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A new numerical method for solving a scalar ordinary differential equation with a given initial condition is introduced. The method is using a numerical integration procedure for an equivalent integral equation and is called in this paper…

Numerical Analysis · Mathematics 2011-09-06 Alexander Lozovskiy

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

This study introduces the reader to the theory of approximating the solution(s) of a non-linear, second order, ordinary differential equation (ODE) with piecewise polynomial functions by using the collocation method. It then focuses on the…

Numerical Analysis · Mathematics 2018-05-09 J Hamish M Darbyshire

This article is the third in a series the aim of which is to use Lie group theory to obtain exact analytic solutions of Delay Ordinary Differential Systems (DODSs). Such a system consists of two equations involving one independent variable…

Classical Analysis and ODEs · Mathematics 2020-07-09 Vladimir A. Dorodnitsyn , Roman Kozlov , Sergey V. Meleshko , Pavel Winternitz

We apply general difference calculus in order to obtain solutions to the functional equations of the second order. We show that factorization method can be successfully applied to the functional case. This method is equivariant under the…

Mathematical Physics · Physics 2010-09-01 Tomasz Golinski , Anatol Odzijewicz

We tersely review a recently introduced technique to identify systems of two nonlinearly-coupled Ordinary Di{\S}erential Equations (ODEs) solvable by algebraic operations; and we report some specifc examples of this kind, namely systems of…

Mathematical Physics · Physics 2020-01-08 Francesco Calogero , Farrin Payandeh

The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout

An alternative proof of Lie's approach for linearization of scalar second order ODEs is derived using the relationship between $\lambda$-symmetries and first integrals. This relation further leads to a new $\lambda$-symmetry linearization…

Classical Analysis and ODEs · Mathematics 2015-04-03 Ahmad Y. Al-Dweik , M. T. Mustafa , Raed A. Mara'beh , F. M. Mahomed

This work provides a detailed study of Meixner-Pollaczek polynomials and employs the central difference operator to study the Sturm-Liouville problem. It presents two linearly independent solutions to the recursion relation, along with the…

Classical Analysis and ODEs · Mathematics 2025-07-21 Mourad E. H. Ismail , Nasser Saad

We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined by sum-of-squares (SOS) convex polynomials. These problems…

Optimization and Control · Mathematics 2026-02-17 Neil D. Dizon , Bethany I. Caldwell , Vaithilingam Jeyakumar , Guoyin Li

We present two algorithms for computing what we call the absolute factorization of a difference operator. We also give an algorithm to solve third order difference equations in terms of second order equations, together with applications to…

Commutative Algebra · Mathematics 2024-06-12 Heba Bou KaedBey , Mark van Hoeij , Man Cheung Tsui

In this paper, we propose a second-order dynamical system with a smoothing effect for solving paramonotone variational inequalities. Under standard assumptions, we prove that the trajectories of this dynamical system converges to a solution…

Optimization and Control · Mathematics 2024-11-25 Pham Viet Hai , Trinh Ngoc Hai

New families of fourth-order composition methods for the numerical integration of initial value problems defined by ordinary differential equations are proposed. They are designed when the problem can be separated into three parts in such a…

Numerical Analysis · Mathematics 2020-06-12 Fernando Casas , Alejandro Escorihuela-Tomàs

The article presents a matrix differential operator and a pseudoinverse matrix differential operator for finding a particular solution to nonhomogeneous linear ordinary differential equations (ODE) with constant coefficients with special…

General Mathematics · Mathematics 2021-01-07 Jozef Fecenko

This paper is concerned with singular matrix difference equations of mixed order. The existence and uniqueness of initial value problems for these equations are derived, and then the classification of them is obtained with a similar…

Spectral Theory · Mathematics 2024-11-20 Li Zhu , Huaqing Sun , Bing Xie

The aim of the work is to construct new polynomial systems, which are solutions to certain functional equations which generalize the second-order differential equations satisfied by the so called classical orthogonal polynomial families of…

Classical Analysis and ODEs · Mathematics 2023-07-31 Edmundo J. Huertas , Alberto Lastra , Víctor Soto-Larrosa

We introduce a numerical method, based on finite elements and lattice gauge theory, to compute approximate solutions to Schr\"odinger and Pauli equations. The crucial geometric property of the method is discrete gauge invariance. The main…

Numerical Analysis · Mathematics 2015-06-01 Snorre Harald Christiansen , Tore Gunnar Halvorsen

We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…

Numerical Analysis · Mathematics 2025-11-05 Benjamin Kwanen Tapley

We exhibit an alternative method for solving inhomogeneous second--order linear ordinary dynamic equations on time scales, based on reduction of order rather than variation of parameters. Our form extends recent (and long-standing) analysis…

Classical Analysis and ODEs · Mathematics 2010-01-21 Douglas R. Anderson , Christopher C. Tisdell

We obtain a class of exact solutions of a Bessel-type differential equation, which is a six-parameter linear ordinary differential equation of the second order with irregular (essential) singularity at the origin. The solutions are obtained…

Classical Analysis and ODEs · Mathematics 2021-06-23 A. D. Alhaidari , H. Bahlouli