English
Related papers

Related papers: Integration of nonlinear Partial Differential Equa…

200 papers

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

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

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

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

Numerical Analysis · Mathematics 2017-12-27 Iqra Javed , Ashfaq Ahmad , Muzammil Hussain , S. Iqbal

In this paper we construct nonlinear partial differential equations in more than 3 independent variables, possessing a manifold of analytic solutions with high, but not full, dimensionality. For this reason we call them ``partially…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 A. I. Zenchuk , P. M. Santini

In this paper, we show how solutions to explicit algebraic systems lead to solutions to infinite families of modular differential equations.

Number Theory · Mathematics 2023-02-28 Hicham Saber , Abdellah Sebbar

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

We investigate which polynomials can possibly occur as factors in the denominators of rational solutions of a given partial linear difference equation (PLDE). Two kinds of polynomials are to be distinguished, we call them /periodic/ and…

Symbolic Computation · Computer Science 2010-05-05 Manuel Kauers , Carsten Schneider

In present paper we propose seemingly new method for finding solutions of some types of nonlinear PDEs in closed form. The method is based on decomposition of nonlinear operators on sequence of operators of lower orders. It is shown that…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov

Differential-elimination algorithms apply a finite number of differentiations and eliminations to systems of partial differential equations. For systems that are polynomially nonlinear with rational number coefficients, they guarantee the…

Symbolic Computation · Computer Science 2024-10-17 Siyuan Deng , Michelle Hatzel , Gregory Reid , Wenqiang Yang , Wenyuan Wu

Partial differential equations (PDEs) are at the heart of many mathematical and scientific advances. While great progress has been made on the theory of PDEs of standard types during the last eight decades, the analysis of nonlinear PDEs of…

Analysis of PDEs · Mathematics 2022-08-16 Gui-Qiang G. Chen

Integration of nonlinear partial differential equations with the help of the non-commutative integration over octonions is studied. An apparatus permitting to take into account symmetry properties of PDOs is developed. For this purpose…

Analysis of PDEs · Mathematics 2018-12-18 Emmanuel Frenod , Sergey Victor Ludkowski

We consider a linear algebra approach to establishing a discrete comparison principle for a nonmonotone class of quasilinear elliptic partial differential equations. In the absence of a lower order term, we require local conditions on the…

Numerical Analysis · Mathematics 2018-03-19 Sara Pollock , Yunrong Zhu

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…

Classical Analysis and ODEs · Mathematics 2025-03-05 Manuel Gadella , Luis P. Lara

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial…

Numerical Analysis · Mathematics 2016-04-06 Winfried Auzinger , Harald Hofstätter , David Ketcheson , Othmar Koch

A formalism of arithmetic partial differential equations (PDEs) is being developed in which one considers several arithmetic differentiations at one fixed prime. In this theory solutions can be defined in algebraically closed p-adic fields.…

Number Theory · Mathematics 2021-04-01 Alexandru Buium , Lance Edward Miller

We represent a version of multidimensional quasilinear partial differential equation (PDE) together with large manifold of particular solutions given in an integral form. The dimensionality of constructed PDE can be arbitrary. We call it…

Exactly Solvable and Integrable Systems · Physics 2015-06-18 A. I. Zenchuk

Using the rudiments of pde jets theory in a nonstandard setting, we first deepen and extend previous nonstandard existence results for generalized solutions of linear differential equations and second extend the previous results for linear…

Analysis of PDEs · Mathematics 2012-05-03 Tom McGaffey

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky