Related papers: Self-similar Differential Equations
Recently, a new fractional derivative called the conformable fractional derivative is given on based basic limit definition derivative in [4]. Then, the fractional versions of chain rules, exponential functions, Gronwalls inequality,…
In this paper we discuss new types of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present…
The concept of self-similarity on subsets of algebraic varieties is defined by considering algebraic endomorphisms of the variety as `similarity' maps. Self-similar fractals are subsets of algebraic varieties which can be written as a…
In this manuscript we consider Intrinsic Stochastic Differential Equations on manifolds and constrain it to a level set of a smooth function. Such type of constraints are known as explicit algebraic constraints. The system of differential…
A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…
We introduce here a class of stochastic partial differential equations defined on a graph and we show how they are obtained as the limit of suitable stochastic partial equations defined in a narrow channel, as the width of the channel goes…
Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…
The aim of this paper is to study symmetries of linearly singular differential equations, namely, equations that can not be written in normal form because the derivatives are multiplied by a singular linear operator. The concept of…
In this article, we study systems of $n \geq 1$, not necessarily linear, discrete differential equations (DDEs) of order $k \geq 1$ with one catalytic variable. We provide a constructive and elementary proof of algebraicity of the solutions…
We apply the Simple Equations Method (SEsM) for obtaining exact solutions of nonlinear differential equations. We discuss several examples with goal to illustrate the results from the use of derivatives of composite functions in the…
We present the package SADE (Symmetry Analysis of Differential Equations) for the determination of symmetries and related properties of systems of differential equations. The main methods implemented are: Lie, nonclassical, Lie-B\"acklund…
In this paper we study the representation of partial differential equations (PDEs) as abstract differential-algebraic equations (DAEs) with dissipative Hamiltonian structure (adHDAEs). We show that these systems not only arise when there…
The purpose of this paper is to study a class of ill-posed differential equations. In some settings, these differential equations exhibit uniqueness but not existence, while in others they exhibit existence but not uniqueness. An example of…
Abstract differential-algebraic equations (ADAEs) of a semilinear type are studied. Theorems on the existence and uniqueness of solutions and the maximal interval of existence, on the global solvability of the ADAEs, the boundedness of…
We derive an exact solution for a simple non-autonomous delay differential equation (DDE) over the entire real-time axis, representing it as a sum of Gaussian-shaped dynamics with distinct peak positions. This marks the first explicit…
In this paper, we first prove existence and uniqueness of the solution of a backward doubly stochastic differential equation (BDSDE) and of the related stochastic partial differential equation (SPDE) under monotonicity assumption on the…
In this paper we propose a new numerical method for solving stochastic differential equations (SDEs). As an application of this method we propose an explicit numerical scheme for a super linear SDE for which the usual Euler scheme diverges.
We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time at zero. Along the first three studies, the coefficients are…
This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is…
We study the systems of ordinary differential equations which are implicit with respect to the higher derivatives, appearing in the linear form, and their solutions near the singular points. The invertibility of the higher derivatives…