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The purpose of this paper is to give an Osgood's criterion for solutions of semilinear stochastic differential equations of the form $X_{t}=\xi +\int_{0}^{t}b(s,X_{s})ds+\int_{0}^{t}\sigma (s)X_{s}dW_{s},\ t\geq 0$. Here, $b$ is a…

Probability · Mathematics 2014-01-31 Jorge A. León , Liliana Peralta , José Villa-Morales

Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…

Numerical Analysis · Mathematics 2022-08-10 Jialin Hong , Baohui Hou , Qiang Li , Liying Sun

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

Machine Learning · Computer Science 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

The purpose of this research work is to employ the Optimal Auxiliary Function Method (OAFM) for obtaining numerical approximations of time-dependent nonlinear partial differential equations (PDEs) that arise in many disciplines of science…

Numerical Analysis · Mathematics 2023-06-13 Nilormy Gupta Trisha , Md. Shafiqul Islam

In this paper we introduce and investigate a new kind of functional (including ordinary and evolutionary partial) differential equations. The main goal of this paper is to explore our new philosophy by some examples on functional ODEs and…

Analysis of PDEs · Mathematics 2014-02-14 De-Xing Kong , Cheng Zhang

The paper concerns singular solutions of nonlinear elliptic equations, which include removable singularities for viscosity solutions, a strengthening of the Hopf Lemma including parabolic equations, Strong maximum principle and Hopf Lemma…

Analysis of PDEs · Mathematics 2011-01-17 Luis Caffarelli , YanYan Li , Louis Nirenberg

In this work, we study the generalized shallow water wave equation to obtain novel solitary wave solutions. The application of this non-linear model can be found in tidal waves, weather simulations, tsunami prediction, river and irrigation…

Mathematical Physics · Physics 2024-01-03 Rajib Mia , Arjun Kumar Paul

Multiscale Finite Element Methods (MsFEMs) are now well-established finite element type approaches dedicated to multiscale problems. They first compute local, oscillatory, problem-dependent basis functions that generate a suitable…

Numerical Analysis · Mathematics 2023-08-03 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.

Mathematical Physics · Physics 2007-05-23 Paolo Amore , Hakan Ciftci , Francisco M. Fernandez

The application of error-free transformation (EFT) is recently being developed to solve ill-conditioned problems. It can reduce the number of arithmetic operations required, compared with multiple precision arithmetic, and also be applied…

Numerical Analysis · Mathematics 2019-10-24 Tomonori Kouya

A powerful method for solving non-linear first-order ordinary differential equations, which is based on geometrical understanding of the corresponding dynamics of the so called Lie systems, is developed. This method allows us not only to…

Mathematical Physics · Physics 2011-11-22 Jose F. Carinena , Janusz Grabowski , Javier de Lucas

Constrained Hamiltonian systems are investigated by using the Hamilton-Jacobi method. Integration of a set of equations of motion and the action function is discussed. It is shown that we have two types of integrable systems: a) ${\it…

High Energy Physics - Theory · Physics 2009-11-10 Sami I. Muslih

In this note, two numerical methods of solving fractional differential equations (FDEs) are briefly described, namely predictor-corrector approach of Adams-Bashforth-Moulton type and multi-step generalized differential transform method…

Numerical Analysis · Mathematics 2018-06-11 Alireza Momenzadeh , Sima Sarv Ahrabi

The random feature method (RFM) has demonstrated great potential in bridging traditional numerical methods and machine learning techniques for solving partial differential equations (PDEs). It retains the advantages of mesh-free approaches…

Numerical Analysis · Mathematics 2025-05-02 Mikhail Kuvakin , Zijian Mei , Jingrun Chen

In this paper are examined general classes of linear and non-linear analytical systems of partial differential equations. Indeed the integrability conditions are found and if they are satisfied, the solutions are given as functional series…

General Mathematics · Mathematics 2025-05-30 Kostadin Trenčevski

In this paper, a novel class of exponential Fourier collocation methods (EFCMs) is presented for solving systems of first-order ordinary differential equations. These so-called exponential Fourier collocation methods are based on the…

Numerical Analysis · Mathematics 2018-02-22 Bin Wang , Xinyuan Wu , Fanwei Meng , Yonglei Fang

We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…

Numerical Analysis · Mathematics 2013-07-23 Ingrid von Glehn , Thomas März , Colin B. Macdonald

This paper is concerned with numerical solutions of time-fractional nonlinear parabolic problems by a class of $L1$-Galerkin finite element methods. The analysis of $L1$ methods for time-fractional nonlinear problems is limited mainly due…

Numerical Analysis · Mathematics 2018-03-19 Dongfang Li , Hong-lin Liao , Weiwei Sun , Jilu Wang , Jiwei Zhang

This paper addresses a modified ($G'/G$)-expansion method to obtain new classes of solutions to nonlinear partial differential equations (NPDEs). The cases of Burgers, KdV and Kadomtsev-Petviashvili NPDEs are exhaustively studied. Relevant…

Mathematical Physics · Physics 2013-10-03 Mahouton Norbert Hounkonnou , Rolland Finangnon Kanfon

In this paper, we consider spectral approximation of fractional differential equations (FDEs). A main ingredient of our approach is to define a new class of generalized Jacobi functions (GJFs), which is intrinsically related to fractional…

Numerical Analysis · Mathematics 2014-08-01 Sheng Chen , Jie Shen , Li-Lian Wang
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