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The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

In this work, solvers and preconditioners based on Gauss-Seidel and Jacobi algorithms are explored for stochastic Galerkin discretization of partial differential equations (PDEs) with random input data. Gauss-Seidel and Jacobi algorithms…

Numerical Analysis · Mathematics 2019-04-16 Ramakrishna Tipireddy , Eric T. Phipps , Roger G. Ghanem

This study will explicitly demonstrate by example that an unrestricted infinite and forward recursive hierarchy of differential equations must be identified as an unclosed system of equations, despite the fact that to each unknown function…

Mathematical Physics · Physics 2015-11-03 Michael Frewer

Extensive work has been done on the group classification of systems of equations in the literature. This paper identifies the gap in the literature which concerns the group classification of systems of two autonomous nonlinear second-order…

Classical Analysis and ODEs · Mathematics 2016-02-10 Giovanna Fae Oguis , Sibusiso Moyo , Sergey Meleshko

Here we give a complete group classification of the general case of linear systems of three second-order ordinary differential equations excluding the case of systems which are studied in the literature. This is given as the initial step in…

Group Theory · Mathematics 2013-10-22 S. Suksern , S. Moyo , S. V. Meleshko

The theory of quasi-Lie systems, i.e. systems of first order ordinary differential equations which can be related via a generalised flow to Lie systems, is extended to systems of partial differential equations and its applications to…

Analysis of PDEs · Mathematics 2024-11-04 Jose F. Carinena , Janusz Grabowski , Javier de Lucas

We present a novel variational quantum framework for nonlinear partial differential equation (PDE) constrained optimization problems. The proposed work extends the recently introduced bi-level variational quantum PDE constrained…

Quantum Physics · Physics 2024-10-18 Abeynaya Gnanasekaran , Amit Surana , Hongyu Zhu

A new approach to group classification problems and more general investigations on transformational properties of classes of differential equations is proposed. It is based on mappings between classes of differential equations, generated by…

Mathematical Physics · Physics 2009-04-22 O. O. Vaneeva , R. O. Popovych , C. Sophocleous

A variational quantum algorithm for numerically solving partial differential equations (PDEs) on a quantum computer was proposed by Lubasch et al. In this paper, we generalize the method introduced by Lubasch et al. to cover a broader class…

Quantum Physics · Physics 2024-06-26 Abhijat Sarma , Thomas W. Watts , Mudassir Moosa , Yilian Liu , Peter L. McMahon

We present a new analytical and numerical framework for solution of Partial Differential Equations (PDEs) that is based on an exact transformation that moves the boundary constraints into the dynamics of the corresponding governing…

Numerical Analysis · Mathematics 2023-02-14 Yulia T. Peet , Matthew M. Peet

We review studies on the application of Lie group methods to delay ordinary differential equations (DODEs). For first- and second-order DODEs with a single delay parameter that depends on independent and dependent variables, the group…

Exactly Solvable and Integrable Systems · Physics 2025-11-12 Vladimir Dorodnitsyn , Roman Kozlov , Sergey Meleshko

Using the generalized symmetry method, we carry out, up to autonomous point transformations, the classification of integrable equations of a subclass of the autonomous five-point differential-difference equations. This subclass includes…

Exactly Solvable and Integrable Systems · Physics 2017-04-05 R. N. Garifullin , R. I. Yamilov , D. Levi

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

We study the problem of solvability of linear differential systems with small coefficients in the Liouvillian sense (or, by generalized quadratures). For a general system, this problem is equivalent to that of solvability of the Lie algebra…

Classical Analysis and ODEs · Mathematics 2019-08-12 Moulay A. Barkatou , Renat R. Gontsov

In the present paper the classical point symmetry analysis is extended from partial differential to functional differential equations with functional derivatives. In order to perform the group analysis and deal with the functional…

Mathematical Physics · Physics 2007-05-23 Martin Oberlack , Marta Waclawczyk

We study the connections between ordinary differential equations and optimization algorithms in a non-Euclidean setting. We propose a novel accelerated algorithm for minimising convex functions over a convex constrained set. This algorithm…

Optimization and Control · Mathematics 2026-03-30 Paul Dobson , Jesus María Sanz-Serna , Konstantinos C. Zygalakis

We extend the Ruzhansky-Turunen theory of pseudo differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N.Jacob and…

Probability · Mathematics 2011-01-27 David Applebaum

In this paper, we present a methodology for stability analysis of a general class of systems defined by coupled Partial Differential Equations (PDEs) with spatially dependent coefficients and a general class of boundary conditions. This…

Optimization and Control · Mathematics 2016-03-28 Evgeny Meyer , Matthew M. Peet

We develop a generalized hybrid iterative approach for computing solutions to large-scale Bayesian inverse problems. We consider a hybrid algorithm based on the generalized Golub-Kahan bidiagonalization for computing Tikhonov regularized…

Numerical Analysis · Mathematics 2021-11-25 Julianne Chung , Arvind K. Saibaba

For a system of partial differential equations (PDEs) $F = 0$ admitting a local (point, contact, or higher) symmetry $X$ with the characteristic $\varphi$, invariant solutions satisfy the reduced system $F = \varphi = 0$. We propose a…

Exactly Solvable and Integrable Systems · Physics 2026-03-24 Kostya Druzhkov , Alexei Cheviakov
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