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In this set of papers we formulate a stand alone method to derive maximal number of linearizing transformations for nonlinear ordinary differential equations (ODEs) of any order including coupled ones from a knowledge of fewer number of…

Exactly Solvable and Integrable Systems · Physics 2012-01-26 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

In this paper we introduce and investigate a new kind of functional (including ordinary and evolutionary partial) differential equations. The main goal of this paper is to explore our new philosophy by some examples on functional ODEs and…

Analysis of PDEs · Mathematics 2014-02-14 De-Xing Kong , Cheng Zhang

Although implicit-explicit (IMEX) methods for approximating solutions to semilinear parabolic equations are relatively standard, most recent works examine the case of a fully discretized model. We show that by discretizing time only, one…

Analysis of PDEs · Mathematics 2007-05-23 Michael Robinson

We present a novel method for using Neural Networks (NNs) for finding solutions to a class of Partial Differential Equations (PDEs). Our method builds on recent advances in Neural Radiance Field research (NeRFs) and allows for a NN to…

Machine Learning · Computer Science 2022-05-31 Jaroslaw Rzepecki , Daniel Bates , Chris Doran

This paper is concerned with an alternative analytical solution of time-fractional nonlinear Schrodinger equation and nonlinear coupled Schrodinger equation obtained by employing fractional reduced differential transform method. The…

Numerical Analysis · Mathematics 2016-11-23 Brajesh Kumar Singh , Pramod Kumar

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

This tutorial teaches parts of the finite element method (FEM), and solves a stochastic partial differential equation (SPDE). The contents herein are considered "known" in the numerics literature, but for statisticians it is very difficult…

Computation · Statistics 2022-02-15 Haakon Bakka

In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…

Numerical Analysis · Mathematics 2025-12-02 Lijing Zhao , Rui Zhao , Wenyi Tian , Yufeng Nie

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

We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…

Numerical Analysis · Mathematics 2024-08-01 Faezeh Nassajian Mojarrad

For linear and fully non-linear diffusion equations of Bellman-Isaacs type, we introduce a class of approximation schemes based on differencing and interpolation. As opposed to classical numerical methods, these schemes work for general…

Numerical Analysis · Mathematics 2014-05-26 Kristian Debrabant , Espen R. Jakobsen

We discuss an extension of the modified method of simplest equation for obtaining exact analytical solutions of nonlinear partial differential equations. The extension includes the possibility for use of: (i) more than one simplest…

Exactly Solvable and Integrable Systems · Physics 2019-04-09 Nikolay K. Vitanov

In this work, we study the generalized shallow water wave equation to obtain novel solitary wave solutions. The application of this non-linear model can be found in tidal waves, weather simulations, tsunami prediction, river and irrigation…

Mathematical Physics · Physics 2024-01-03 Rajib Mia , Arjun Kumar Paul

We discuss the relation between the modified method of simplest equation and the exp-function method. First on the basis of our experience from the application of the method of simplest equation we generalize the exp-function ansatz. Then…

Exactly Solvable and Integrable Systems · Physics 2013-03-04 Zlatinka I. Dimitrova

We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…

Numerical Analysis · Mathematics 2021-03-23 Francesca Scarabel , Odo Diekmann , Rossana Vermiglio

We develop in this work a numerical method for stochastic differential equations (SDEs) with weak second order accuracy based on Gaussian mixture. Unlike the conventional higher order schemes for SDEs based on It\^o-Taylor expansion and…

Numerical Analysis · Mathematics 2021-08-12 Lei Li , Jianfeng Lu , Jonathan Mattingly , Lihan Wang

The branching methods developed are effective methods to solve some semi linear PDEs and are shown numerically to be able to solve some full non linear PDEs. These methods are however restricted to some small coefficients in the PDE and…

Probability · Mathematics 2017-01-27 Xavier Warin

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

This paper concerns with numerical approximations of solutions of second order fully nonlinear partial differential equations (PDEs). A new notion of weak solutions, called moment solutions, is introduced for second order fully nonlinear…

Numerical Analysis · Mathematics 2007-08-14 Xiaobing Feng , Michael Neilan

The Gauss-Seidel method has been used for more than 100 years as the standard method for the solution of linear systems of equations under certain restrictions. This method, as well as Cramer and Jacobi, is widely used in education and…

Numerical Analysis · Mathematics 2025-03-31 Luis Saucedo-Mora , Luis Irastorza-Valera
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