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High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

We construct several new integrable systems corresponding to nonlocal versions of the Hirota equation, which is a particular example of higher order nonlinear Schr\"{o}dinger equations. The integrability of the new models is established by…

Exactly Solvable and Integrable Systems · Physics 2019-08-26 Julia Cen , Francisco Correa , Andreas Fring

Consider an irreducible bilinear form $f(x_1,x_2;y_1,y_2)$ with integer coefficients. We derive an upper bound for the number of integer points $(\mathbf{x},\mathbf{y})\in\mathbb{P}^1\times\mathbb{P}^1$ inside a box satisfying the equation…

Number Theory · Mathematics 2015-02-27 Thomas Reuss

Physically relevant soliton solutions of the resonant nonlinear Schrodinger (RNLS) equation with nontrivial boundary conditions, recently proposed for description of uniaxial waves in a cold collisionless plasma, are considered in the…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 Jyh-Hao Lee , Oktay K. Pashaev

We obtain a general concept of triplet of Hilbert spaces with closed (unbounded) embeddings instead of continuous (bounded) ones. The construction starts with a positive selfadjoint operator $H$, that is called the Hamiltonian of the…

Functional Analysis · Mathematics 2025-11-04 Petru Cojuhari , Aurelian Gheondea

Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…

Optimization and Control · Mathematics 2021-05-31 C. Cartis , N. I. M. Gould , Ph. L. Toint

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis

This paper investigates the stabilization of a coupled system comprising a parabolic PDE and an elliptic PDE with nonlinear terms. A rigorous backstepping design provides an explicit boundary control law and exponentially convergent…

Analysis of PDEs · Mathematics 2025-07-18 Kamal Fenza , Moussa Labbadi , Mohamed Ouzahra

We present a brief overview of integrability of nonlinear ordinary and partial differential equations with a focus on the Painleve property: an ODE of second order has the Painleve property if the only movable singularities connected to…

Exactly Solvable and Integrable Systems · Physics 2013-02-05 Zlatinka I. Dimitrova , Kaloyan N. Vitanov

This paper is concerned with the boundary integral equation method for solving the exterior Neumann boundary value problem of dynamic poroelasticity in two dimensions. The main contribution of this work consists of two aspescts: the…

Computational Physics · Physics 2020-08-18 Lu Zhang , Liwei Xu , Tao Yin

We develop the duality theory between ideals of multilinear operators and tensor norms that arises from the geometric approach of $\Sigma$-operators. To this end, we introduce and develop the notions of $\Sigma$-ideals of multilinear…

Functional Analysis · Mathematics 2018-12-04 Samuel García-Hernández

We define essential and strongly essential triangulations of 3-manifolds, and give four constructions using different tools (Heegaard splittings, hierarchies of Haken 3-manifolds, Epstein-Penner decompositions, and cut loci of Riemannian…

Geometric Topology · Mathematics 2015-04-30 Craig D. Hodgson , J. Hyam Rubinstein , Henry Segerman , Stephan Tillmann

Nonlinear PDE's having {\bf given} conditional symmetries are constructed. They are obtained starting from the invariants of the "conditional symmetry" generator and imposing the extra condition given by the characteristic of the symmetry.…

Mathematical Physics · Physics 2018-02-12 Decio Levi , Miguel Angel Rodriguez , Zora Thomova

In this work we propose and analyze a novel Hybrid High-Order discretization of a class of (linear and) nonlinear elasticity models in the small deformation regime which are of common use in solid mechanics. The proposed method is valid in…

Numerical Analysis · Mathematics 2017-07-10 Michele Botti , Daniele Di Pietro , Pierre Sochala

The standard generators of tridiagonal algebras, recently introduced by Terwilliger, are shown to generate a new (in)finite family of mutually commuting operators which extends the Dolan-Grady construction. The involution property relies on…

Mathematical Physics · Physics 2009-11-10 Pascal Baseilhac

We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…

Numerical Analysis · Mathematics 2016-10-26 Michael Neilan , Abner J. Salgado , Wujun Zhang

Bilinear systems of equations are defined, motivated and analyzed for solvability. Elementary structure is mentioned and it is shown that all solutions may be obtained as rank one completions of a linear matrix polynomial derived from…

Rings and Algebras · Mathematics 2013-03-21 Charles R. Johnson , Helena Šmigoc , Dian Yang

We established a new eighth-order iterative method, consisting of three steps, for solving nonlinear equations. Per iteration the method requires four evaluations (three function evaluations and one evaluation of the first derivative).…

Numerical Analysis · Mathematics 2013-04-18 J. P. Jaiswal , Neha Choubey

This paper completely solves the controllability problems of two-dimensional multi-input discrete-time bilinear systems with and without drift. Necessary and sufficient conditions for controllability, which cover the existing results, are…

Systems and Control · Computer Science 2014-01-23 Lin Tie

We obtain novel nonlinear Schr\"{o}dinger-Pauli equations through a formal non-relativistic limit of appropriately constructed nonlinear Dirac equations. This procedure automatically provides a physical regularisation of potential…

Quantum Physics · Physics 2010-03-30 Wei Khim Ng , Rajesh R. Parwani
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