Related papers: Discretization of the Mikhailov model
We present a generalized study and characterization of the integrability properties of the derivative non-linear Schr\"odinger equation in 1+1 dimensions. A Lax pair is derived for this equation by means of a Miura transformation and the…
We consider the 3D Mikhalev system, $$ u_t=w_x, \quad u_y= w_t-u w_x+w u_x, $$ which has first appeared in the context of KdV-type hierarchies. Under the reduction $w=f(u)$, one obtains a pair of commuting first-order equations, $$…
In this paper, we consider the numerical approximation for a diffuse interface model of the two-phase incompressible inductionless magnetohydrodynamics problem. This model consists of Cahn-Hilliard equations, Navier-Stokes equations and…
This paper is an attempt to present and discuss at some length the Singular Manifold Method. This Method is based upon the Painlev\'e Property systematically used as a tool for obtaining clear cut answers to almost all the questions related…
We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…
We present a numerical method for solving the Monge-Ampere equation based on the characterization of the solution of the Dirichlet problem as the minimizer of a convex functional of the gradient and under convexity and nonlinear…
The Liouville equation is well known to be linearizable by a point transformation. It has an infinite dimensional Lie point symmetry algebra isomorphic to a direct sum of two Virasoro algebras. We show that it is not possible to discretize…
Using the generalized symmetry method, we carry out, up to autonomous point transformations, the classification of integrable equations of a subclass of the autonomous five-point differential-difference equations. This subclass includes…
We consider a multidimensional polychromatic radiative transfer (RT) problem, accounting for scattering processes in a general form, i.e. anisotropic (dipole) scattering with partial frequency redistribution. Given a discrete ordinates…
We propose a differential difference equation in ${\mathcal R}^1\times {\mathcal Z}^2$ and study it by Hirota's bilinear method. This equation has a singular continuum limit into a system which admits the reduction to the Davey-Stewartson…
We consider integrable discretizations of some soliton equations associated with the motions of plane curves: the Wadati-Konno-Ichikawa elastic beam equation, the complex Dym equation, and the short pulse equation. They are related to the…
We use the inverse scattering method to construct classical solutions for the Novikov-Veselov (NV) equation, solving a problem posed by Lassas, Mueller, Siltanen, and Stahel. We exploit Bogadanov's Miura-type map which transforms solutions…
We propose a class of discrete state sampling algorithms based on Nesterov's accelerated gradient method, which extends the classical Metropolis-Hastings (MH) algorithm. The evolution of the discrete states probability distribution governed…
The Hirota-Miwa equation (also known as the discrete KP equation, or the octahedron recurrence) is a bilinear partial difference equation in three independent variables. It is integrable in the sense that it arises as the compatibility…
We propose a deterministic numerical method for pricing vanilla options under the SABR stochastic volatility model, based on a finite element discretization of the Kolmogorov pricing equations via non-symmetric Dirichlet forms. Our pricing…
We study the problem of solvability of linear differential systems with small coefficients in the Liouvillian sense (or, by generalized quadratures). For a general system, this problem is equivalent to that of solvability of the Lie algebra…
We propose a new monotone finite difference discretization for the variational $p$-Laplace operator, \[ \Delta_p u=\text{div}(|\nabla u|^{p-2}\nabla u), \] and present a convergent numerical scheme for related Dirichlet problems. The…
We study stochastic optimization from a joint continuous-discrete point of view. Starting from a second-order stochastic differential equation interpreted as a noisy accelerated gradient flow, we discretize the dynamics by a fully implicit…
We show that by Miura-type transformation the Itoh-Narita-Bogoyavlenskii lattice, for any $n\geq 1$, is related to some differential-difference (modified) equation. We present corresponding integrable hierarchies in its explicit form. We…
A mimetic spectral element discretization, utilizing a novel Galerkin projection Hodge star operator, of the macroscopic Maxwell equations in Hamiltonian form is presented. The idea of splitting purely topological and metric dependent…