A survey on the stability of fractional differential equations

Recently, fractional calculus has attracted much attention since it plays an important role in many fields of science and engineering. Especially, the study on stability of fractional differential equations appears to be very important. In this paper, a brief overview on the recent stability results of fractional differential equations and the analytical methods used are provided. These equations include linear fractional differential equations, nonlinear fractional differential equations, fractional differential equations with time-delay. Some conclusions for stability are similar to that of classical integer-order differential equations. However, not all of the stability conditions are parallel to the corresponding classical integer-order differential equations because of non-locality and weak singularities of fractional calculus. Some results and remarks are also included.     

Differential homomorphisms of linear homogeneous systems of differential equations

Linear differential operators with complex-valued infinitely differentiable coefficients, linear homogeneous systems of differential equations, and modules over algebras of scalar linear differential operators are considered. Linear differential changes of variables and homomorphisms of special quotient modules (differential homomorphisms) generated by these changes are studied. In terms of differential homomorphisms, relationships between Maxwell equations and equations of electromagnetic potential and between Dirac equations and the Klein-Gordon system of independent equations are described. It is proved that all ordinary nondegenerate linear homogeneous differential equations of some common order and the homogeneous normal systems of the same common order are differentially isomorphic.     

Partial differential equations possessing Frobenius integrable decompositions

Frobenius integrable decompositions are introduced for partial differential equations. A procedure is provided for determining a class of partial differential equations of polynomial type, which possess specified Frobenius integrable decompositions. Two concrete examples with logarithmic derivative Bäcklund transformations are given, and the presented partial differential equations are transformed into Frobenius integrable ordinary differential equations with cubic nonlinearity. The resulting solutions are illustrated to describe the solution phenomena shared with the KdV and potential KdV equations.     

A potential integration method for Birkhoffian system

This paper is intended to apply the potential integration method to the differential equations of the Birkhoffian system. The method is that, for a given Birkhoffian system, its differential equations are first rewritten as 2n first-order differential equations. Secondly, the corresponding partial differential equations are obtained by potential integration method and the solution is expressed as a complete integral. Finally, the integral of the system is obtained.     

线性常微分方程的保线性变换及其应用

研究了线性常微分方程的保线性变换，得到任意两个二阶线性常微分方程等价的条件，并用于求解一类二阶线性变系数齐次常微分方程．对数学物理方法教学中怎样通过适当的变换把给定的二阶线性变系数齐次常微分方程化为可解的方程给出了合理解释。     

A Birkhoff-Noether method of solving differential equations

In this paper, a Birkhoff--Noether method of solving ordinary differential equations is presented. The differential equations can be expressed in terms of Birkhoff's equations. The first integrals for differential equations can be found by using the Noether theory for Birkhoffian systems. Two examples are given to illustrate the application of the method.     

An approach to one-dimensional elliptic quasi-exactly solvable models

One-dimensional Jacobian elliptic quasi-exactly solvable second-order differential equations are obtained by introducing the generalized third master functions. It is shown that the solutions of these differential equations are generating functions for a new set of polynomials in terms of energy with factorization property. The roots of these polynomials are the same as the eigenvalues of the differential equations. Some one-dimensional elliptic quasi-exactly quantum solvable models are obtained from these differential equations.      

New exact solutions of Einstein—Maxwell equations for magnetostatic fields

The symmetry reduction method based on the Fréchet derivative of differential operators is applied to investigate symmetries of the Einstein-Maxwell field equations for magnetostatic fields, which is a coupled system of nonlinear partial differential equations of the second order. The technique yields invariant transformations that reduce the given system of partial differential equations to a system of nonlinear ordinary differential equations. Some of the reduced systems are further studied to obtain the exact solutions.     

New exact solutions of the Einstein-Maxwell equations for magnetostatic fields

The symmetry reduction method based on the Fr′echet derivative of differential operators is applied to investigate symmetries of the Einstein-Maxwell field equations for magnetostatic fields, which is a coupled system of nonlinear partial differential equations of the second order. The technique yields invariant transformations that reduce the given system of partial differential equations to a system of nonlinear ordinary differential equations. Some of the reduced systems are further studied to obtain the exact solutions.     

完整力学系统的高阶运动微分方程

从质点系的牛顿动力学方程出发,引入系统的高阶速度能量,导出完整力学系统的高阶Lagrange方程、高阶Nielsen方程以及高阶Appell方程,并证明了完整系统三种形式的高阶运动微分方程是等价的.结果表明,完整系统高阶运动微分方程揭示了系统运动状态的改变与力的各阶变化率之间的联系,这是牛顿动力学方程以及传统分析力学方程不能直接反映的.因此,完整系统高阶运动微分方程是对牛顿动力学方程及传统Lagrange方程、Nielsen方程、Appell方程等二阶运动微分方程的进一步补充. 关键词： 高阶速度能量 高阶Lagrange方程 高阶 Nielsen方程 高阶Appell方程     

The operational solution of fractional-order differential equations,as well as Black–Scholes and heat-conduction equations

Operational solutions to fractional-order ordinary differential equations and to partial differential equations of the Black–Scholes and of Fourier heat conduction type are presented. Inverse differential operators, integral transforms, and generalized forms of Hermite and Laguerre polynomials with several variables and indices are used for their solution. Examples of the solution of ordinary differential equations and extended forms of the Fourier, Schrödinger, Black–Scholes, etc. type partial differential equations using the operational method are given. Equations that contain the Laguerre derivative are considered. The application of the operational method for the solution of a number of physical problems connected with charge dynamics in the framework of quantum mechanics and heat propagation is demonstrated.     

A note on the Lie symmetries of complex partial differential equations and their split real systems

Folklore suggests that the split Lie-like operators of a complex partial differential equation are symmetries of the split system of real partial differential equations. However, this is not the case generally. We illustrate this by using the complex heat equation, wave equation with dissipation, the nonlinear Burgers equation and nonlinear KdV equations. We split the Lie symmetries of a complex partial differential equation in the real domain and obtain real Lie-like operators. Further, the complex partial differential equation is split into two coupled or uncoupled real partial differential equations which constitute a system of two equations for two real functions of two real variables. The Lie symmetries of this system are constructed by the classical Lie approach. We compare these Lie symmetries with the split Lie-like operators of the given complex partial differential equation for the examples considered. We conclude that the split Lie-like operators of complex partial differential equations are not in general symmetries of the split system of real partial differential equations. We prove a proposition that gives the criteria when the Lie-like operators are symmetries of the split system.     

An effective method for finding special solutions of nonlinear differential equations with variable coefficients

There are many interesting methods can be utilized to construct special solutions of nonlinear differential equations with constant coefficients. However, most of these methods are not applicable to nonlinear differential equations with variable coefficients. A new method is presented in this Letter, which can be used to find special solutions of nonlinear differential equations with variable coefficients. This method is based on seeking appropriate Bernoulli equation corresponding to the equation studied. Many well-known equations are chosen to illustrate the application of this method.     

Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations

Abstract

Necessary and sufficient conditions for the linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations are given. Stochastic integrating factor is introduced to solve the linear jump- diffusion stochastic differential equations. Closed form solutions to certain linearizable jump-diffusion stochastic differential equations are obtained.     

Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear partial differential evolution equations of dynamical systems

Using functional derivative technique in quantum field theory, the algebraic dynamics approach for solution of ordinary differential evolution equations was generalized to treat partial differential evolution equations. The partial differential evolution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynamics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new numerical algorithm—algebraic dynamics algorithm was proposed for partial differential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experiments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically. Supported by the National Natural Science Foundation of China (Grant Nos. 10375039, 10775100 and 90503008), the Doctoral Program Foundation of the Ministry of Education of China, and the Center of Nuclear Physics of HIRFL of China     

用三角函数法获得非线性Boussinesq方程的广义孤子解

找到一个合适的代换——三角函数法，将非线性Boussinesq微分方程转换为非线性代数方程组.用吴消元法求解该非线性代数方程组，从而获得一般形式Boussinesq微分方程的广义孤子解. 关键词： Boussinesq方程 吴消元法 非线性代数方程组 孤子解     

Analytical Solutions of the Gravitational Field Equations in de Sitter and Anti-de Sitter Spacetimes

The generalized Laplace partial differential equation, describing gravitational fields, is investigated in de Sitter spacetime from several metric approaches—such as the Riemann, Beltrami, Börner-Dürr, and Prasad metrics—and analytical solutions of the derived Riccati radial differential equations are explicitly obtained. All angular differential equations trivially have solutions given by the spherical harmonics and all radial differential equations can be written as Riccati ordinary differential equations, which analytical solutions involve hypergeometric and Bessel functions. In particular, the radial differential equations predict the behavior of the gravitational field in de Sitter and anti-de Sitter spacetimes, and can shed new light on the investigations of quasinormal modes of perturbations of electromagnetic and gravitational fields in black hole neighborhood. The discussion concerning the geometry of de Sitter and anti-de Sitter spacetimes is not complete without mentioning how the wave equation behaves on such a background. It will prove convenient to begin with a discussion of the Laplace equation on hyperbolic space, partly since this is of interest in itself and also because the wave equation can be investigated by means of an analytic continuation from the hyperbolic space. We also solve the Laplace equation associated to the Prasad metric. After introducing the so called internal and external spaces—corresponding to the symmetry groups SO(3,2) and SO(4,1) respectively—we show that both radial differential equations can be led to Riccati ordinary differential equations, which solutions are given in terms of associated Legendre functions. For the Prasad metric with the radius of the universe independent of the parametrization, the internal and external metrics are shown to be of AdS-Schwarzschild-like type, and also the radial field equations arising are shown to be equivalent to Riccati equations whose solutions can be written in terms of generalized Laguerre polynomials and hypergeometric confluent functions.     

New Solutions of Three Nonlinear Space- and Time-Fractional Partial Differential Equations in Mathematical Physics

Motivated by the widely used ansätz method and starting from the modified Riemann-Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper.     

Approximate controllability of nonlinear impulsive differential systems

Many practical systems in physical and biological sciences have impulsive dynamical be- haviours during the evolution process which can be modeled by impulsive differential equations. This paper studies the approximate controllability issue for nonlinear impulsive differential and neutral functional differential equations in Hilbert spaces. Based on the semigroup theory and fixed point approach, sufficient conditions for approximate controllability of impulsive differential and neutral functional differential equations are established. Finally, two examples are presented to illustrate the utility of the proposed result. The results improve some recent results.     

Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear ordinary differential equations

The problem of preserving fidelity in numerical computation of nonlinear ordinary differential equations is studied in terms of preserving local differential structure and approximating global integration structure of the dynamical system. The ordinary differential equations are lifted to the corresponding partial differential equations in the framework of algebraic dynamics, and a new algorithm—algebraic dynamics algorithm is proposed based on the exact analytical solutions of the ordinary differential equations by the algebraic dynamics method. In the new algorithm, the time evolution of the ordinary differential system is described locally by the time translation operator and globally by the time evolution operator. The exact analytical piece-like solution of the ordinary differential equations is expressed in terms of Taylor series with a local convergent radius, and its finite order truncation leads to the new numerical algorithm with a controllable precision better than Runge Kutta Algorithm and Symplectic Geometric Algorithm.