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In this paper, an idea to solve nonlinear equations is presented. During the solution of any problem with Newton's Method, it might happen that some of the unknowns satisfy the convergence criteria where the others fail. The convergence…

Mathematical Software · Computer Science 2012-03-15 Erhan Turan , Ali Ecder

We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and…

Computational Finance · Quantitative Finance 2015-10-19 Andrey Itkin

In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…

Numerical Analysis · Mathematics 2016-08-24 Fatima Aboud , Francois Jauberteau , Guy Moebs , Didier Robert

Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…

Exactly Solvable and Integrable Systems · Physics 2017-10-16 Robert Conte

We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

Machine Learning · Computer Science 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi

In this paper, approximate analytical solutions of nonlinear Emden-Fowler type equations are obtained by the differential transform method (DTM). The DTM is a numerical as well as analytical method for solving integral equations, ordinary…

Mathematical Physics · Physics 2012-11-16 Birol Ibis

This work is an attempt to develop an approximate scheme for estimating the volume-based truncation errors in the finite volume analysis of laminar flows. The volume-based truncation error is the net flow error across the faces of a control…

Computational Physics · Physics 2019-04-04 Amir Reza Baserinia

Chen and Hsiao gave the numerical solution of initial value problems of systems of linear differential equations with constant coefficients by Walsh polynomials approach. This result was improved by G\'at and Toledo for initial value…

Classical Analysis and ODEs · Mathematics 2020-06-26 Károly Nagy

In this work, an effective numerical method is developed to solve a class of singular boundary value problems arising in various physical models by using the improved differential transform method (IDTM). The IDTM applies the Adomian…

Numerical Analysis · Mathematics 2016-01-20 Lie-jun Xie , Cai-lian Zhou , Song Xu

Symmetry preserving difference schemes approximating second and third order ordinary differential equations are presented. They have the same three or four-dimensional symmetry groups as the original differential equations. The new…

Mathematical Physics · Physics 2009-11-11 A. Bourlioux , C Cyr-Gagnon , P Winternitz

We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…

Numerical Analysis · Mathematics 2017-12-05 Bangti Jin , Buyang Li , Zhi Zhou

First order algebraic differential equations are considered. An necessary condition for a first order algebraic differential equation to have a rational general solution is given: the algebraic genus of the equation should be zero.…

Classical Analysis and ODEs · Mathematics 2007-05-23 Guoting Chen , Yujie Ma

Some interesting (periodic!) solutions of certain systems of $4$ nonlinear Ordinary Differential Equations $dx_{n}\left( t\right) /dt=P_{2}^{\left( n\right) }\left[ x_{m}\left( t\right) \right] /\left[ x_{1}\left( t\right) +x_{2}\left(…

Exactly Solvable and Integrable Systems · Physics 2025-01-07 Francesco Calogero

In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…

Numerical Analysis · Mathematics 2022-05-20 Fernando Contreras , Juan Galvis

In this paper we propose a new kind of high order numerical scheme for backward stochastic differential equations(BSDEs). Unlike the traditional $\theta$-scheme, we reduce truncation errors by taking $\theta$ carefully for every subinterval…

Numerical Analysis · Mathematics 2018-08-08 Chol-Kyu Pak , Mun-Chol Kim , Chang-Ho Rim

This article examines a new approach to solving ordinary differential equations based on Fractional-Calculus theory. Poisson and Sturm-Liouville-type problems are studied, together with different boundary conditions. Each case is analyzed…

Numerical Analysis · Mathematics 2023-05-29 Sergio F. Yapur

The well-known Turing machine is an example of a theoretical digital computer, and it was the logical basis of constructing real electronic computers. In the present paper we propose an alternative, namely, by formalising arithmetic…

Numerical Analysis · Computer Science 2012-04-17 Vladimir Aristov , Andrey Stroganov

A novel integrability condition for the Riccati equation, the simplest form of nonlinear ordinary differential equations, is obtained by using elementary quadrature method. Under this condition, the analytic general solution is presented,…

Exactly Solvable and Integrable Systems · Physics 2026-04-09 Zhao Ji-Xiang

The issue of inheriting periodicity of an exact solution of a dynamic system by a difference scheme is considered. It is shown that some difference schemes (midpoint scheme, Kahan scheme) in some special cases provide approximate solutions…

Classical Analysis and ODEs · Mathematics 2024-12-03 Wang Shiwei , Alexander Zorin , Marina Konyaeva , Mikhail Malykh , Leonid Sevastianov

A five-dimensional symmetry algebra consisting of Lie point symmetries is firstly computed for the nonlinear Schroedinger equation, which, together with a reflection invariance, generates two five-parameter solution groups. Three ansaetze…

Exactly Solvable and Integrable Systems · Physics 2009-09-21 Wen-Xiu ma , Min Chen
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