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A reduction procedure for stochastic differential equations based on stochastic symmetries including Girsanov random transformations is proposed. In this setting, a new notion of reconstruction is given, involving the expectation values of…

Probability · Mathematics 2021-05-26 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…

Symbolic Computation · Computer Science 2011-10-12 Christopher J. Winfield

In the paper, a newly developed three-point fourth-order compact operator is utilized to construct an efficient compact finite difference scheme for the Benjamin-Bona-Mahony-Burgers' (BBMB) equation. Detailed derivation is carried out based…

Numerical Analysis · Mathematics 2020-09-29 Qifeng Zhang , Lingling Liu

Perturbative Symmetry Approach is formulated in symbolic representation. Easily verifiable integrability conditions of a given equation are constructed in the frame of the approach. Generalisation for the case of non-local and non-evolution…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 A. V. Mikhailov , V. S. Novikov

The \emph{equations of Boussinesq approximation} (EBA) for an incompressible and inhomogeneous in density fluid are analyzed from a viewpoint of the asymptotic theory. A systematic scaling shows that there is an infinite number of related…

Fluid Dynamics · Physics 2016-11-15 Vladimir A. Vladimirov , Nasser Al-Salti

The Backlund transformation related symmetry is nonlocal, which is hardly to apply in constructing solutions for nonlinear equations. In this paper, we first localize nonlocal residual symmetry to Lie point symmetry by introducing multiple…

Exactly Solvable and Integrable Systems · Physics 2013-11-01 Xi-zhong Liu , Jun Yu , Bo Ren

This paper provides for the first time correct third-order homoclinic predictors in $n$-dimensional ODEs near a generic Bogdanov-Takens bifurcation point. To achieve this, higher-order time approximations to the nonlinear time…

Numerical Analysis · Mathematics 2021-09-28 Maikel M. Bosschaert , Yuri A. Kuznetsov

We consider the method of quasi-solutions (also referred to as Ivanov regularization) for the regularization of linear ill-posed problems in non-reflexive Banach spaces. Using the equivalence to a metric projection onto the image of the…

Optimization and Control · Mathematics 2018-10-09 Christian Clason , Andrej Klassen

For weak dispersion and weak dissipation cases, the (1+1)-dimensional KdV-Burgers equation is investigated in terms of approximate symmetry reduction approach. The formal coherence of similarity reduction solutions and similarity reduction…

Exactly Solvable and Integrable Systems · Physics 2015-05-13 Xiaoyu Jiao , Ruoxia Yao , Shunli Zhang , S. Y. Lou

Mixed anomalies, higher form symmetries, two-group symmetries and non-invertible symmetries have proved to be useful in providing non-trivial constraints on the dynamics of quantum field theories. We study mixed anomalies involving discrete…

High Energy Physics - Theory · Physics 2023-02-08 Noppadol Mekareeya , Matteo Sacchi

The paper deals with a problem of asymptotic soliton like solutions to the Benjamin-Bona-Mahony (BBM) equaion with a small parameter at the highest derivative and variable coefficients depending on the variables $x$, $t$ as well as a small…

Mathematical Physics · Physics 2023-07-26 Valerii Samoilenko , Yuliia Samoilenko

Recently, Ogita and Aishima proposed an efficient eigendecomposition refinement algorithm for the symmetric eigenproblem. Their basic algorithm involves division by the difference of two approximate eigenvalues, and can become unstable when…

Numerical Analysis · Mathematics 2019-11-14 Kurumi Shiroma , Yusaku Yamamoto

Exact solutions of the dispersive and modified equations are expressed in terms of special polynomials associated with rational solutions of the fourth Painleve equation, which arises as generalized scaling reductions of these equations.…

Exactly Solvable and Integrable Systems · Physics 2009-03-13 Peter A Clarkson , Bryn W M Thomas

We study point symmetries of the Robinson--Trautman equation. The cases of one- and two-dimensional algebras of infinitesimal symmetries are discussed in detail. The corresponding symmetry reductions of the equation are given. Higher…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Wlodzimierz Natorf , Jacek Tafel

This paper develops validated computational methods for studying infinite dimensional stable manifolds at equilibrium solutions of parabolic PDEs, synthesizing disparate errors resulting from numerical approximation. To construct our…

Dynamical Systems · Mathematics 2021-07-08 Jan Bouwe van den Berg , Jonathan Jaquette , J. D. Mireles James

We present a fully pseudo-spectral scheme to solve axisymmetric hyperbolic equations of second order. With the Chebyshev polynomials as basis functions, the numerical grid is based on the Lobbato (for two spatial directions) and Radau (for…

Computational Physics · Physics 2016-07-28 Rodrigo P. Macedo , Marcus Ansorg

We study the computation of local approximations of invariant manifolds of parabolic fixed points and parabolic periodic orbits of periodic vector fields. If the dimension of these manifolds is two or greater, in general, it is not possible…

Dynamical Systems · Mathematics 2016-03-09 Inmaculada Baldomá , Ernest Fontich , Pau Martín

The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state weakly interacting N-particle systems. Local Lyapunov…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

A numerical method is developed leading to algebraic systems based on generalized Lyapunov-Sylvester operators to approximate the solution of two-dimensional Boussinesq equation. It consists of an order reduction method and a finite…

Numerical Analysis · Mathematics 2015-11-11 Abdelhamid Bezia , Anouar Ben Mabrouk , Kamel Betina

We consider the discrete Boussinesq integrable system and the compatible set of differential difference, and partial differential equations. The latter not only encode the complete hierarchy of the Boussisesq equation, but also incorporate…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Anastasios Tongas , Frank Nijhoff