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Finite differences have been widely used in mathematical theory as well as in scientific and engineering computations. These concepts are constantly mentioned in calculus. Most frequently-used difference formulas provide excellent…

Numerical Analysis · Mathematics 2010-06-09 Brian Jain , Andrew D. Sheng

Ordinary differential equations of the second order with one constant delay are considered in this paper. An analytical representation of the solution is obtained using the method of steps.

Dynamical Systems · Mathematics 2014-04-29 Oleksandra Kukharenko

Nonlinear second-order ordinary differential equations are common in various fields of science, such as physics, mechanics and biology. Here we provide a new family of integrable second-order ordinary differential equations by considering…

Exactly Solvable and Integrable Systems · Physics 2020-10-28 Dmitry Sinelshchikov

We prove the existence of solutions for some integro-differential systems containing equations with and without the drift terms in the H^2 spaces by virtue of the fixed point technique when the elliptic equations contain second order…

Analysis of PDEs · Mathematics 2024-01-24 Messoud Efendiev , Vitali Vougalter

In this work, we investigate some connections between exact differential equations and harmonic functions and in particular, we obtain necessary and sufficient conditions for which exact equations admit harmonic solutions. As an…

Classical Analysis and ODEs · Mathematics 2018-04-03 Azubuike C. Henry , Dagiloke O. Joseph

A class of first order linear impulsive differential equation with continuous and piecewise constant arguments is studied. Sufficient conditions for the oscillation of the solutions are obtained.

Classical Analysis and ODEs · Mathematics 2016-03-04 Fatma Karakoc

The exact solution of the asymmetric exclusion problem and several of its generalizations is obtained by a matrix product {\it ansatz}. Due to the similarity of the master equation and the Schr\"odinger equation at imaginary times the…

Statistical Mechanics · Physics 2015-06-25 Francisco C Alcaraz , M J Lazo

We consider overdetermined systems of difference equations for a single function $u$ which are consistent, and propose a general framework for their analysis. The integrability of such systems is defined as the existence of higher order…

Exactly Solvable and Integrable Systems · Physics 2020-01-08 Pavlos Xenitidis

A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established…

Exactly Solvable and Integrable Systems · Physics 2013-11-08 V. Dorodnitsyn , E. Kaptsov , R. Kozlov , P. Winternitz

There is a deformation of the ordinary differential calculus which leads from the continuum to a lattice (and induces a corresponding deformation of physical theories). We recall some of its features and relate it to a general framework of…

High Energy Physics - Theory · Physics 2007-05-23 A. Dimakis , F. M"uller-Hoissen

A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…

Numerical Analysis · Mathematics 2015-03-17 Per-Gunnar Martinsson

Some particular examples of classical and quantum systems on the lattice are solved with the help of orthogonal polynomials and its connection to continuous models are explored.

Mathematical Physics · Physics 2007-05-23 M. Lorente

We show on the example of the discrete heat equation that for any given discrete derivative we can construct a nontrivial Leibniz rule suitable to find the symmetries of discrete equations. In this way we obtain a symmetry Lie algebra,…

Exactly Solvable and Integrable Systems · Physics 2009-10-31 D. Levi , J. Negro , M. A. del Olmo

We discuss umbral calculus as a method of systematically discretizing linear differential equations while preserving their point symmetries as well as generalized symmetries. The method is then applied to the Schr\"{o}dinger equation in…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Decio Levi , Piergiulio Tempesta , Pavel Winternitz

We apply topological methods to obtain global continuation results for harmonic solutions of some periodically perturbed ordinary differential equations on a $k$-dimensional differentiable manifold $M \subseteq \mathbb{R}^m$. We assume that…

Classical Analysis and ODEs · Mathematics 2012-04-02 Alessandro Calamai , Marco Spadini

This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…

Computational Finance · Quantitative Finance 2012-05-08 K. J. in 't Hout , K. Volders

A discretized massless wave equation in two dimensions, on an appropriately chosen square lattice, exactly reproduces the solutions of the corresponding continuous equations. We show that the reason for this exact solution property is the…

High Energy Physics - Theory · Physics 2016-08-24 Serge Winitzki

A discretization of the peakons lattice is introduced, belonging to the same hierarchy as the continuous--time system. The construction examplifies the general scheme for integrable discretization of systems on Lie algebras with $r$--matrix…

solv-int · Physics 2009-10-28 Yuri B. Suris

This report addresses the boundary value problem for a second-order linear singularly perturbed FIDE. Traditional methods for solving these equations often face stability issues when dealing with small perturbation parameters. We propose an…

Numerical Analysis · Mathematics 2024-07-02 Mehebub Alam , Rajni Kant Pandey

We analyze the canonical treatment of classical constrained mechanical systems formulated with a discrete time. We prove that under very general conditions, it is possible to introduce nonsingular canonical transformations that preserve the…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Cayetano Di Bartolo , Rodolfo Gambini , Rafael Porto , Jorge Pullin
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