Related papers: Classes of second order nonlinear partial differen…
Using the only admissible rank-two realisations of the Lie algebra of the affine group in one dimension in terms of the Lie algebra of Lie symmetries of the Ermakov-Pinney (EP) equation, some classes of second order nonlinear ordinary…
This paper studies adaptive first-order least-squares finite element methods for second-order elliptic partial differential equations in non-divergence form. Unlike the classical finite element method which uses weak formulations of PDEs…
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…
In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…
This work investigates a new approach to find closed form analytical approximate solution of linear initial value problems. Classical Bernoulli polynomials have been used to derive a finite set of orthonormal polynomials and a finite…
It is shown that large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems, can be solved by the method of order completion. The solutions obtained can be assimilated with Hausdorff…
We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…
Solving nonlinear partial differential equations (PDEs) with multiple solutions using neural networks has found widespread applications in various fields such as physics, biology, and engineering. However, classical neural network methods…
A generalization of the already studied transformations of the linear differential equation into a system of the first order equations is given. The proposed transformation gives possibility to get new forms of the N-dimensional system of…
The problem of Painleve classification of ordinary differential equations lasting since the end of XIX century saw significant advances for the limited equation order, however not that much for the equations of higher orders. In this work…
Solving partial differential equations (PDEs) using an annealing-based approach involves solving generalized eigenvalue problems. Discretizing a PDE yields a system of linear equations (SLE). Solving an SLE can be formulated as a general…
It is well recognized that in auxiliary equation methods, the exact solutions of different types of auxiliary equations may produce new types of exact travelling wave solutions to nonlinear partial differential equations in hand. In this…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
Here we present a new approach to deal with first order ordinary differential equations (1ODEs), presenting functions. This method is an alternative to the one we have presented in [1]. In [2], we have establish the theoretical background…
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial…
We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully…
In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…
In this paper, we investigate new class of sequences related to fully degenerate Bernoulli numbers and polynomials. From those sequences, we derive some formulae for the degenerate Bernoulli and Euler polynomials.
Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…
It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…