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It is shown how to define difference equations on particular lattices $\{x_n\}$, $n\in\mathbb{Z}$, made of values of an elliptic function at a sequence of arguments in arithmetic progression (elliptic lattice). Solutions to special…

Classical Analysis and ODEs · Mathematics 2009-03-30 Alphonse P. Magnus

We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…

Probability · Mathematics 2016-09-09 Konstantinos Dareiotis , James-Michael Leahy

We apply an extension of a new method of group classification to a family of nonlinear wave equations labelled by two arbitrary functions, each depending on its own argument. The results obtained confirm the efficiency of the proposed…

Analysis of PDEs · Mathematics 2022-12-27 J. C. Ndogmo

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

Classical Analysis and ODEs · Mathematics 2008-11-22 Anatoly N. Kochubei

Multi-level numerical methods that obtain the exact solution of a linear system are presented. The methods are devised by combining ideas from the full multi-grid algorithm and perfect reconstruction filters. The problem is stated as…

Numerical Analysis · Mathematics 2015-05-14 Pablo Navarrete Michelini

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

On the base of Lie algebraic and differential geometry methods, a wide class of multidimensional nonlinear integrable systems is obtained, and the integration scheme for such equations is proposed.

High Energy Physics - Theory · Physics 2008-02-03 A. V. Razumov , M. V. Saveliev

Our goal is to find closed form analytic expressions for the solitary waves of nonlinear nonintegrable partial differential equations. The suitable methods, which can only be nonperturbative, are classified in two classes. In the first…

Pattern Formation and Solitons · Physics 2014-06-26 Robert Conte , Micheline Musette

A method, recently advanced as the conformable Euler method, a general method for the finite difference discretization of fractional initial value problems for fractions in (0, 1], is shown to be valid only for the integer derivative. The…

General Mathematics · Mathematics 2021-09-24 D. P. Clemence-Mkhope

A unified approach to derive optimal finite differences is presented which combines three critical elements for numerical performance especially for multi-scale physical problems, namely, order of accuracy, spectral resolution and…

Computational Physics · Physics 2019-10-23 Komal Kumari , Raktim Bhattacharya , Diego A. Donzis

We address the problem of classification of integrable differential-difference equations in 2+1 dimensions with one/two discrete variables. Our approach is based on the method of hydrodynamic reductions and its generalisation to dispersive…

Exactly Solvable and Integrable Systems · Physics 2015-06-15 E. V. Ferapontov , V. S. Novikov , I. Roustemoglou

Symmetries for wave equation with additional conditions are found. Some conditions yield infinite-dimensional symmetry algebra for the nonlinear equation. Ansatzes and solutions corresponding to the new symmetries were constructed.

Mathematical Physics · Physics 2009-10-14 Irina Yehorchenko , Alla Vorobyova

We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

Machine Learning · Computer Science 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi

We propose an algorithm to calculate the exact solution for utility optimization problems on finite state spaces under a class of non-differentiable preferences. We prove that optimal strategies must lie on a discrete grid in the plane, and…

Pricing of Securities · Quantitative Finance 2018-10-01 Marcellino Gaudenzi , Michel Vellekoop

The invariant subspace method is refined to present more unity and more diversity of exact solutions to evolution equations. The key idea is to take subspaces of solutions to linear ordinary differential equations as invariant subspaces…

Exactly Solvable and Integrable Systems · Physics 2015-06-04 Wen-Xiu Ma

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

Numerical Analysis · Mathematics 2025-06-10 Roy Y. He , Hao Liu , Wenjing Liao , Sung Ha Kang

Explicit solutions of differential equations of complex fractional orders with respect to functions and with continuous variable coefficients are established. The representations of solutions are given in terms of some convergent infinite…

Classical Analysis and ODEs · Mathematics 2021-03-15 Joel E. Restrepo , Michael Ruzhansky , Durvudkhan Suragan

We present a family of integral equation-based solvers for the linear or semilinear heat equation in complicated moving (or stationary) geometries. This approach has significant advantages over more standard finite element or finite…

Numerical Analysis · Mathematics 2022-12-06 Jun Wang , Leslie Greengard , Shidong Jiang , Shravan Veerapaneni

Recently, it has been great interest in the development of methods for solving nonlinear differential equations directly. Here, it is shown an algorithm based on Pad\'e approximants for solving nonlinear partial differential equations…

Mathematical Physics · Physics 2015-01-28 Danilo V. Ruy

We apply the theory of infinitesimal transformations for the study of a family of 1+1 fifth-order partial differential equations which have been proposed before for the description of multiple kink solutions. In this analysis we perform a…

Exactly Solvable and Integrable Systems · Physics 2021-05-17 Andronikos Paliathanasis