Related papers: Solving large classes of nonlinear systems of PDEs
We represent an algorithm allowing one to construct new classes of partially integrable multidimensional nonlinear partial differential equations (PDEs) starting with the special type of solutions to the (1+1)-dimensional hierarchy of…
In this paper we construct high order numerical methods for solving third and fourth orders nonlinear functional differential equations (FDE). They are based on the discretization of iterative methods on continuous level with the use of the…
In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based…
Nonlinear Sobolev-Burgers PDEs are considered. Their solutions are investigated. A technique of noncommutative line integration is utilized for their description. A new method of PDEs solution with the help of Cayley-Dickson algebras is…
We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…
In this paper we consider a class of fourth order nonlinear integro-differential equations with Navier boundary conditions. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…
We prove the existence of time-periodic, small amplitude solutions of autonomous quasilinear or fully nonlinear completely resonant pseudo-PDEs of Benjamin-Ono type in Sobolev class. The result holds for frequencies in a Cantor set that has…
Using the principle of structural analogy of solutions, approaches have been developed for constructing exact solutions of complex nonlinear PDEs, including PDEs with delay, based on the use of special solutions to auxiliary simpler related…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…
We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
Nonlinear control-affine systems described by ordinary differential equations with bounded measurable input functions are considered. The solvability of general boundary value problems for these systems is formulated in the sense of…
The aim of this paper is to set up appropriate uniform convergence spaces in which to reformulate and enrich the Order Completion Method for nonlinear PDEs. In this regard, we consider an appropriate space ML(X) of normal lower…
By means of classical fixed point index, we prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for systems of Hammerstein integral equations where the nonlinearities are allowed to…
In this paper we present some open problems pertaining to the approximation theory involved in the solution of the important class of Nonlinear Partial Differential Equations (NPDEs) of integrable type. For this class of NPDEs, any Initial…
In this article, we prove an existence of solutions for a non-local boundary value problem with nonlinearity in a nonlocal condition. Our method is based upon the Mawhin's coincidence theory.
Recent advances in nonlinear dynamical systems theory provide a new insight into numerical properties of discrete algorithms developed to solve nonlinear initial value problems. Basic features like accuracy and stability are well pointed…
The paper describes a number of simple but quite effective methods for constructing exact solutions of PDEs, that involve a relatively small amount of intermediate calculations. The methods employ two main ideas: (i) simple exact solutions…
In this paper, we report about recent findings in the numerical solution of Hamiltonian Partial Differential Equations (PDEs), by using energy-conserving line integral methods in the Hamiltonian Boundary Value Methods (HBVMs) class. In…