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Direct algebraic method of obtaining exact solutions to nonlinear PDE's is applied to certain set of nonlinear nonlocal evolutionary equations, including nonlinear telegraph equation, hyperbolic generalization of Burgers equation and some…

Mathematical Physics · Physics 2009-11-10 Vsevolod A. Vladimirov , Ekaterina V. Kutafina

The existence and multiplicity of positive periodic solutions for first non-autonomous singular systems are established with superlinearity or sublinearity assumptions at infinity for an appropriately chosen parameter. The proof of our…

Classical Analysis and ODEs · Mathematics 2010-09-24 Haiyan Wang

By starting from known graded Lie algebras, including Virasoro algebras, new kinds of time-dependent evolution equations are found possessing graded symmetry algebras. The modified KP equations are taken as an illustrative example: new…

solv-int · Physics 2015-06-26 W. X. Ma , R. K. Bullough , P. J. Caudrey

Using our results in [15], we provided existence theorems for the general classes of nonlinear evolutions. Finally, we give examples of applications of our results to parabolic, hyperbolic, Shr\"{o}dinger, Navier-Stokes and other…

Analysis of PDEs · Mathematics 2013-08-13 Arkady Poliakovsky

Complex-linearization of a class of systems of second order ordinary differential equations (ODEs) has already been studied with complex symmetry analysis. Linearization of this class has been achieved earlier by complex method, however,…

Classical Analysis and ODEs · Mathematics 2016-10-31 Hina M. Dutt , M. Safdar

We give an extension of the two-component KP hierarchy by considering additional time variables. We obtain the linear $2\times 2$ system by taking into consideration the hierarchy through a reduction procedure. The Lax pair of the…

Exactly Solvable and Integrable Systems · Physics 2011-11-10 Mikio Murata

A general method of obtaining linear differential equations having polynomial solutions is proposed. The method is based on an equivalence of the spectral problem for an element of the universal enveloping algebra of some Lie algebra in the…

High Energy Physics - Theory · Physics 2009-10-22 A. Turbiner

By introducing the notions of living and dead nodes a new model of random tree evolution with continuous time parameter has been constructed. It is assumed that two random variables, the lifetime and the offspring number of living nodes…

Statistical Mechanics · Physics 2007-05-23 L. Pal

The paper concerns a class of $n$-dimensional non-autonomous delay differential equations obtained by adding a non-monotone delayed perturbation to a linear homogeneous cooperative system of ordinary differential equations. This family…

Classical Analysis and ODEs · Mathematics 2018-07-10 Teresa Faria , Rafael Obaya , Ana M. Sanz

We study a class of nonlinear evolution systems of time fractional partial differential equations using Lie symmetry analysis. We obtain not only infinitesimal symmetries but also a complete group classification and a classification of…

Mathematical Physics · Physics 2018-03-01 Khongorzul Dorjgotov , Hiroyuki Ochiai , Uuganbayar Zunderiya

Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type…

Pricing of Securities · Quantitative Finance 2015-03-12 Michael Okelola , Keshlan Govinder

In this paper we present a family of second order in time nonlinear partial differential equations, which have only one higher symmetry. These equations are not integrable, but have a solution depending on one arbitrary function.

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Alexander V. Mikhailov , Vladimir S. Novikov , Jing Ping Wang

Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…

Probability · Mathematics 2024-09-30 István Gyöngy , Nicolai V. Krylov

A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…

Numerical Analysis · Mathematics 2023-08-29 Wei Liu , Ruoxue Wu , Ruchun Zuo

We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…

Analysis of PDEs · Mathematics 2019-02-26 Yoshikazu Giga , Qing Liu , Hiroyoshi Mitake

In this paper we prove the existence of multiple periodic solutions (harmonic and subharmonic) for a class of planar Hamiltonian systems which include the case of the second order scalar ODE $x'' + a(t)g(x) = 0$ with $g$ satisfying a…

Dynamical Systems · Mathematics 2019-01-29 Tobia Dondè , Fabio Zanolin

In this paper, we address stability of parabolic linear Partial Differential Equations (PDEs). We consider PDEs with two spatial variables and spatially dependent polynomial coefficients. We parameterize a class of Lyapunov functionals and…

Optimization and Control · Mathematics 2015-09-15 Evgeny Meyer , Matthew M. Peet

Solutions to most nonlinear ordinary differential equations (ODEs) rely on numerical solvers, but this gives little insight into the nature of the trajectories and is relatively expensive to compute. In this paper, we derive analytic…

Dynamical Systems · Mathematics 2024-06-25 Estelle Basor , Rebecca Morrison

We develop a method for finding the time evolution of exactly solvable models by Bethe ansatz. The dynamical Bethe wavefunction takes the same form as the stationary Bethe wavefunction except for time varying Bethe parameters and a complex…

Quantum Physics · Physics 2020-03-04 Igor Ermakov , Tim Byrnes

We suggest the method for group classification of evolution equations admitting nonlocal symmetries which are associated with a given evolution equation possessing nontrivial Lie symmetry. We apply this method to second-order evolution…

Exactly Solvable and Integrable Systems · Physics 2009-07-13 Renat Zhdanov