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An algorithmic method to exploit a general class of infinitesimal symmetries for reducing stochastic differential equations is presented and a natural definition of reconstruction, inspired by the classical reconstruction by quadratures, is…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal…

Classical Analysis and ODEs · Mathematics 2014-03-25 Vyacheslav M. Boyko , Roman O. Popovych , Nataliya M. Shapoval

We apply symmetry and invariance methods to analyse systems of difference equations. Non trivial symmetries are derived and their exact solutions obtained.

Dynamical Systems · Mathematics 2017-11-28 JJ Bashingwa , AH Kara , M Folly-Gbetoula

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

Numerical Analysis · Mathematics 2017-12-27 Iqra Javed , Ashfaq Ahmad , Muzammil Hussain , S. Iqbal

Based on an original classification of differential equations by types of regular Lie group actions, we offer a systematic procedure for describing partial differential equations with prescribed symmetry groups. Using a new powerful…

Mathematical Physics · Physics 2021-01-01 Alexey A. Magazev , Igor V. Shirokov

This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects. The Lie…

Analysis of PDEs · Mathematics 2010-04-14 A. D. R. Choudary , Saima Parveen , Constantin Varsan

Using geometric methods for linearizing systems of second order cubically semi-linear ordinary differential equations and third order quintically semi-linear ordinary differential equations, we extend to the fourth order by differentiating…

Classical Analysis and ODEs · Mathematics 2007-12-27 F. M. Mahomed , A. Qadir

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

A method is presented for calculating the Lie point symmetries of a scalar difference equation on a two-dimensional lattice. The symmetry transformations act on the equations and on the lattice. They take solutions into solutions and can be…

Mathematical Physics · Physics 2013-07-10 Decio Levi , Sébastien Tremblay , Pavel Winternitz

We propose a theorem that extends the classical Lie approach to the case of fractional partial differential equations (fPDEs) of the Riemann--Liouville type in (1+1) dimensions.

Mathematical Physics · Physics 2014-03-03 Rosario Antonio Leo , Gabriele Sicuro , Piergiulio Tempesta

In this work we propose and analyze a weighted proper orthogonal decomposition method to solve elliptic partial differential equations depending on random input data, for stochastic problems that can be transformed into parametric systems.…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Francesco Ballarin , Gianluigi Rozza

In this paper, the relationships between Lie symmetry groups and fundamental solutions for a class of conformable time fractional partial differential equations (PDEs) with variable coefficients are investigated. Specifically, the…

Analysis of PDEs · Mathematics 2023-05-02 Xiaoyu Cheng , Lizhen Wang

An algebraic method is devised to look for non-local symmetries of the pseudopotential type of nonlinear field equations. The method is based on the use of an infinite-dimensional subalgebra of the prolongation algebra $L$ associated with…

High Energy Physics - Theory · Physics 2007-05-23 M. Leo , R. A. Leo , G. Soliani , P. Tempesta

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…

Numerical Analysis · Mathematics 2020-01-27 Antoine Tambue , Jean Daniel Mukam

In this paper, we present new techniques for solving a large variety of partial differential equations. The proposed method reduces the PDEs to first order differential equations known as classical equations such as Bernoulli, Ricatti and…

Analysis of PDEs · Mathematics 2023-05-19 Noureddine Mhadhbi , Sameh Gana , Hamad Khalid Alharbi

Meleshko presented a new method for reducing third order autonomous ordinary differential equations (ODEs) to Lie linearizable second order ODEs. We extended his work by reducing fourth order autonomous ODEs to second and third order…

Classical Analysis and ODEs · Mathematics 2016-11-25 Hina M. Dutt , Asghar Qadir

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…

Numerical Analysis · Mathematics 2024-02-05 Antonio Baeza , Raimund Bürger , María del Carmen Martí , Pep Mulet , David Zorío

In this paper, we concentrate on the Lie symmetry structure of a system of multi-dimensional time-fractional partial differential equations (PDEs). Specifically, we first give an explicit prolongation formula of the Lie infinitesimal…

Analysis of PDEs · Mathematics 2021-04-22 Zhi-Yong Zhang , Jia Zheng
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