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We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte…

Probability · Mathematics 2007-05-23 Patrick Cheridito , H. Mete Soner , Nizar Touzi , Nicolas Victoir

We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present…

Soft Condensed Matter · Physics 2016-08-31 Keir E. Novik , Peter V. Coveney

We demonstrate a strong form of Nevanlinna's Second Main Theorem for solutions to difference equations f(z+1)=R(z, f(z)), with the coefficients of R growing slowly relative to f, and R of degree at least 2 in the second coordinate.

Number Theory · Mathematics 2021-11-30 Patrick Ingram

We obtain a local estimate for the gradient of solutions to a second-order elliptic equation in divergence form with bounded measurable coefficients that are square-Dini continuous at the single point x=0. In particular, we treat the case…

Analysis of PDEs · Mathematics 2021-11-24 Vladimir Maz'ya , Robert McOwen

An analysis of a fractional cubic differential equation is presented, which is a generalization of different versions of fractional logistic equations, in order to obtain simpler numerical methods that globalize and extend the results…

Dynamical Systems · Mathematics 2021-04-12 Melani Barrios , Gabriela Reyero , Mabel Tidball

Second-order structured deformations of continua provide an extension of the multiscale geometry of first-order structured deformations by taking into account the effects of submacroscopic bending and curving. We derive here an integral…

Optimization and Control · Mathematics 2017-05-24 Ana Cristina Barroso , José Matias , Marco Morandotti , David R. Owen

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

Numerical Analysis · Computer Science 2020-01-13 William Leeb , Vladimir Rokhlin

We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…

Probability · Mathematics 2019-10-29 Yuliya Mishura , Kostiantyn Ralchenko , Mounir Zili , Eya Zougar

We determine the kind of parametric oscillators that are generated in the usual factorization procedure of second-order linear differential equations when one introduces a constant shift of the Riccati solution of the classical harmonic…

Mathematical Physics · Physics 2011-09-16 H. C. Rosu , K. V. Khmelnytskaya

In this paper we show that an arbitrary solution of one ordinary difference equation is also a solution for a hierarchy of integrable difference equations. We also provide an example of such a solution that is related to sequence generated…

Exactly Solvable and Integrable Systems · Physics 2022-01-25 Andrei K. Svinin

We systematically introduce the idea of applying differential operator method to find a particular solution of an ordinary nonhomogeneous linear differential equation with constant coefficients when the nonhomogeneous term is a polynomial…

General Mathematics · Mathematics 2018-02-27 Wenfeng Chen

We consider variational inequality solutions with prescribed gradient constraints for first order linear boundary value problems. For operators with coefficients only in $L^2$, we show the existence and uniqueness of the solution by using a…

Analysis of PDEs · Mathematics 2015-02-04 José Francisco Rodrigues , Lisa Santos

The main aim of this paper is to further develop the multiple-correction method that formulated in our previous works~\cite{CXY, Cao}. As its applications, we establish a kind of hybrid-type finite continued fraction approximations related…

Classical Analysis and ODEs · Mathematics 2014-10-22 Xiaodong Cao , Xu You

Applying Zeilberger's algorithm of creative telescoping to a family of certain very-well-poised hypergeometric series involving linear forms in Catalan's constant with rational coefficients, we obtain a second-order difference equation for…

Number Theory · Mathematics 2025-10-20 Wadim Zudilin

This paper shows how to build a formal analytical solution for a differential equation of arbitrary order and with variable coefficients. It proofs that the most known approximated solutions for such a problem can be derived from the…

Classical Analysis and ODEs · Mathematics 2015-05-26 Mauro Bologna

In this paper, we consider the second-order equations of Duffing type. Bounds for the derivative of the restoring force are given that ensure the existence and uniqueness of a periodic solution. Furthermore, the stability of the unique…

Classical Analysis and ODEs · Mathematics 2007-05-23 Hongbin Chen , Yi Li

We describe a way of solving a partial differential equation using the differential invariants of its point symmetries. By first solving its quotient PDE, which is given by the differential syzygies in the algebra of differential…

Differential Geometry · Mathematics 2020-05-15 Eivind Schneider

In this paper, the solution of the multi-order differential equations, by using Mellin Transform, is proposed. It is shown that the problem related to the shift of the real part of the argument of the transformed function, arising when the…

Analysis of PDEs · Mathematics 2014-02-28 Salvatore Butera , Mario Di Paola

It is well-known that one-dimensional time fractional diffusion-wave equations with variable coefficients can be reduced to ordinary fractional differential equations and systems of linear fractional differential equations via scaling…

Classical Analysis and ODEs · Mathematics 2019-05-07 Khongorzul Dorjgotov , Hiroyuki Ochiai , Uuganbayar Zunderiya

In this paper we construct the main algebraic and differential properties and the weight functions of orthogonal polynomial solutions of bivariate second--order linear partial differential equations, which are admissible potentially…

Analysis of PDEs · Mathematics 2011-01-14 I. Area , E. Godoy , A. Ronveaux , A. Zarzo