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In this manuscript we consider Intrinsic Stochastic Differential Equations on manifolds and constrain it to a level set of a smooth function. Such type of constraints are known as explicit algebraic constraints. The system of differential…

Probability · Mathematics 2023-07-28 Sumit Suthar , Soumyendu Raha

In solving diffusion problems, it is common to consider the finite difference equation to be an approximation to the differential equation. Nevertheless, history shows that the finite difference equation is primitive and that the…

History and Overview · Mathematics 2010-02-09 T. N. Narasimhan

This note is designed to show some classes of differential-difference equations admitting Lax representation which generalize evolutionary equations known in the literature.

Exactly Solvable and Integrable Systems · Physics 2013-08-30 Andrei K. Svinin

In this paper we show that an arbitrary solution of one ordinary difference equation is also a solution for a hierarchy of integrable difference equations. We also provide an example of such a solution that is related to sequence generated…

Exactly Solvable and Integrable Systems · Physics 2022-01-25 Andrei K. Svinin

Differential equations have arithmetic analogues in which derivatives are replaced by Fermat quotients; these analogues are called arithmetic differential equations and the present paper is concerned with the "linear" ones. The equations…

Number Theory · Mathematics 2015-01-12 Alexandru Buium , Taylor Dupuy

A general method for solving linear differential equations of arbitrary order, is used to arrive at new representations for the solutions of the known differential equations, both without and with a source term. A new quasi-solvable…

Mathematical Physics · Physics 2008-04-24 N. Gurappa , Pankaj K. Jha , Prasanta K. Panigrahi

Differentially-algebraic (D-algebraic) functions are solutions of polynomial equations in the function, its derivatives, and the independent variables. We revisit closure properties of these functions by providing constructive proofs. We…

Algebraic Geometry · Mathematics 2024-08-27 Rida Ait El Manssour , Anna-Laura Sattelberger , Bertrand Teguia Tabuguia

A previously introduced scheme for describing integrable deformations of of algebraic curves is completed. Lenard relations are used to characterize and classify these deformations in terms of hydrodynamic type systems. A general solution…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 B. Konopelchenko , L. Martinez Alonso , E. Medina

We consider a class of linear ODEs of second order with variable coefficients and construct its Lie algebra of Lie group of equivalence transformations. Further we find invariants and differential invariants of this Lie algebra and by using…

Classical Analysis and ODEs · Mathematics 2010-01-19 Ivan Tsyfra , Tomasz Czyzycki

In this paper, we study unirational differential curves and the corresponding differential rational parametrizations. We first investigate basic properties of proper differential rational parametrizations for unirational differential…

Algebraic Geometry · Mathematics 2020-01-27 Lei Fu , Wei Li

In this paper, we study non-linear differential equations associated with Legendre polynomials and their applications. From our study of non- linear differential equations, we derive some new and explicit identities for Legendre…

Number Theory · Mathematics 2016-03-15 Taekyun Kim , Dae san Kim

The Lie linearizability criteria are extended to complex functions for complex ordinary differential equations. The linearizability of complex ordinary differential equations is used to study the linearizability of corresponding systems of…

Classical Analysis and ODEs · Mathematics 2011-07-25 S. Ali , F. M. Mahomed , Asghar Qadir

We study a class of scalar differential equations on the circle $S^1$. This class is characterized mainly by the property that any solution of such an equation possesses exponential dichotomy both on the semi-axes $\R_+$ and $\R_+$. Also we…

Dynamical Systems · Mathematics 2018-02-01 L. M. Lerman , E. V. Gubina

Differential equations where the graph of some derivative of a function is composed of a finite number of similarity transformations of the graph of the function itself are defined. We call these self-similar differential equations (SSDEs)…

Classical Analysis and ODEs · Mathematics 2024-09-17 Leon Q. Brin , Joe Fields

We introduce the notion of difference equation defined on a structured set. The symmetry group of the structure determines the set of difference operators. All main notions in the theory of difference equations are introduced as invariants…

q-alg · Mathematics 2019-08-17 Per K. Jakobsen , Valentin V. Lychagin

The central structure in various versions of noncommutative geometry is a differential calculus on an associative algebra. This is an analogue of the calculus of differential forms on a manifold. In this short review we collect examples of…

High Energy Physics - Theory · Physics 2008-02-03 F. M"uller-Hoissen

Explicit formulas for the mean and variance of linear stochastic differential equations are derived in terms of an exponential matrix. This result improved a previous one by means of which the mean and variance are expressed in terms of a…

Optimization and Control · Mathematics 2013-12-18 Juan Carlos Jimenez

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…

Probability · Mathematics 2022-10-27 Erfan Salavati

This paper studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs), a.k.a. (Ordinary) Difference Equations. It presents a new framework using these equations as a central tool for computation and…

Logic in Computer Science · Computer Science 2022-09-27 Olivier Bournez , Arnaud Durand

We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.

Probability · Mathematics 2020-01-30 Anna Ananova