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The algorithm for generation of exact solutions of the nonlinear equation in partial derivatives of a divergent type which is included in the formulation of magnetostatics, hydro-and aerodynamics, quantum mechanics (stationary Schr\"odinger…

Mathematical Physics · Physics 2018-05-04 E. E. Perepelkin , B. I. Sadovnikov , N. G. Inozemtseva

We describe a class of evolution systems of linear partial differential equations with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (0,1)$ in the time variable $t$ and the first order derivatives in spatial variables…

Analysis of PDEs · Mathematics 2013-09-10 Anatoly N. Kochubei

A technique is introduced which allows to generate -- starting from any solvable discrete-time dynamical system involving N time-dependent variables -- new, generally nonlinear, generations of discrete-time dynamical systems, also involving…

Mathematical Physics · Physics 2017-06-07 Oksana Bihun , Francesco Calogero

We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman-Kac formula to fully nonlinear partial differential equations, by using random trees that…

Probability · Mathematics 2022-12-15 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

We show how to derive noncommutative versions of integrable partial difference equations using Darboux transformations. As an illustrative example, we use the nonlinear Schr\"odinger (NLS) system. We derive a noncommutative nonlinear…

Exactly Solvable and Integrable Systems · Physics 2025-07-17 S. Konstantinou-Rizos , P. Xenitidis

Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…

Optimization and Control · Mathematics 2024-05-17 Francesca R. Crucinio , Valentin De Bortoli , Arnaud Doucet , Adam M. Johansen

We construct deterministic particle solutions for linear and fast diffusion equations using a nonlocal approximation. We exploit the $2$-Wasserstein gradient flow structure of the equations in order to obtain the nonlocal approximating PDEs…

Analysis of PDEs · Mathematics 2024-08-06 José Antonio Carrillo , Antonio Esposito , Jakub Skrzeczkowski , Jeremy Sheung-Him Wu

We represent an integration algorithm combining the characteristics method and Hopf-Cole transformation. This algorithm allows one to partially integrate a large class of multidimensional systems of nonlinear Partial Differential Equations…

Exactly Solvable and Integrable Systems · Physics 2012-10-29 A. I. Zenchuk

A system of linear integral equations is presented, which is the analog of the system of Marchenko integral equations, to solve the inverse scattering problem for the linear system associated with the derivative NLS equations. The…

Exactly Solvable and Integrable Systems · Physics 2023-07-19 Tuncay Aktosun , Ramazan Ercan , Mehmet Unlu

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of…

Probability · Mathematics 2023-02-03 Marco Rehmeier

Analytical solutions to nonlinear differential equations -- where they exist at all -- can often be very difficult to find. For example, Duffing's equation for a system with cubic stiffness requires the use of elliptic functions in the…

Dynamical Systems · Mathematics 2022-09-13 Tristan Gowdridge , Nikolaos Dervilis , Keith Worden

In these notes, we describe the strategy for the derivation of the hydrodynamic limit for a family of long range interacting particle systems of exclusion type with symmetric rates. For $m \in \mathbb{N}:=\{1, 2, \ldots\}$ fixed, the…

Probability · Mathematics 2024-07-03 Pedro Cardoso , Patrícia Gonçalves

In this article, we introduce the concept of energy-variational solutions for a large class of systems of nonlinear evolutionary partial differential equations. Under certain convexity assumptions, the existence of such solutions can be…

Analysis of PDEs · Mathematics 2023-10-23 Abramo Agosti , Robert Lasarzik , Elisabetta Rocca

An algorithm for the numerical solution of a nonlinear integro-differential equation arising in the single-species annihilation reaction $A + A \rightarrow\varnothing$ modeling is discussed. Finite difference method together with the linear…

Numerical Analysis · Mathematics 2016-03-08 J. Buša , M. Hnatič , J. Honkonen , T. Lučivjanský

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

Nonlocal models allow for the description of phenomena which cannot be captured by classical partial differential equations. The availability of efficient solvers is one of the main concerns for the use of nonlocal models in real world…

Numerical Analysis · Mathematics 2023-06-02 Manuel Klar , Giacomo Capodaglio , Marta D'Elia , Christian Glusa , Max Gunzburger , Christian Vollmann

In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the generator or the Fokker-Planck operator of a Pearson diffusion.…

Probability · Mathematics 2021-06-30 Giacomo Ascione , Nikolai Leonenko , Enrica Pirozzi

We characterize the behavior of the solutions of linear evolution partial differential equations on the half line in the presence of discontinuous initial conditions or discontinuous boundary conditions, as well as the behavior of the…

Analysis of PDEs · Mathematics 2017-07-26 Gino Biondini , Thomas Trogdon

Solutions to nonlinear integro-differential systems are regular outside a negligible closed subset whose Hausdorff dimension can be explicitly bounded from above. This subset can be characterized using quantitative, universal energy…

Analysis of PDEs · Mathematics 2025-01-16 Cristiana De Filippis , Giuseppe Mingione , Simon Nowak