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