Related papers: Five Specific Cases of the Simple Equations Method…
We point out that use of the first integral method ( J.Phys. A :Math. Gen. 35 (2002) 343 ) for solving nonlinear evolution equations gives only particular solutions of equations that model conservative systems. On the other hand, for…
In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…
We study the Dirichlet problem for semilinear equations on general open sets with measure data on the right-hand side and irregular boundary data. For this purpose we develop the classical method of orthogonal projection. We treat in a…
In this paper, we propose a numerical method for verifying the positiveness of solutions to semilinear elliptic equations. We provide a sufficient condition for a solution to an elliptic equation to be positive in the domain of the…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
We describe a suite of fast algorithms for evaluating Jacobi polynomials, applying the corresponding discrete Sturm-Liouville eigentransforms and calculating Gauss-Jacobi quadrature rules. Our approach is based on the well-known fact that…
Singular stochastic partial differential equations informally refer to the partial differential equations with rough random force that leads to the products in the nonlinear terms becoming ill-defined. Besides the theories of regularity…
We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…
The paper describes a number of simple but quite effective methods for constructing exact solutions of PDEs, that involve a relatively small amount of intermediate calculations. The methods employ two main ideas: (i) simple exact solutions…
We revisit and adapt the extended sequential quadratic method (ESQM) in [3] for solving a class of difference-of-convex optimization problems whose constraints are defined as the intersection of level sets of Lipschitz differentiable…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…
This paper deals with the existence of solutions for an elliptic system of partial differential equations. The solution method is based on the sub- and super-solutions approach. An application to a stochastic control problem is presented.…
To obtain new types of exact travelling wave solutions to nonlinear partial differential equations, a number of approximate methods are known in the literature. In this study, we extend the class of auxiliary equations of Fibonnacci&Lucas…
We present a method for solving a class of initial valued, coupled, non-linear differential equations with `moving singularities' subject to some subsidiary conditions. We show that this type of singularities can be adequately treated by…
The combination of nonlinear FETI-DP (Dual Primal Finite Element Tearing and Interconnecting) and Quasi-Newton methods using a sequential quadratic programming (SQP) approach is considered. Nonlinear FETI-DP methods are parallel iterative…
In this paper, we systematically review a series of effective methods for studying the qualitative properties of solutions to fractional equations. Beginning with the pioneering extension method and the method of moving planes in integral…
We propose the symmetry reduction method of partial differential equations to the system of differential equations with fewer number of independent variables. We also obtain generalized sufficient conditions for the solution found by…
We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…
In this paper we discuss the existence, uniqueness and regularity of solutions of the following system of coupled semilinear Poisson equations on a smooth bounded domain $\Omega$ in $\mathbb{R}^n$: \[ \left\{{llll} \mathcal{A}^s u= v^p &…