相关论文: Path Integral Solution of Linear Second Order Part…

Point-to-point reflection holding for harmonic functions subject to the Dirichlet or Neumann conditions on an analytic curve in the plane almost always fails for solutions to more general elliptic equations. We develop a non-local,…

The aim of this paper is to find the numerical solutions of the second order linear and nonlinear differential equations with Dirichlet, Neumann and Robin boundary conditions. We use the Bernoulli polynomials as linear combination to the…

In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…

In this work there is established an optimal existence and regularity theory for second order linear parabolic differential equations on a large class of noncompact Riemannian manifolds. Then it is shown that it provides a general unifying…

We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…

In this paper we consider the overdetermined boundary problem for a general second order semilinear elliptic equation on bounded domains of $\mathbf{R}^n$, where one prescribes both the Dirichlet and Neumann data of the solution. We are…

Solutions of nonlinear multi-component Euler-Monge partial differential equations are constructed in n spatial dimensions by dimension-doubling, a method that completely linearizes the problem. Nonlocal structures are an essential feature…

In this paper the path integral technique is applied to the quantum motion on the Hermitian hyperbolic space HH(2). The Schr\"odinger equation on this space separates in 12 coordinate systems which are closely related to the coordinate…

Coupled second order nonlinear differential equations are of fundamental importance in dynamics. In this part of our study on the integrability and linearization of nonlinear ordinary differential equations we focus our attention on the…

We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…

In this paper we study the Neumann problem for a type of fully nonlinear second order elliptic partial differential equations on domains in $\mathbb{C}^{n}$ without any curvature assumptions on the domain.

We present a method of deriving linearizing transformations for a class of second order nonlinear ordinary differential equations. We construct a general form of a nonlinear ordinary differential equation that admits Bernoulli equation as…

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

A method of finding general solutions of second-order nonlinear ordinary differential equations by extending the Prelle-Singer (PS) method is briefly discussed. We explore integrating factors, integrals of motion and the general solution…

We derive a priori estimates for second order derivatives of solutions to a wide calss of fully nonlinear elliptic equations on Riemannian manifolds. The equations we consider naturally appear in geometric problems and other applications…

The algorithm for generation of exact solutions of the nonlinear equation in partial derivatives of a divergent type which is included in the formulation of magnetostatics, hydro-and aerodynamics, quantum mechanics (stationary Schr\"odinger…

The Dirichlet-to-Neumann map associated to an elliptic partial differential equation becomes multivalued when the underlying Dirichlet problem is not uniquely solvable. The main objective of this paper is to present a systematic study of…

We consider the inverse problem of determining a general semilinear term appearing in nonlinear parabolic equations. For this purpose, we derive a new criterion that allows to prove global recovery of some general class of semilinear terms…

We introduce a framework for solving a class of parabolic partial differential equations on triangle mesh surfaces, including the Hamilton-Jacobi equation and the Fokker-Planck equation. PDE in this class often have nonlinear or stiff terms…

We consider initial-boundary value problems for the derivative nonlinear Schr\"odinger (DNLS) equation on the half-line $x > 0$. In a previous work, we showed that the solution $q(x,t)$ can be expressed in terms of the solution of a…