Nonautonomous first integrals and general solutions of the KdV‐Burgers and mKdV‐Burgers equations with the source

The method for constructing first integrals and general solutions of nonlinear ordinary differential equations is presented. The method is based on index accounting of the Fuchs indices, which appeared during the Painlevé test of a nonlinear differential equation. The Fuchs indices indicate us the leading members of the first integrals for the origin differential equation. Taking into account the values of the Fuchs indices, we can construct the auxiliary equation, which allows to look for the first integrals of nonlinear differential equations. The method is used to obtain the first integrals and general solutions of the KdV‐Burgers and the mKdV‐Burgers equations with a source. The nonautonomous first integrals in the polynomials form are found. The general solutions of these nonlinear differential equations under at some additional conditions on the parameters of differential equations are also obtained. Illustrations of some solutions of the KdV‐Burgers and the mKdV‐Burgers are given.     

Exact solutions of nonlinear time fractional partial differential equations by sub‐equation method

In this article, the sub‐equation method is presented for finding the exact solutions of a nonlinear fractional partial differential equations. For this, the fractional complex transformation method has been used to convert fractional‐order partial differential equation to ordinary differential equation. The fractional derivatives are described in Jumarie's the modified Riemann–Liouville sense. We apply to this method for the nonlinear time fractional differential equations. With the aid of symbolic computation, a variety of exact solutions for them are obtained. Copyright © 2014 John Wiley & Sons, Ltd.     

A Note on Some Sub-Equation Methods and New Types of Exact Travelling Wave Solutions for Two Nonlinear Partial Differential Equations

Sub-equation methods are used for constructing exact travelling wave solutions of nonlinear partial differential equations. The key idea of these methods is to take full advantage of all kinds of special solutions of sub-equation, which is usually a nonlinear ordinary differential equation. We present a function transformation which not only gives us a clear relation among these sub-equation methods, but also can be used to obtain the general solutions of these sub-equations. And then new exact travelling wave solutions of the CKdV-MKdV equation and the CKdV equations as applications of this transformation are obtained, and the approach presented in this paper can be also applied to other nonlinear partial differential equations.      

非Fuchs型方程的新理论——树级数解的表现定理(Ⅰ)

在微分方程的解析理论中非Fuchs型方程的严格显式解至今并未求得(Poincaré问题),本文提出的新理论首次给出非正则积分的一般求法和显式的精确解. 本法与经典理论的根本不同在于摈弃形式解的假定,从方程本身建立对应关系,应用留数定理自动给出非正则积分的解析结构.它由无收缩部和全、半收缩部组成.前者是通常的递推级数,后者则表为树级数.树级数是类新颖的解析函数,通常的递推级数只是它的特例而已. 本文的目的是建立非正则积分的一般理论,为此需要阐明Poincaré问题(1880T.I.P.333)的实质[1]:无法求出非正则积分的显式.根据以下证明的表现定理, 非正则积分是类新颖的解析函数,其中系数D_nk是方程参数的常项树级数.     

Exact Solutions and Integrability of the Duffing – Van der Pol Equation

The force-free Duffing–Van der Pol oscillator is considered. The truncated expansions for finding the solutions are used to look for exact solutions of this nonlinear ordinary differential equation. Conditions on parameter values of the equation are found to have the linearization of the Duffing–Van der Pol equation. The Painlevé test for this equation is used to study the integrability of the model. Exact solutions of this differential equation are found. In the special case the approach is simplified to demonstrate that some well-known methods can be used for finding exact solutions of nonlinear differential equations. The first integral of the Duffing–Van der Pol equation is found and the general solution of the equation is given in the special case for parameters of the equation. We also demonstrate the efficiency of the method for finding the first integral and the general solution for one of nonlinear second-order ordinary differential equations.     

Some exact results for nonlinear diffusion with absorption

Simple exact solutions and first integrals are obtained fornonlinear diffusion incorporating absorption. These are obtainedby the standard techniques of separation of variables and theuse of invariant one-parameter group transforma-tions to reducethe governing partial differential equation to various ordinarydifferential equations. For two of the equations so obtained,first integrals are deduced which subsequently give rise toa number of explicit simple solutions. As with all special solutionsof nonlinear partial differential equations, the associatedinitial and boundary conditions are imposed by the particularfunctional form of the solution and irrespective of their physicalapplicability, simple exact solutions are always important,because one of the key features of nonlinearity is the rangeand variety of response which is often bizarre and unexpected,but which is frequently embodied in the simplest of exact solutions.Many of the solutions obtained here are illustrated graphicallywith particular reference to the phenomena of ‘extinction’and ‘blow-up’ and in general demonstrate a widevariety of differing physical response embodied in the disposableconstants, which is characteristic of nonlinear theories.     

Stability and bifurcation in epidemic models describing the transmission of toxoplasmosis in human and cat populations

A five‐dimensional ordinary differential equation model describing the transmission of Toxoplamosis gondii disease between human and cat populations is studied in this paper. Self‐diffusion modeling the spatial dynamics of the T. gondii disease is incorporated in the ordinary differential equation model. The normalized version of both models where the unknown functions are the proportions of the susceptible, infected, and controlled individuals in the total population are analyzed. The main results presented herein are that the ODE model undergoes a trans‐critical bifurcation, the system has no periodic orbits inside the positive octant, and the endemic equilibrium is globally asymptotically stable when we restrict the model to inside of the first octant. Furthermore, a local linear stability analysis for the spatially homogeneous equilibrium points of the reaction diffusion model is carried out, and the global stability of both the disease‐free and endemic equilibria are established for the reaction–diffusion system when restricted to inside of the first octant. Finally, numerical simulations are provided to support our theoretical results and to predict some scenarios about the spread of the disease. Copyright © 2017 John Wiley & Sons, Ltd.     

Discretization of second-order ordinary differential equations with symmetries

A number of publications (indicated in the Introduction) are overviewed that address the group properties, first integrals, and integrability of difference equations and meshes approximating second-order ordinary differential equations with symmetries. A new example of such equations is discussed in the overview. Additionally, it is shown that the parametric families of invariant difference schemes include exact schemes, i.e., schemes whose general solution coincides with the corresponding solution set of the differential equations at mesh nodes, which can be of arbitrary density. Thereby, it is shown that there is a kind of mathematical dualism for the problems under study: for a given physical process, there are two mathematical models: continuous and discrete. The former is described by continuous curves, while the latter, by points on these curves.     

Non-linear reaction-diffusion systems with variable diffusivities: Lie symmetries, ansätze and exact solutions

This work first considers the classical Lie symmetry analysis of a class of systems of two quasilinear reaction-diffusion equations having variable diffusivities. Subsequently, non-Lie reductions to systems of first order ordinary differential equations are obtained for a subclass of these systems. In particular, families of exact solutions of a diffusive Lotka-Volterra type system are constructed.     

Resolvents and Seiberg-Witten representation for a Gaussian <Emphasis Type="Italic">β</Emphasis>-ensemble

The exact free energy of a matrix model always satisfies the Seiberg-Witten equations on a complex curve defined by singularities of the semiclassical resolvent. The role of the Seiberg-Witten differential is played by the exact one-point resolvent in this case. We show that these properties are preserved in the generalization of matrix models to β-ensembles. But because the integrability and Harer-Zagier topological recursion are still unavailable for β-ensembles, we must rely on the ordinary Alexandrov-Mironov-Morozov/Eynard-Orantin recursion to evaluate the first terms of the genus expansion. We restrict our consideration to the Gaussian model.     

A relationship between λ‐symmetries and first integrals for ordinary differential equations

In this paper, we provide some geometric properties of λ‐symmetries of ordinary differential equations using vector fields and differential forms. According to the corresponding geometric representation of λ‐symmetries, we conclude that first integrals can also be derived if the equations do not possess enough symmetries. We also investigate the properties of λ‐symmetries in the sense of the deformed Lie derivative and differential operator. We show that λ‐symmetries have the exact analogous properties as standard symmetries if we take into consideration the deformed cases.     

A generalization of Bendixson's criterion

Bendixson's condition on the nonexistence of periodic solutions for planar ordinary differential equations is extended to higher dimensional ordinary differential equations with first integrals to preclude the existence of certain invariant Lipschitz compact submanifolds for those equations.

     

A second‐order finite difference approximation for a mathematical model of erythropoiesis

We present a second‐order finite difference scheme for approximating solutions of a mathematical model of erythropoiesis, which consists of two nonlinear partial differential equations and one nonlinear ordinary differential equation. We show that the scheme achieves second‐order accuracy for smooth solutions. We compare this scheme to a previously developed first‐order method and show that the first order method requires significantly more computational time to provide solutions with similar accuracy. We also compare this numerical scheme with other well‐known second‐order methods and show that it has better capability in approximating discontinuous solutions. Finally, we present an application to recovery after blood loss. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Methods for the rapid solution of the pricing PIDEs in exponential and Merton models

The pricing equations for options on assets that follow jump-diffusion processes contain integrals in addition to the usual differential terms. These integrals usually make such equations expensive to solve numerically. Although Fast Fourier Transform methods can be used to to evaluate the integrals at all mesh points simultaneously, they are costly since the computational region must be extended in order to avoid problems with wrap around. Other numerical difficulties arise when the density function for the jump size is not smooth, as in the Kou double exponential model. We present new solution methods which are based on the fact that even when the problems contain time-dependent parameters the integrals often satisfy easily solved ordinary or parabolic partial differential equations. In particular, we show that by using the operator splitting method proposed by Andersen and Andreasen it is possible to reduce the solution of the pricing equation in the Kou and similar models to a sequence of ordinary differential equations at each time step. We discuss the methods and present results of numerical experiments.     

Explicit and exact travelling wave solutions for the generalized derivative Schrödinger equation

In this paper, a new auxiliary equation expansion method and its algorithm is proposed by studying a first order nonlinear ordinary differential equation with a sixth-degree nonlinear term. Being concise and straightforward, the method is applied to the generalized derivative Schrödinger equation. As a result, some new exact travelling wave solutions are obtained which include bright and dark solitary wave solutions, triangular periodic wave solutions and singular solutions. This algorithm can also be applied to other nonlinear wave equations in mathematical physics.     

A partial Hamiltonian approach for current value Hamiltonian systems

We develop a partial Hamiltonian framework to obtain reductions and closed-form solutions via first integrals of current value Hamiltonian systems of ordinary differential equations (ODEs). The approach is algorithmic and applies to many state and costate variables of the current value Hamiltonian. However, we apply the method to models with one control, one state and one costate variable to illustrate its effectiveness. The current value Hamiltonian systems arise in economic growth theory and other economic models. We explain our approach with the help of a simple illustrative example and then apply it to two widely used economic growth models: the Ramsey model with a constant relative risk aversion (CRRA) utility function and Cobb Douglas technology and a one-sector AK model of endogenous growth are considered. We show that our newly developed systematic approach can be used to deduce results given in the literature and also to find new solutions.     

常微分方程(组)的高次积分因子与高次积分及其微分特征列集算法

考虑了一般微分方程(组)高次积分和其微分特征列集(吴方法)机械化确定算法.首先提出微分方程的积分因子和首次积分的推广高次积分因子与其对应的高次积分的概念.其次给出了由高次积分因子确定其对应的高次积分的计算公式,使确定高次积分的问题转化为求高次积分因子的问题.再其次对确定高次积分因子的问题,给出了微分特征列集算法.最后用给定的算法确定了二阶和三阶微分方程拥有高次积分的结构定理,并给出了具体的算例和结论.     

The first integral method for constructing exact and explicit solutions to nonlinear evolution equations

Problems that are modeled by nonlinear evolution equations occur in many areas of applied sciences. In the present study, we deal with the negative order KdV equation and the generalized Zakharov system and derive some further results using the so‐called first integral method. By means of the established first integrals, some exact traveling wave solutions are obtained in a concise manner. Copyright © 2012 John Wiley & Sons, Ltd.     

One class of MHD equations: Conservation laws and exact solutions

The paper analyzes one of the models of equations of magnetohydrodynamics (MHD) derived earlier. The model was obtained as a result of group classification of the MHD equations in mass Lagrangian coordinates, where all dependent variables in Eulerian coordinates depend on time and two spatial coordinates. The use of Lagrangian coordinates made it possible to solve four equations, which led to the form of reduced equations containing four arbitrary functions: entropy and a three-dimensional vector associated with the magnetic field. The objective of this work is to develop conservation laws and exact solutions for the model. Conservation laws are obtained using Noether's theorem, while exact solutions are obtained either explicitly or by solving a system of ordinary or partial differential equations with two independent variables. Numerical methods are employed for the latter solutions.     

First integrals of difference equations which do not possess a variational formulation

The paper presents a new method for finding first integrals of difference equations which do not possess Lagrangians, nor Hamiltonians. In this paper we consider ordinary differential and difference equations. As an example we solve a third order nonlinear ordinary differential equation and its invariant discretization using three first integrals obtained by means of this method.