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Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

Nonlinear fractional differential equations have gained a significant place in mathematical physics. Finding the solutions to these equations has emerged as a field of study that has attracted a lot of attention lately. In this work, semi…

Exactly Solvable and Integrable Systems · Physics 2021-08-30 Erdogan Mehmet Ozkan , Ayten Ozkan

We investigate existence of solitonic solutions for higher-order partial differential equations with polynomial nonlinearities. Using the Hirota method we obtain classification for higher-order integrable systems of equations.

Exactly Solvable and Integrable Systems · Physics 2016-11-29 I. A. Il'in , D. S. Noshchenko , A. S. Perezhogin

Similarity reductions and new exact solutions are obtained for a nonlinear diffusion equation. These are obtained by using the classical symmetry group and reducing the partial differential equation to various ordinary differential…

Analysis of PDEs · Mathematics 2015-06-26 Maria Luz Gandarias , P. Venero , José Ramírez-Labrador

We apply symmetry and invariance methods to analyse systems of difference equations. Non trivial symmetries are derived and their exact solutions obtained.

Dynamical Systems · Mathematics 2017-11-28 JJ Bashingwa , AH Kara , M Folly-Gbetoula

A new method of numerical solution for partial differential equations is proposed. The method is based on a fast matrix multiplication algorithm. Two-dimensional Poison equation is used for comparison of the proposed method with…

Numerical Analysis · Mathematics 2016-06-02 Pavel Dourbal , Mikhail Pekker

A method for finding exact solutions of nonlinear differential equations is presented. Our method is based on the application of the Newton polygons corresponding to nonlinear differential equations. It allows one to express exact solutions…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Nikolai A. Kudryashov , Maria V. Demina

The modification of simplest equation method to look for exact solutions of nonlinear partial differential equations is presented. Using this method we obtain exact solutions of generalized Korteweg-de Vries equation with cubic source and…

Exactly Solvable and Integrable Systems · Physics 2010-11-23 Olga Yu. Efimova

An application of the Exp-function method to search for exact solutions of nonlinear differential equations is analyzed. Typical mistakes of application of the Exp-function method are demonstrated. We show it is often required to simplify…

Exactly Solvable and Integrable Systems · Physics 2010-11-19 Nikolay A. Kudryashov , Nadejda B. Loguinova

This paper derives a free analog of the Euler-Maruyama method (fEMM) to numerically approximate solutions of free stochastic differential equations (fSDEs). Simply speaking fSDEs are stochastic differential equations in the context of…

Probability · Mathematics 2025-01-13 Georg Schluechtermann , Michael Wibmer

It is shown that, by letting wavenumbers and frequencies complex in Hirota's bilinear method, new classes of exact solutions of soliton equations can be obtained systematically. They include not only singular or N-homoclinic solutions but…

patt-sol · Physics 2009-10-30 M. Umeki

A review of the authors's results is given. Several methods are discussed for solving nonlinear equations $F(u)=f$, where $F$ is a monotone operator in a Hilbert space, and noisy data are given in place of the exact data. A discrepancy…

Numerical Analysis · Mathematics 2009-01-29 N. S. Hoang , A. G. Ramm

A new approach to group classification problems and more general investigations on transformational properties of classes of differential equations is proposed. It is based on mappings between classes of differential equations, generated by…

Mathematical Physics · Physics 2009-04-22 O. O. Vaneeva , R. O. Popovych , C. Sophocleous

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free…

Numerical Analysis · Mathematics 2016-09-19 A. Abdulle , G. A. Pavliotis , U. Vaes

Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…

Numerical Analysis · Mathematics 2022-01-26 Pavel B. Dubovski , Jeffrey A. Slepoi

Based the homogeneous balance method, a general method is suggested to obtain several kinds of exact solutions for some kinds of nonlinear equations. The validity and reliability of the method are tested by applying it to the Bousseneq…

Chaotic Dynamics · Physics 2007-05-23 Yang lei , Zhu zhengang , Wang yinghai

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

Dynamical Systems · Mathematics 2022-12-28 Tamer Oraby , Harrinson Arrubla , Erwin Suazo

In this article, we follow an idea that is opposite to the idea of Hopf and Cole: we use transformations in order to transform simpler linear or nonlinear differential equations (with known solutions) to more complicated nonlinear…

Exactly Solvable and Integrable Systems · Physics 2023-12-07 Nikolay K. Vitanov

We explicate a procedure to solve general linear differential equations, which connects the desired solutions to monomials x^m of an appropriate degree m. In the process the underlying symmetry of the equations under study, as well as that…

Mathematical Physics · Physics 2012-05-03 N. Gurappa , Abhijit Sen , Rajneesh Atre , Prasanta K. Panigrahi