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In this paper, we propose a class of explicit positivity preserving numerical methods for general stochastic differential equations which have positive solutions. Namely, all the numerical solutions are positive. Under some reasonable…

Numerical Analysis · Mathematics 2021-06-30 Yulian Yi , Yaozhong Hu , Jingjun Zhao

A certain representation for the Heisenberg algebra in finite-difference operators is established. The Lie-algebraic procedure of discretization of differential equations with isospectral property is proposed. Using $sl_2$-algebra based…

funct-an · Mathematics 2009-10-28 Yuri Smirnov , Alexander Turbiner

Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal…

Classical Analysis and ODEs · Mathematics 2014-03-25 Vyacheslav M. Boyko , Roman O. Popovych , Nataliya M. Shapoval

Many real-world dynamical systems are associated with first integrals (a.k.a. invariant quantities), which are quantities that remain unchanged over time. The discovery and understanding of first integrals are fundamental and important…

Machine Learning · Computer Science 2023-03-29 Takashi Matsubara , Takaharu Yaguchi

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

We calculate Noether like operators and first integrals of scalar equation y'' = -k^2 y using complex Lie symmetry method, by taking values of k and y to be real as well as complex. We numerically integrate the equations using a symplectic…

Numerical Analysis · Mathematics 2017-11-07 W. Irshad , Y. Habib , M. U. Farooq

In this short note, we present few results on the use of the discrete Laplace transform in solving first and second order initial value problems of discrete differential equations.

General Mathematics · Mathematics 2008-05-14 Dejenie A. Lakew

In this paper, we present a numerical technique for performing Lie advection of arbitrary differential forms. Leveraging advances in high-resolution finite volume methods for scalar hyperbolic conservation laws, we first discretize the…

Numerical Analysis · Mathematics 2010-08-13 P. Mullen , A. McKenzie , D. Pavlov , L. Durant , Y. Tong , E. Kanso , J. E. Marsden , M. Desbrun

The different natures of approximate symmetries and their corresponding first integrals/invariants are delineated in the contexts of both Lie symmetries of ordinary differential equations and Noether symmetries of the Action Integral.…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 Peter Leach , Sibusio Moyo , Spiros Cotsakis , R. L. Lemmer

We show how to descritize the Korteweg-de Vries equation in such a way as to preserve all the Lie point symmetries of the continuous differential equation. It is shown that, for a centered implicit scheme, there are at least two possible…

Mathematical Physics · Physics 2007-05-23 Francis Valiquette

A {\it Lie system} is a nonautonomous system of first-order differential equations admitting a {\it superposition rule}, i.e., a map expressing its general solution in terms of a generic family of particular solutions and some constants.…

Mathematical Physics · Physics 2015-12-24 P. G. Estévez , F. J. Herranz , J. de Lucas , C. Sardón

In this paper we design discrete port-Hamiltonian systems systematically in two different ways, by applying discrete gradient methods and splitting methods respectively. The discrete port-Hamiltonian systems we get satisfy a discrete notion…

Numerical Analysis · Mathematics 2017-06-28 Elena Celledoni , Eirik Hoel Høiseth

Kahan introduced an explicit method of discretization for systems of first order differential equations with nonlinearities of degree at most two (quadratic vector fields). Kahan's method has attracted much interest due to the fact that it…

Numerical Analysis · Mathematics 2020-01-01 A. N. W. Hone , G. R. W. Quispel

We point out that use of the first integral method ( J.Phys. A :Math. Gen. 35 (2002) 343 ) for solving nonlinear evolution equations gives only particular solutions of equations that model conservative systems. On the other hand, for…

Exactly Solvable and Integrable Systems · Physics 2015-05-05 Aparna Saha , B. Talukdar Umapada Das , Supriya Chatterjee

We discuss the basic properties of Lie groupoids, Lie algebroids and Lie pseudo-groups in view of applying these techniques to the analysis of Jordan-H\"older resolutions and, subsequently, to the integration of partial differential…

Differential Geometry · Mathematics 2015-12-07 A. Kumpera

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

This paper describes a new algorithm for determining all discrete contact symmetries of any differential equation whose Lie contact symmetries are known. The method is constructive and is easy to use. It is based upon the observation that…

Dynamical Systems · Mathematics 2015-06-26 Peter E. Hydon

The conservation laws for a class of nonlinear equations with variable coefficients on discrete and noncommutative spaces are derived. For discrete models the conserved charges are constructed explicitly. The applications of the general…

Mathematical Physics · Physics 2007-05-23 M. Klimek

A method is presented for calculating the Lie point symmetries of a scalar difference equation on a two-dimensional lattice. The symmetry transformations act on the equations and on the lattice. They take solutions into solutions and can be…

Mathematical Physics · Physics 2013-07-10 Decio Levi , Sébastien Tremblay , Pavel Winternitz

In this paper, we consider the numerical methods preserving single or multiple conserved quantities, and these methods are able to reach high order of strong convergence simultaneously based on some kinds of projection methods. The…

Numerical Analysis · Mathematics 2016-03-22 Weien Zhou , Liying Zhang , Jialin Hong , Songhe Song
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