Related papers: B\"acklund transformations for nonlinear evolution…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
We present a geometric construction of Backlund transformations and discretizations for a large class of algebraic completely integrable systems. To be more precise, we construct families of Backlund transformations, which are naturally…
The present paper is devoted to the numerical approximation of an abstract stochastic nonlinear evolution equation in a separable Hilbert space {$\mathrm{H}$}. Examples of equations which fall into our framework include the GOY and Sabra…
We consider the algebraic setting of classical defects in discrete and continuous integrable theories. We derive the "equations of motion" on the defect point via the space-like and time-like description. We then exploit the structural…
We present an analytical solution for triad nonlinear evolution equations with modified Schr\"odinger terms. An example for application in compressible water waves is presented.
Chapter 4 of my book [1] is dedicated to Lie-B\"acklund group analysis of various types of differential equations. The Russian edition of this book had an Addendum (pages 262-266) containing a summary of new results (obtained by the end of…
All non-equivalent integrable evolution equations of third order of the form $u_t=D_x\frac{\delta H}{\delta u}$ are found.
In this paper we investigate fractional differential equations with Hilfer fractional derivative of order $1<\gamma<2$ and type $\delta \in [0,1]$ in a Banach space. We introduce a family of general fractional cosine operator functions of…
We study the large-time behaviour of the solutions $u$ of the evolution equation involving nonlinear diffusion and gradient absorption $\partial_t u - \Delta_p u + |\nabla u|^q=0$. We consider the problem posed for $x\in {\mathbb R}^N $ and…
In this work, an $r$-linearly converging adaptive solver is constructed for parabolic evolution equations in a simultaneous space-time variational formulation. Exploiting the product structure of the space-time cylinder, the family of trial…
Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…
Considering the space-time adaptive method for parabolic evolution equations introduced in [arXiv:2101.03956 [math.NA]], this work discusses an implementation of the method in which every step is of linear complexity. Exploiting the product…
The B\"acklund transformations and the superposition formulas for two sub--equations of the general elliptic equation are constructed from the Riccati equation by using an indirect mapping method.The thirty-six previously known solutions of…
A hodograph transformation for a wide family of multidimensional nonlinear partial differential equations is presented. It is used to derive solutions of the heavenly equation (dispersionless Toda equation) as well as a family of explicit…
We present an existence theory for martingale and strong solutions to doubly nonlinear evolution equations in a separable Hilbert space in the form $$d(Au) + Bu\,dt \ni F(u)\,dt + G(u)\,dW$$ where both $A$ and $B$ are maximal monotone…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
We discuss transformations generated by dynamical quantum systems which are bi-unitary, i.e. unitary with respect to a pair of Hermitian structures on an infinite-dimensional complex Hilbert space. We introduce the notion of Hermitian…
Large time behavior of solutions to abstract differential equations is studied. The corresponding evolution problem is: $$\dot{u}=A(t)u+F(t,u)+b(t), \quad t\ge 0; \quad u(0)=u_0. \qquad (*)$$ Here $\dot{u}:=\frac {du}{dt}$, $u=u(t)\in H$,…
B\"acklund transformation for the Bullough-Dodd-Jiber-Shabat equation $u_{xx}-u_{tt}=e^u-e^{-2u}$ is found. The construction of integrable boundary condition for this equation together with the algebro-geometric solutions satisfying it are…
A discrete nonlinear system is analysed in case of open chain boundary conditions at the ends. It is shown that the integrability of the system remains intact, by obtaining a modified set of Lax equations which automatically take care of…