some higher…
A new type of multi-soliton solution to the ultradiscrete Toda equation is proposed. The solution can be transformed into another expression of solution in a perturbation form. A direct proof of the solution is also given.
In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We…
The objects under investigation are the stochastic integrals with respect to free Levy processes. We define such integrals for square-integrable integrands, as well as for a certain general class of bounded integrands. Using the product…
We introduce a Skorokhod type integral and prove an Ito formula for a wide class of Gaussian processes which may exhibit stochastic discontinuities. Our Ito formula unifies and extends the classical one for general (i.e., possibly…
We develop and evaluate a numerical procedure for a system of nonlinear differential equations, which describe the propagation of solitons into ideal dielectric optical fibers. This problem has analytical solutions known. The numerical…