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Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…

Machine Learning · Computer Science 2022-11-04 Tian Qin , Alex Beatson , Deniz Oktay , Nick McGreivy , Ryan P. Adams

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…

Mathematical Physics · Physics 2020-01-07 Andrei D. Polyanin

The authors give a detailed information about symmetry (Lie, non-Lie, conditional) of nonlinear PDEs for spinor, vector and scalar fields; using advanced methods of group-theoretical, symmetry analysis construct wide families of classical…

Mathematical Physics · Physics 2007-05-23 Wilhelm Fushchych , Renat Zhdanov

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…

Computational Finance · Quantitative Finance 2015-10-19 Andrey Itkin

In this paper, we establish the second order estimates of solutions to the first initial-boundary value problem for general Hessian type fully nonlinear parabolic equations on Riemannian manifolds. The techniques used in this article can…

Analysis of PDEs · Mathematics 2015-02-14 Heming Jiao

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

Analysis of PDEs · Mathematics 2015-05-30 A. S. Fokas , J. Lenells

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

We are concerned with hyperbolic systems of order-one linear PDEs originated on non-characteristic manifolds. We put forward a simple but effective method of transforming such initial conditions to standard initial conditions (i.e. when the…

Analysis of PDEs · Mathematics 2019-05-22 Alexei Rybkin

Evolution PDEs for dispersive waves are considered in both linear and nonlinear integrable cases, and initial-boundary value problems associated with them are formulated in spectral space. A method of solution is presented, which is based…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. Degasperis , S. V. Manakov , P. M. Santini

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

Probability · Mathematics 2007-07-19 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski

We present direct methods and symbolic software for the computation of conservation laws of nonlinear partial differential equations (PDEs) and differential-difference equations (DDEs).The methods are applied to nonlinear PDEs in (1+1)…

Exactly Solvable and Integrable Systems · Physics 2008-03-04 Willy Hereman , Paul J. Adams , Holly L. Eklund , Mark S. Hickman , Barend M. Herbst

We consider a general class of parametrized displacement boundary value problems in incompressible nonlinear elasticity. We prove the existence of an unbounded solution branch of classical injective solutions emanating from the unforced…

Analysis of PDEs · Mathematics 2018-12-26 Timothy J. Healey

Algorithms are presented for the tanh- and sech-methods, which lead to closed-form solutions of nonlinear ordinary and partial differential equations (ODEs and PDEs). New algorithms are given to find exact polynomial solutions of ODEs and…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 D. Baldwin , U. Goktas , W. Hereman , L. Hong , R. S. Martino , J. Miller

This paper establishes the existence of infinitely many solutions for nonlinear problems without any symmetry, achieving three major advances. First, in the setting of semilinear elliptic PDEs, we introduce a refined variational truncation…

Analysis of PDEs · Mathematics 2026-05-04 Anouar Bahrouni

Many physical systems are formulated on domains which are relatively large in some directions but relatively thin in other directions. We expect such systems to have emergent structures that vary slowly over the large dimensions. Common…

Dynamical Systems · Mathematics 2018-06-28 J. E. Bunder , A. J. Roberts

In this article we study a class of generalised linear systems of difference equations with given boundary conditions and assume that the boundary value problem is non-consistent, i.e. it has infinite many or no solutions. We take into…

Dynamical Systems · Mathematics 2016-10-27 Nicholas Apostolopoulos , Fernando Ortega , Grigoris Kalogeropoulos

Providing fast and accurate solutions to partial differential equations is a problem of continuous interest to the fields of applied mathematics and physics. With the recent advances in machine learning, the adoption learning techniques in…

Computational Physics · Physics 2019-04-16 S. Mohammad H. Hashemi , Demetri Psaltis

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

We present a rigorous convergence analysis for cylindrical approximations of nonlinear functionals, functional derivatives, and functional differential equations (FDEs). The purpose of this analysis is twofold: first, we prove that…

Numerical Analysis · Mathematics 2021-03-17 Daniele Venturi , Alec Dektor