Related papers: Differential equations invariant under conditional…
Skew-symmetric differential forms play an unique role in mathematics and mathematical physics. This relates to the fact that closed exterior skew-symmetric differential forms are invariants. The concept of "Exterior differential forms" was…
A procedure for obtaining a "minimal" discretization of a partial differential equation, preserving all of its Lie point symmetries is presented. "Minimal" in this case means that the differential equation is replaced by a partial…
We consider a nonlinear boundary value problem driven by a nonhomogeneous differential operator. The problem exhibits competing nonlinearities with a superlinear (convex) contribution coming from the reaction term and a sublinear (concave)…
This paper is devoted to study different type of BSDE with delayed generator. We first establish an existence and uniqueness result under delayed Lipschitz condition for non homogenous backward stochastic differential equation with delayed…
In \cite{hab-2016,hab-2017}, Habibullin \emph{et.al} proposed an approach to construct Lax pairs of a nonlinear integrable partial differential equation (PDE), where one is the linearized equation of the studied PDE and the other is the…
Parameter estimation for non-stationary stochastic differential equations (SDE) with an arbitrary nonlinear drift, and nonlinear diffusion is accomplished in combination with a non-parametric clustering methodology. Such a model-based…
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…
Symmetries of the field equations are used to construct infinitely many nontrivial linearly independent new solutions to different partial differential equations such as the Schroedinger, the diffusion, and the paraxial equations, among…
The construction and role of symmetries for difference equations are now well known. In this paper, the symmetry analysis of the discrete Painleve equations is considered. We assume that the characteristics depend on $n$ and $u_n$ only and…
A simple characterization of the action of symmetries on conservation laws of partial differential equations is studied by using the general method of conservation law multipliers. This action is used to define symmetry-invariant and…
We discuss various compatibility criteria for overdetermined systems of PDEs generalizing the approach to formal integrability via brackets of differential operators. Then we give sufficient conditions that guarantee that a PDE possessing a…
We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…
Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general c\`adl\`ag semimartingales taking values in Lie groups are defined and investigated. In order to enlarge the class of possible symmetries…
In this paper we devise a systematic procedure to obtain nonlocal symmetries of a class of scalar nonlinear ordinary differential equations (ODEs) of arbitrary order related to linear ODEs through nonlocal relations. The procedure makes use…
This paper discusses two equations with the conditional Painleve property. The usefulness of the singular manifold method as a tool for determining the non-classical symmetries that reduce the equations to ordinary differential equations…
We propose a new family of complex PT-symmetric extensions of the Korteweg-de Vries equation. The deformed equations can be associated to a sequence of non-Hermitian Hamiltonians. The first charges related to the conservation of mass,…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…
Difference Kinetic Equations are derived quantum mechanically in a plane wavelets representation with account of two-particle correlations. It is shown that the set of plane wavelet orthonormal functions is complete. The set of ket vectors…
For a backward stochastic differential equation (BSDE, for short), when the generator is not progressively measurable, it might not admit adapted solutions, shown by an example. However, for backward stochastic Volterra integral equations…
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…