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In this paper we are concerned with one-dimensional backward stochastic differential equations (BSDE in short) of the following type: \[Y_t=\xi -\int_{t\wedge \tau}^{\tau}Y_r|Y_r|^q dr-\int_{t\wedge \tau}^{\tau}Z_r dB_r,\qquad t\geq 0,\]…

Probability · Mathematics 2009-09-29 A. Popier

We deal with a weakly coupled system of ODEs of the type $$ x_j'' + n_j^2 \,x_j + h_j(x_1,\ldots,x_d) = p_j(t), \qquad j=1,\ldots,d, $$ with $h_j$ locally Lipschitz continuous and bounded, $p_j$ continuous and $2\pi$-periodic, $n_j \in…

Classical Analysis and ODEs · Mathematics 2020-08-31 Alberto Boscaggin , Walter Dambrosio , Duccio Papini

A discrete nonlinear system is analysed in case of open chain boundary conditions at the ends. It is shown that the integrability of the system remains intact, by obtaining a modified set of Lax equations which automatically take care of…

Mathematical Physics · Physics 2007-05-23 A. Ghose Choudhury , A. Roy Chowdhury

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

Probability · Mathematics 2026-02-16 Lukas Anzeletti , Oleg Butkovsky , Máté Gerencsér , Alexander Shaposhnikov

Systems of discrete equations on a quadrilateral graph related to the series $D^{(2)}_N$ of the affine Lie algebras are studied. The systems are derived from the Hirota-Miwa equation by imposing boundary conditions compatible with the…

Exactly Solvable and Integrable Systems · Physics 2019-06-17 Ismagil Habibullin , Aigul Khakimova

The purpose of this paper is to study the existence and uniqueness of solutions to a Stochastic Differential Equation (SDE) coming from the eigenvalues of Wishart processes. The coordinates are non-negative, evolve as Cox-Ingersoll-Ross…

Probability · Mathematics 2020-03-20 Benjamin Jourdain , Ezéchiel Kahn

We solve the discrete Hirota equations (Kirillov-Reshetikhin Q-systems) for $A_r$, and their analogue for $D_r$, for the cases where the second variable ranges over either a finite set or over all integers. Until now only special solutions…

High Energy Physics - Theory · Physics 2011-03-28 Werner Nahm , Sinéad Keegan

Systems with a first integral (i.e., constant of motion) or a Lyapunov function can be written as ``linear-gradient systems'' $\dot x= L(x)\nabla V(x)$ for an appropriate matrix function $L$, with a generalization to several integrals or…

Mathematical Physics · Physics 2009-10-31 Robert I McLachlan , GRW Quispel , Nicolas Robidoux

We consider the stochastic 2-dimensional Cahn-Hilliard equation which is driven by the derivative in space of a space-time white noise. We use two different approaches to study this equation. First we prove that there exists a unique…

Probability · Mathematics 2020-05-08 Michael Rockner , Huanyu Yang , Rongchan Zhu

Based on a Riemann theta function and Hirota's bilinear form, a lucid and straightforward way is presented to explicitly construct double periodic wave solutions for both nonlinear differential and difference equations. Once such a equation…

Exactly Solvable and Integrable Systems · Physics 2010-01-14 Engui Fan , Kwok Wing Chow

In a previous work[1] exact stable oblique soliton solutions were revealed in two dimensional nonlinear Schroedinger flow. In this work we show that single soliton solution can be expressed within the Hirota bilinear formalism. An attempt…

Pattern Formation and Solitons · Physics 2012-07-03 E. G. Khamis , A. Gammal

The main result of this paper is the discretization of Hamiltonian systems of the form $\ddot x = -K \nabla W(x)$, where $K$ is a constant symmetric matrix and $W\colon\mathbb{R}^n\to \mathbb{R}$ is a polynomial of degree $d\le 4$ in any…

Dynamical Systems · Mathematics 2023-07-14 Robert I McLachlan , David I McLaren , G R W Quispel

In Part I [arXiv:0902.4873 [nlin.SI]] soliton solutions to the ABS list of multi-dimensionally consistent difference equations (except Q4) were derived using connection between the Q3 equation and the NQC equations, and then by reductions.…

Exactly Solvable and Integrable Systems · Physics 2011-05-27 Jarmo Hietarinta , Da-jun Zhang

The finite-genus solutions for the Hirota's bilinear difference equation are constructed using the Fay's identities for the theta-functions of compact Riemann surfaces.

Exactly Solvable and Integrable Systems · Physics 2007-05-23 V. E. Vekslerchik

Direct and inverse problems for the Hirota difference equation are considered. Jost solutions and scattering data are introduced and their properties are presented. Darboux transformation in a special case is shown to give evolution with…

Exactly Solvable and Integrable Systems · Physics 2015-06-22 Andrei Pogrebkov

A Bargmann symmetry constraint is proposed for the Lax pairs and the adjoint Lax pairs of the Dirac systems. It is shown that the spatial part of the nonlinearized Lax pairs and adjoint Lax pairs is a finite dimensional Liouville integrable…

solv-int · Physics 2008-02-03 Wen-Xiu Ma

We prove that for every discrete-time linear switching system in two complex variables and with finitely many switching states, either the system is Lyapunov stable or there exists a trajectory which escapes to infinity with at least linear…

Optimization and Control · Mathematics 2023-01-18 Ian D. Morris

The discrete non-commutative Darboux system of equations with self-consistent sources is constructed, utilizing both the vectorial fundamental (binary Darboux) transformation and the method of additional independent variables. Then the…

Exactly Solvable and Integrable Systems · Physics 2021-02-09 Adam Doliwa , Runliang Lin , Zhe Wang

Discrete and q-difference deformations of the structure constants for a class of associative noncommutative algebras are studied. It is shown that these deformations are governed by a central system of discrete or q-difference equations…

Exactly Solvable and Integrable Systems · Physics 2008-09-24 B. G. Konopelchenko

The Painleve expansion for the second Painleve equation (PII) and fourth Painleve equation (PIV) have two branches. The singular manifold method therefore requires two singular manifolds. The double singular manifold method is used to…

solv-int · Physics 2007-05-23 P. G. Estevez , P. A. Clarkson
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