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A new analytical operator method is discussed which solves linear ordinary differential equations with regular singularities. Solutions are obtained in analytic series form and also in Mellin-Barnes-type contour integral form. Exact series…

Mathematical Physics · Physics 2009-02-06 Wrick Sengupta

The so-called fast inertial relaxation engine is a first-order method for unconstrained smooth optimization problems. It updates the search direction by a linear combination of the past search direction, the current gradient and the…

Optimization and Control · Mathematics 2019-05-17 Yifei Wang , Zeyu Jia , Zaiwen Wen

The Fundamental Theorem of Integral Calculus links the integrand and its antiderivative via a simple first order differential equation. A numerical solution of this ode yields the antiderivative and hence the required integral. This…

General Mathematics · Mathematics 2017-04-11 N. Mohankumar , Soubhadra Sen , A. Natarajan

We propose an integral transform, called metamorphism, which allow us to reduce the order of a differential equation. For example, the second order Helmholtz equation is transformed into a first order equation, which can be solved by the…

Analysis of PDEs · Mathematics 2023-01-26 Vladimir V. Kisil

The main goal of this article is to show a new method to solve some Fractional Order Integral Equations (FOIE), more precisely the ones which are linear, have constant coefficients and all the integration orders involved are rational. The…

Classical Analysis and ODEs · Mathematics 2018-02-09 Daniel Cao Labora , Rosana Rodríguez-López

Stochastic differential equation (SDE in short) solvers find numerous applications across various fields. However, in practical simulations, we usually resort to using Ito-Taylor series-based methods like the Euler-Maruyama method. These…

Statistics Theory · Mathematics 2023-12-14 Jingyuan Li , Wei Liu

We study existence and uniqueness of solutions for second order ordinary stochastic differential equations with Dirichlet boundary conditions on a given interval. In the first part of the paper we provide sufficient conditions to ensure…

Classical Analysis and ODEs · Mathematics 2009-10-16 Anna Capietto , Enrico Priola

By using Lie symmetry methods, we identify a class of second order nonlinear ordinary differential equations invariant under at least one dimensional subgroup of the symmetry group of the Ermakov-Pinney equation. In this context, nonlinear…

Exactly Solvable and Integrable Systems · Physics 2017-03-23 F. Güngör , P. J. Torres

This paper addresses the problem of finding an asymptotic solution for first and second order integro-differential equations containing an arbitrary kernel, by evaluating the corresponding inverse Laplace and Fourier transforms. The aim of…

Statistical Mechanics · Physics 2010-08-03 Mauro Bologna

We apply general difference calculus in order to obtain solutions to the functional equations of the second order. We show that factorization method can be successfully applied to the functional case. This method is equivariant under the…

Mathematical Physics · Physics 2010-09-01 Tomasz Golinski , Anatol Odzijewicz

This study introduces the reader to the theory of approximating the solution(s) of a non-linear, second order, ordinary differential equation (ODE) with piecewise polynomial functions by using the collocation method. It then focuses on the…

Numerical Analysis · Mathematics 2018-05-09 J Hamish M Darbyshire

A system of inhomogeneous second-order difference equations with linear parts given by noncommutative matrix coefficients are considered. Closed form of its solution is derived by means of newly defined delayed matrix sine/cosine using the…

Dynamical Systems · Mathematics 2025-02-28 Nazim I. Mahmudov

First-order logic is a natural way of expressing the properties of computation, traditionally used in various program logics for expressing the correctness properties and certificates. Subsequently, modern methods in the automated inference…

Programming Languages · Computer Science 2021-11-02 Yurii Kostyukov , Dmitry Mordvinov , Grigory Fedyukovich

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and…

Numerical Analysis · Mathematics 2017-09-28 Max Gunzburger , Nan Jiang , Michael Schneier

In this paper, we study scalar the forth order linear differential operators over an oriented 2-dimensional manifold. We investigate differential invariants of these operators and show their application to the equivalence problem.

Differential Geometry · Mathematics 2020-04-28 Valentin Lychagin , Valeriy Yumaguzhin

In this paper we use the comparison method for investigation of first order polynomial differential equations. We prove two comparison criteria for these equations. The proved criteria we use to obtain some global solvability criteria for…

Classical Analysis and ODEs · Mathematics 2024-06-13 G. A. Grigorian

In this paper, we propose a second-order dynamical system with a smoothing effect for solving paramonotone variational inequalities. Under standard assumptions, we prove that the trajectories of this dynamical system converges to a solution…

Optimization and Control · Mathematics 2024-11-25 Pham Viet Hai , Trinh Ngoc Hai

We show that for a natural polynomial Hamiltonian system the existence of a single Darboux polynomial (a partial polynomial first integral) is equivalent to the existence of an additional first integral functionally independent with the…

Dynamical Systems · Mathematics 2015-06-26 Andrzej J. Maciejewski , Maria Przybylska

First-order variational equations are widely used in N-body simulations to study how nearby trajectories diverge from one another. These allow for efficient and reliable determinations of chaos indicators such as the Maximal Lyapunov…

Earth and Planetary Astrophysics · Physics 2016-03-23 Hanno Rein , Daniel Tamayo

For a second-order linear differential equation with two irregular singular points of rank three, multiple Laplace-type contour integral solutions are considered. An explicit formula in terms of the Stokes multipliers is derived for the…

Classical Analysis and ODEs · Mathematics 2015-06-26 Wolfgang Buehring
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