Related papers: A note on the WKB solutions of difference equation…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…
In this paper, applying the Newton method, we transform the complex continuous-time algebraic Riccati matrix equation into a Lyapunov equation. Then, we introduce an efficient general alternating-direction implicit (GADI) method to solve…
The asymptotic behavior of the analytic solutions of a family of singularly perturbed q-difference-differential equations in the complex domain is studied. Different asymptotic expansions with respect to the perturbation parameter and to…
Consider the differential equation ${ m\ddot{x} +\gamma \dot{x} -x\epsilon \cos(\omega t) =0}$, $0 \leq t \leq T$. The form of the fundamental set of solutions are determined by Floquet theory. In the limit as $m \to 0$ we can apply WKB…
The existence of a formal particular solution (family of solutions) of oscillating type under certain conditions has been proved for the quasi-linear ordinary differential equations system. The asymptotic nature of this solution (the family…
Hyperasymptotics is an analytical method that incorporates exponentially small contributions into asymptotic approximations, thereby expanding their domain of validity, improving accuracy, and providing deeper insight into the underlying…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
Asymptotic approximations ($n \to \infty$) to the truncation errors $r_n = - \sum_{\nu=0}^{\infty} a_{\nu}$ of infinite series $\sum_{\nu=0}^{\infty} a_{\nu}$ for special functions are constructed by solving a system of linear equations.…
In this paper a recursive algorithm is presented for evaluating multivariate Pad\'e approximants (of the rectangular type described in the work of Lutterodt) which is analogous to the Jacobi formula for univariate Pad\'e approximants. This…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
Solving large-scale continuous-time algebraic Riccati equations is a significant challenge in various control theory applications. This work demonstrates that when the matrix coefficients of the equation are quasiseparable, the solution…
We obtain an error estimate between viscosity solutions and \delta-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is…
We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…
This paper is the second part of the study. In Part~I, self-similar solutions of a weighted fast diffusion equation (WFD) were related to optimal functions in a family of subcritical Caffarelli-Kohn-Nirenberg inequalities (CKN) applied to…
We use a particular fractional generalization of the ordinary differential equations that we apply to the Riccati equation of constant coefficients. By this means the latter is transformed into a modified Riccati equation with the free term…
We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.
We have introduced the generalized alternating direction implicit iteration (GADI) method for solving large sparse complex symmetric linear systems and proved its convergence properties. Additionally, some numerical results have…
This paper shows how to build a formal analytical solution for a differential equation of arbitrary order and with variable coefficients. It proofs that the most known approximated solutions for such a problem can be derived from the…
In this paper we show some exact solutions for the Caudrey-Dodd-Gibbon equation (CDG equation). These solutions are obtained via \circledR \emph{Mathematica} 6.0 by the projective Riccati equation method.