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We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted…

Exactly Solvable and Integrable Systems · Physics 2014-11-18 Miguel A. Rodriguez , Pavel Winternitz

We investigate the connection between the linear harmonic oscillator equation and some classes of second order nonlinear ordinary differential equations of Li\'enard and generalized Li\'enard type, which physically describe important…

Mathematical Physics · Physics 2016-05-26 Tiberiu Harko , Shi-Dong Liang

We discuss the exact discretization of the classical harmonic oscillator equation (including the inhomogeneous case and multidimensional generalizations) with a special stress on the energy integral. We present and suggest some numerical…

Mathematical Physics · Physics 2023-03-20 Jan L. Cieslinski

We present an algorithm for determining the Lie point symmetries of differential equations on fixed non transforming lattices, i.e. equations involving both continuous and discrete independent variables. The symmetries of a specific…

Mathematical Physics · Physics 2010-04-30 D. Levi , P. Winternitz , R. Yamilov

We establish unique continuation for various discrete nonlinear wave equations. For example, we show that if two solutions of the Toda lattice coincide for one lattice point in some arbitrarily small time interval, then they coincide…

Exactly Solvable and Integrable Systems · Physics 2012-04-03 Helge Krueger , Gerald Teschl

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

We discuss factorization of the hypergeometric-type difference equations on the uniform lattices and show how one can construct a dynamical algebra, which corresponds to each of these equations. Some examples are exhibited, in particular,…

Classical Analysis and ODEs · Mathematics 2010-03-26 R. Álvarez-Nodarse , N. M. Atakishiyev , R. S. Costas-Santos

Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with…

Probability · Mathematics 2016-10-12 Etienne Emmrich , David Šiška

We extend two of the methods previously introduced to find discrete symmetries of differential equations to the case of difference and differential-difference equations. As an example of the application of the methods, we construct the…

Mathematical Physics · Physics 2016-08-16 Decio Levi , Miguel A. Rodríguez

We consider scalar lattice differential equations posed on square lattices in two space dimensions. Under certain natural conditions we show that wave-like solutions exist when obstacles (characterized by "holes") are present in the…

Dynamical Systems · Mathematics 2013-10-21 A. Hoffman , H. J. Hupkes , E. Van Vleck

We show that for any uniformly elliptic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term one can find an approximating equation which has a unique continuous and having the second…

Analysis of PDEs · Mathematics 2012-04-03 N. V. Krylov

This paper extends the discriminant associated to second order linear constant coefficient differential equations to general second order linear differential equations. The main result of this paper is that the discriminant of a second…

Classical Analysis and ODEs · Mathematics 2016-11-15 Eric Kehoe

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

We consider differential-difference equations that determine the continuous symmetries of discrete equations on the triangular lattice. It is shown that a certain combination of continuous flows can be represented as a scalar evolution…

Exactly Solvable and Integrable Systems · Physics 2020-07-09 V. E. Adler

An ordinary differential equation is said to have a superposition formula if its general solution can be expressed as a function of a finite number of particular solution. Nonlinear ODE's with superposition formulas include matrix Riccati…

Mathematical Physics · Physics 2007-05-23 Alexei V. Penskoi , Pavel Winternitz

Matrix Riccati equations and other nonlinear ordinary differential equations with superposition formulas are, in the case of constant coefficients, shown to have the same exact solutions as their group theoretical discretizations. Explicit…

solv-int · Physics 2007-05-23 Alexander Turbiner , Pavel Winternitz

This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…

Numerical Analysis · Mathematics 2020-10-13 Stanly Steinberg

In the present paper, we consider a Cauchy problem for a linear second order in time abstract differential equation with pure delay. In the absence of delay, this problem, known as the harmonic oscillator, has a two-dimensional eigenspace…

Dynamical Systems · Mathematics 2014-12-08 Denys Khusainov , Michael Pokojovy , Elvin Azizbayov

We present an exposition of a method of discretizing ordinary differential equations while preserving their Lie point symmetries. This method is very general and can be applied to any ODE with a nontrivial symmetry group. The method is…

Mathematical Physics · Physics 2009-11-01 R. Rebelo , P. Winternitz

In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…

Numerical Analysis · Mathematics 2021-12-23 Fazel Hadadifard , Satbir Malhi , Zhengyi Xiao
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