Related papers: Bi-infinite solutions for KdV- and Toda-type discr…
An eigenvalue problem with a reference function and the corresponding hierarchy of nonlinear evolution equations are proposed. The bi-Hamiltonian structure of the hierarchy is established by using the trace identity. The isospectral problem…
This paper represents a new perspective in understanding the controllability of the Korteweg-de Vries (KdV) equation on unbounded domains. By studying the equation on both the right and left half-line with a single control input, we show…
Option contracts on two underlying assets within uncertain volatility models have their worst-case and best-case prices determined by a two-dimensional (2D) Hamilton-Jacobi-Bellman (HJB) partial differential equation (PDE) with…
A new integrable class of quantum models representing a family of different discrete-time or relativistic generalisations of the periodic Toda chain (TC), including that of a recently proposed classical close to TC model [7] is presented.…
The coupled KdV-mKdV system arises as the classical part of one of superextensions of the KdV equation. For this system, we prove its complete integrability, i.e., existence of a recursion operator and of infinite series of symmetries.
In this paper we present novel integrable symplectic maps, associated with ordinary difference equations, and show how they determine, in a remarkably diverse manner, the integrability, including Lax pairs and the explicit solutions, for…
We consider a 2D stochastic modified Swift-Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space $H^{2m}$…
We extend the framework of the finite volume method to dispersive unidirectional water wave propagation in one space dimension. In particular we consider a KdV-BBM type equation. Explicit and IMEX Runge-Kutta type methods are used for time…
We study the finite-temperature deformation of the discrete Bessel point process. We show that its largest particle distribution satisfies a reduction of the 2D Toda equation, as well as a discrete version of the integro-differential…
In this paper, we systematically study the integrability and data-driven solutions of the nonlocal mKdV equation. The infinite conservation laws of the nonlocal mKdV equation and the corresponding infinite conservation quantities are given…
A Hamiltonian formulation of generic many-particle systems with space-dependent balanced loss and gain coefficients is presented. It is shown that the balancing of loss and gain necessarily occurs in a pair-wise fashion. Further, using a…
Path-dependent PDEs (PPDEs) are natural objects to study when one deals with non Markovian models. Recently, after the introduction of the so-called pathwise (or functional or Dupire) calculus (see [15]), in the case of finite-dimensional…
In this paper, we study the nonlinear dispersive waves including the rarefaction and dispersive shock waves in the discrete modified KdV equation through the numerical simulations of the dispersive Riemann problems. In particular, we…
We develop the approach to the problem of integrable discretization based on the notion of $r$--matrix hierarchies. One of its basic features is the coincidence of Lax matrices of discretized systems with the Lax matrices of the underlying…
We revisit the problem of computing (robust) controlled invariant sets for discrete-time linear systems. Departing from previous approaches, we consider implicit, rather than explicit, representations for controlled invariant sets.…
An approximate perturbed direct homotopy reduction method is proposed and applied to two perturbed modified Korteweg-de Vries (mKdV) equations with fourth order dispersion and second order dissipation. The similarity reduction equations are…
The integrable structure of the two dimensional superconformal field theory is considered. The classical counterpart of our constructions is based on the $\hat{osp}(1|2)$ super-KdV hierarchy. The quantum version of the monodromy matrix…
The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite 2D channel.…
We calculate infinite set of initial profiles of higher integer KdV solitons, which are both exactly solvable for the Schrodinger equation and for the Gel'fand-Levitan-Marchenko equation in the inverse scattering transform method of KdV…
An extension of the Super KdV integrable system in terms of operator valued functions is obtained. Following the ideas of Gardner, a general algebraic approach for finding the infinitely many conserved quantities of integrable systems is…