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The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for…

Numerical Analysis · Computer Science 2017-05-22 Petr N. Vabishchevich

We construct a finite element like scheme for fully non-linear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in…

Numerical Analysis · Mathematics 2008-05-22 Fabio Camilli , Espen R. Jakobsen

A direct approach to exact solutions of nonlinear partial differential equations is proposed, by using rational function transformations. The new method provides a more systematical and convenient handling of the solution process of…

Exactly Solvable and Integrable Systems · Physics 2015-05-13 Wen-Xiu Ma , Jyh-Hao Lee

Finite difference method was extended to unstructured meshes to solve Euler equations. The spatial discretization is made of two steps. First, numerical fluxes are computed at the middle point of each edge with high order accuracy. In this…

Computational Physics · Physics 2021-02-26 Meiyuan Zhen , Kun Qu , Jinsheng Cai

An ordinary differential equation is said to have a superposition formula if its general solution can be expressed as a function of a finite number of particular solution. Nonlinear ODE's with superposition formulas include matrix Riccati…

Mathematical Physics · Physics 2007-05-23 Alexei V. Penskoi , Pavel Winternitz

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

Numerical Analysis · Mathematics 2017-12-12 Fabio Botelho

A meromorphic solution of a complex linear differential equation (with meromorphic coefficients) for which the value zero is the only possible finite deficient/deviated value is called a standard solution. Conditions for the existence and…

Complex Variables · Mathematics 2023-11-10 Janne Heittokangas , Samu Pulkkinen , Hui Yu , Amine Zemirni

The bright soliton solutions and singular solutions are constructed for space-time fractional EW and modified EW equations. Both equations are reduced to ordinary differential equations by the use of fractional complex transform and…

Exactly Solvable and Integrable Systems · Physics 2017-02-01 Alper Korkmaz

This is a survey of results on definability and undefinability in models of arithmetic. The goal is to present a stark difference between undefinability results in the standard model and much stronger versions about expansions of…

Logic · Mathematics 2023-04-17 Roman Kossak

The method of constructing approximate solutions of the first boundary value problem for linear differential equations based on incomplete (even and odd) trigonometric splines is considered. The theoretical positions are illustrated by…

Numerical Analysis · Mathematics 2024-11-21 Volodymyr Denysiuk , Ludmila Rybachuk

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

A complete group classification of a class of variable coefficient (1+1)-dimensional telegraph equations $f(x)u_{tt}=(H(u)u_x)_x+K(u)u_x$, is given, by using a compatibility method and additional equivalence transformations. A number of new…

Mathematical Physics · Physics 2009-11-13 Ding-jiang Huang , Nataliya M. Ivanova

A general method for solving linear differential equations of arbitrary order, is used to arrive at new representations for the solutions of the known differential equations, both without and with a source term. A new quasi-solvable…

Mathematical Physics · Physics 2008-04-24 N. Gurappa , Pankaj K. Jha , Prasanta K. Panigrahi

Using exhaustion method and finite differences a new method to solve system of partial differential equations and is presented. This method allows design algorithm to solve linear and nonlinear systems in irregular domains. Applying this…

Numerical Analysis · Mathematics 2025-04-10 Miriam Sosa-Díaz , Faustino Sanchez-Garduno

In solving diffusion problems, it is common to consider the finite difference equation to be an approximation to the differential equation. Nevertheless, history shows that the finite difference equation is primitive and that the…

History and Overview · Mathematics 2010-02-09 T. N. Narasimhan

In this paper, we consider a class of fully nonlinear equations on closed smooth Riemannian manifolds, which can be viewed as an extension of $\sigma_k$ Yamabe equation. Moreover, we prove local gradient and second derivative estimates for…

Differential Geometry · Mathematics 2019-10-08 Li Chen , Xi Guo , Yan He

A class of two-dimensional systems of second-order ordinary differential equations is identified in which a system requires fewer Lie point symmetries than required to solve it. The procedure distinguishes among those which are…

Classical Analysis and ODEs · Mathematics 2014-11-07 Sajid Ali , Asghar Qadir , Muhammad Safdar

We propose a new numerical approach to compute nonclassical solutions to hyperbolic conservation laws. The class of finite difference schemes presented here is fully conservative and keep nonclassical shock waves as sharp interfaces,…

Numerical Analysis · Mathematics 2021-10-01 Benjamin Boutin , Christophe Chalons , Frederic Lagoutiere , Philippe G. LeFloch

You can invent striking and challenging problems with unique solution by building some symmetry into functional equations. Some are suitable for high school; others could generate college-level projects involving computer algebra. The…

Group Theory · Mathematics 2025-04-24 Anthony G. O'Farrell

An algorithmic method to exploit a general class of infinitesimal symmetries for reducing stochastic differential equations is presented and a natural definition of reconstruction, inspired by the classical reconstruction by quadratures, is…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini