We present a new method for the nonlinear approximation of the solution manifolds of parameterized nonlinear evolution problems, in particular in hyperbolic regimes with moving discontinuities. Given the action of a Lie group on the solution space, the original problem is reformulated as a partial differential algebraic equation system by decomposing the solution into a group component and a sp...

the homogeneous balance method can be used to construct exact traveling wave solutions of nonlinear partial differential equations. in this paper, this method is used to construct newsoliton solutions of the (3+1) jimbo--miwa equation.

in this paper, the solution of the evolutionaryfourth-order in space, sivashinsky equation is obtained by meansof homotopy perturbation method (textbf{hpm}). the results revealthat the method is very effective, convenient  and quite accurateto systems of nonlinear partial differential equations.

The Kuramoto-Sivashinsky equation is a fourth-order partial differential used as model for physical phenomena such plane flame propagation and phase of turbulence. inverse problem recovering the second-order coefficient from knowledge solution in final time, linear version equation, studied this article. formulated regularized nonlinear optimization problem, which local uniqueness stability are...

We present a method to construct inverse scattering problems for integrable nonlinear evolution equations in the two-spatial dimension. The temporal component is the adjoint of the linearized equation and the spatial component is a partial differential equation with respect to the spatial variables. Although this idea has been known for the one-spatial dimension for some time, it is the first t...

We are concerned with homogenization of stochastic differential equations (SDE) with stationary coefficients driven by Poisson random measures and Brownian motions in the critical case, that is when the limiting equation admits both a Brownian part as well as a pure jump part. We state an annealed convergence theorem. This problem is deeply connected with homogenization of integral partial diff...

An optimal stopping problem for stochastic differential equations with random coefficients is considered. The dynamic programming principle leads to a Hamiltion–Jacobi–Bellman equation, which, for the current case, is a backward stochastic partial differential variational inequality (BSPDVI, for short) for the value function. Well-posedness of such a BSPDVI is established, and a verification th...

The qualitative properties of local random invariant manifolds for stochastic partial differential equations with quadratic nonlinearities and multiplicative noise is studied by a cut off technique. By a detail estimates on the Perron fixed point equation describing the local random invariant manifold, the structure near a bifurcation is given.

Stochastic partial differential equations are simply partial differential equations in the presence of uncertainty. Uncertainty, in its simplest form, is modeled by (or taken as) the time derivative (in the sense of distributions) of a Wiener process, known commonly as white noise. The introduction of a random force in a partial differential equation (PDE) arises from the need to explain the fl...

We study the behavior of solutions to a Schrödinger equation with large, rapidly oscillating, mean zero, random potential with Gaussian distribution. We show that in high dimension d > m, where m is the order of the spatial pseudo-differential operator in the Schrödinger equation (with m = 2 for the standard Laplace operator), the solution converges in the L sense uniformly in time over finite ...