In this paper, we proposed new results in quadruple Laplace transform and proved some properties concerned with quadruple Laplace transform. We also developed some applications based on these results and solved homoge...In this paper, we proposed new results in quadruple Laplace transform and proved some properties concerned with quadruple Laplace transform. We also developed some applications based on these results and solved homogeneous as well as non-homogeneous partial differential equations involving four variables. The performance of quadruple Laplace transform is shown to be very encouraging by concrete examples. An elementary table of quadruple Laplace transform is also provided.展开更多
This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)metho...This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.展开更多
In recent years, many methods have been used to find the exact solutions of nonlinear partial differential equations. One of them is called the first integral method, which is based on the ring theory of commutative a...In recent years, many methods have been used to find the exact solutions of nonlinear partial differential equations. One of them is called the first integral method, which is based on the ring theory of commutative algebra. In this paper, exact travelling wave solutions of the Non-Boussinesq wavepacket model and the (2 + 1)-dimensional Zoomeron equation are studied by using the first integral method. From the solving process and results, the first integral method has the characteristics of simplicity, directness and effectiveness about solving the exact travelling wave solutions of nonlinear partial differential equations. In other words, tedious calculations can be avoided by Maple software;the solutions of more accurate and richer travelling wave solutions are obtained. Therefore, this method is an effective method for solving exact solutions of nonlinear partial differential equations.展开更多
In this paper, we extend the mapping deformation method proposed by Lou. It is used to find new exacttravelling wave solutions of nonlinear partial differential equation or coupled nonlinear partial differential equat...In this paper, we extend the mapping deformation method proposed by Lou. It is used to find new exacttravelling wave solutions of nonlinear partial differential equation or coupled nonlinear partial differential equations(PDEs). Based on the idea of the homogeneous balance method, we construct the general mapping relation betweenthe solutions of the PDEs and those of the cubic nonlinear Klein-Gordon (NKG) equation. By using this relation andthe abundant solutions of the cubic NKG equation, many explicit and exact travelling wave solutions of three systemsof coupled PDEs, which contain solitary wave solutions, trigonometric function solutions, Jacobian elliptic functionsolutions, and rational solutions, are obtained.展开更多
In the studies of nonlinear partial differential equations, the influence, from the singularities of coefficients to the singularities of solution, is a field that has not been dealt with. In this paper, we discuss a ...In the studies of nonlinear partial differential equations, the influence, from the singularities of coefficients to the singularities of solution, is a field that has not been dealt with. In this paper, we discuss a simple case of semilinear equations under the frame of the space of conormal distributions. We prove the result that the solution has the same singularities on the hypersurface in which the coefficients have the conormal singularities.展开更多
In this paper the authors study a class of non-linear singular partial differential equation in complex domain C-t x C-x(n). Under certain assumptions, they prove the existence and uniqueness of holomorphic solution n...In this paper the authors study a class of non-linear singular partial differential equation in complex domain C-t x C-x(n). Under certain assumptions, they prove the existence and uniqueness of holomorphic solution near origin of C-t x C-x(n).展开更多
By using the generally projective Riccati equation method, a series of doubly periodic solutions (Jacobi elliptic function solution) for a class of nonlinear partial differential equations are obtained in a unified wa...By using the generally projective Riccati equation method, a series of doubly periodic solutions (Jacobi elliptic function solution) for a class of nonlinear partial differential equations are obtained in a unified way. When the module m → 1, these solutions exactly degenerate to the soliton solutions of the equations. Then we reveal the relationship between the soliton-like solutions obtained by other authors and these soliton solutions of the equations.展开更多
The aim of this work is to study the existence of a periodic solution for some neutral partial functional differential equations. Our approach is based on the R-boundedness of linear operators Lp-multipliers and UMD-s...The aim of this work is to study the existence of a periodic solution for some neutral partial functional differential equations. Our approach is based on the R-boundedness of linear operators Lp-multipliers and UMD-spaces.展开更多
It is proved mathematically in this paper that the strain-stress function F onthe cylindrical shell theory suggested by Vlasov [5] will give out the general solution of the simultaneous partial differential equations...It is proved mathematically in this paper that the strain-stress function F onthe cylindrical shell theory suggested by Vlasov [5] will give out the general solution of the simultaneous partial differential equations of cylindrical shell problem. That is to say. there is no any solution Of the simultaneous partial differential equations can be omitted due to Vlasov's suggestion. The conclusion suggested in this paper is helpful to the well-known Vlasov's method.展开更多
In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation (PDE) was invesigated in a fixed domain for valuing two assets of American (call-max/put-min) options...In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation (PDE) was invesigated in a fixed domain for valuing two assets of American (call-max/put-min) options. From the viscosity solution of a PDE, a unique viscosity solution was obtained for the semilinear Black-Scholes PDE.展开更多
We consider the problem of viscosity solution of integro-partial differential equation( IPDE in short) with one obstacle via the solution of reflected backward stochastic dif ferential equations(RBSDE in short) with j...We consider the problem of viscosity solution of integro-partial differential equation( IPDE in short) with one obstacle via the solution of reflected backward stochastic dif ferential equations(RBSDE in short) with jumps. We show the existence and uniqueness of a continuous viscosity solution of equation with non local terms, if the generator is not monotonous and Levy's measure is infinite.展开更多
This paper studies the global existence of the classical solutions to the following problem:This problem describes the nonlinear vibrations of finite rods with nonlinear vis-coelasticity. Under certain conditions on ...This paper studies the global existence of the classical solutions to the following problem:This problem describes the nonlinear vibrations of finite rods with nonlinear vis-coelasticity. Under certain conditions on σand f , we obtained the unique existence of the global classical solution of this problem.展开更多
Nonlinear partial differetial equation(NLPDE) is converted into ordinary differential equation(ODE) via a new ansatz.Using undetermined function method,the ODE obtained above is replaced by a set of algebraic equation...Nonlinear partial differetial equation(NLPDE) is converted into ordinary differential equation(ODE) via a new ansatz.Using undetermined function method,the ODE obtained above is replaced by a set of algebraic equations which are solved out with the aid of Mathematica.The exact solutions and solitary solutions of NLPDE are obtained.展开更多
The travelling solutions of the Burgers equation may be used as the seed solutions. According to the fraction-type deforming relation between the Burgers equation and the plasma motion equation, some travelling soluti...The travelling solutions of the Burgers equation may be used as the seed solutions. According to the fraction-type deforming relation between the Burgers equation and the plasma motion equation, some travelling solutions of the plasma motion equation are achieved with this seed solutions as discussed in this paper.展开更多
In this work, the HB method is extended to search for similarity reduction of nonlinear partial differential equations. This method is generalized and will apply for a (2 + 1)-dimensional higher order Broer-Kaup Syste...In this work, the HB method is extended to search for similarity reduction of nonlinear partial differential equations. This method is generalized and will apply for a (2 + 1)-dimensional higher order Broer-Kaup System. Some new exact solutions of Broer-Kaup System are found.展开更多
How to solve the partial differential equation has been attached importance to by all kinds of fields. The exact solution to a class of partial differential equation with variable-coefficient is obtained in reproducin...How to solve the partial differential equation has been attached importance to by all kinds of fields. The exact solution to a class of partial differential equation with variable-coefficient is obtained in reproducing kernel space. For getting the approximate solution, give an iterative method, convergence of the iterative method is proved. The numerical example shows that our method is effective and good practicability.展开更多
文摘In this paper, we proposed new results in quadruple Laplace transform and proved some properties concerned with quadruple Laplace transform. We also developed some applications based on these results and solved homogeneous as well as non-homogeneous partial differential equations involving four variables. The performance of quadruple Laplace transform is shown to be very encouraging by concrete examples. An elementary table of quadruple Laplace transform is also provided.
基金the National Natural Science Foundation of China(Grant Nos.71961022,11902163,12265020,and 12262024)the Natural Science Foundation of Inner Mongolia Autonomous Region of China(Grant Nos.2019BS01011 and 2022MS01003)+5 种基金2022 Inner Mongolia Autonomous Region Grassland Talents Project-Young Innovative and Entrepreneurial Talents(Mingjing Du)2022 Talent Development Foundation of Inner Mongolia Autonomous Region of China(Ming-Jing Du)the Young Talents of Science and Technology in Universities of Inner Mongolia Autonomous Region Program(Grant No.NJYT-20-B18)the Key Project of High-quality Economic Development Research Base of Yellow River Basin in 2022(Grant No.21HZD03)2022 Inner Mongolia Autonomous Region International Science and Technology Cooperation High-end Foreign Experts Introduction Project(Ge Kai)MOE(Ministry of Education in China)Humanities and Social Sciences Foundation(Grants No.20YJC860005).
文摘This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.
文摘In recent years, many methods have been used to find the exact solutions of nonlinear partial differential equations. One of them is called the first integral method, which is based on the ring theory of commutative algebra. In this paper, exact travelling wave solutions of the Non-Boussinesq wavepacket model and the (2 + 1)-dimensional Zoomeron equation are studied by using the first integral method. From the solving process and results, the first integral method has the characteristics of simplicity, directness and effectiveness about solving the exact travelling wave solutions of nonlinear partial differential equations. In other words, tedious calculations can be avoided by Maple software;the solutions of more accurate and richer travelling wave solutions are obtained. Therefore, this method is an effective method for solving exact solutions of nonlinear partial differential equations.
文摘In this paper, we extend the mapping deformation method proposed by Lou. It is used to find new exacttravelling wave solutions of nonlinear partial differential equation or coupled nonlinear partial differential equations(PDEs). Based on the idea of the homogeneous balance method, we construct the general mapping relation betweenthe solutions of the PDEs and those of the cubic nonlinear Klein-Gordon (NKG) equation. By using this relation andthe abundant solutions of the cubic NKG equation, many explicit and exact travelling wave solutions of three systemsof coupled PDEs, which contain solitary wave solutions, trigonometric function solutions, Jacobian elliptic functionsolutions, and rational solutions, are obtained.
文摘In the studies of nonlinear partial differential equations, the influence, from the singularities of coefficients to the singularities of solution, is a field that has not been dealt with. In this paper, we discuss a simple case of semilinear equations under the frame of the space of conormal distributions. We prove the result that the solution has the same singularities on the hypersurface in which the coefficients have the conormal singularities.
文摘In this paper the authors study a class of non-linear singular partial differential equation in complex domain C-t x C-x(n). Under certain assumptions, they prove the existence and uniqueness of holomorphic solution near origin of C-t x C-x(n).
文摘By using the generally projective Riccati equation method, a series of doubly periodic solutions (Jacobi elliptic function solution) for a class of nonlinear partial differential equations are obtained in a unified way. When the module m → 1, these solutions exactly degenerate to the soliton solutions of the equations. Then we reveal the relationship between the soliton-like solutions obtained by other authors and these soliton solutions of the equations.
文摘The aim of this work is to study the existence of a periodic solution for some neutral partial functional differential equations. Our approach is based on the R-boundedness of linear operators Lp-multipliers and UMD-spaces.
文摘It is proved mathematically in this paper that the strain-stress function F onthe cylindrical shell theory suggested by Vlasov [5] will give out the general solution of the simultaneous partial differential equations of cylindrical shell problem. That is to say. there is no any solution Of the simultaneous partial differential equations can be omitted due to Vlasov's suggestion. The conclusion suggested in this paper is helpful to the well-known Vlasov's method.
基金Project supported by the National Natural Science Foundation of China (Grant No.10271072)
文摘In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation (PDE) was invesigated in a fixed domain for valuing two assets of American (call-max/put-min) options. From the viscosity solution of a PDE, a unique viscosity solution was obtained for the semilinear Black-Scholes PDE.
文摘We consider the problem of viscosity solution of integro-partial differential equation( IPDE in short) with one obstacle via the solution of reflected backward stochastic dif ferential equations(RBSDE in short) with jumps. We show the existence and uniqueness of a continuous viscosity solution of equation with non local terms, if the generator is not monotonous and Levy's measure is infinite.
文摘This paper studies the global existence of the classical solutions to the following problem:This problem describes the nonlinear vibrations of finite rods with nonlinear vis-coelasticity. Under certain conditions on σand f , we obtained the unique existence of the global classical solution of this problem.
基金Supported by the Natural Science Foundation of Zhejiang Province(1 0 2 0 3 7)
文摘Nonlinear partial differetial equation(NLPDE) is converted into ordinary differential equation(ODE) via a new ansatz.Using undetermined function method,the ODE obtained above is replaced by a set of algebraic equations which are solved out with the aid of Mathematica.The exact solutions and solitary solutions of NLPDE are obtained.
文摘The travelling solutions of the Burgers equation may be used as the seed solutions. According to the fraction-type deforming relation between the Burgers equation and the plasma motion equation, some travelling solutions of the plasma motion equation are achieved with this seed solutions as discussed in this paper.
文摘In this work, the HB method is extended to search for similarity reduction of nonlinear partial differential equations. This method is generalized and will apply for a (2 + 1)-dimensional higher order Broer-Kaup System. Some new exact solutions of Broer-Kaup System are found.
基金Project supported by the National Natural Science Foundation of China(No.10461005)
文摘How to solve the partial differential equation has been attached importance to by all kinds of fields. The exact solution to a class of partial differential equation with variable-coefficient is obtained in reproducing kernel space. For getting the approximate solution, give an iterative method, convergence of the iterative method is proved. The numerical example shows that our method is effective and good practicability.