Combining the variational iteration method (VIM) with the sparse grid theory, a dynamic sparse grid approach for nonlinear PDEs is proposed in this paper. In this method, a multilevel interpolation operator is constructed based on the sparse grids theory firstly. The operator is based on the linear combination of the basic functions and independent of them. Second, by means of the precise integ...

A second order characterization of functions which have convex level sets (quasiconvex functions) results in the operator L0(Du,Du) = min{v ·D2u vT | |v| = 1, |v ·Du| = 0}. In two dimensions this is the mean curvature operator, and in any dimension L0(Du,Du)/|Du| is the first principal curvature of the surface S = u−1(c). Our main results include a comparison principle for L0(Du,Du) = g when g ...

The Multiquadric Radial Basis Function (MQ) Method is a meshless collocation method with global basis functions. It is known to have exponentional convergence for interpolation problems. We descretize nonlinear elliptic PDEs by the MQ method. This results in modest-size systems of nonlinear algebraic equations which can be efficiently continued by standard continuation software such as AUTO and...

The numerical solution of hyperbolic partial differential equations (PDEs) is an important topic in natural sciences and engineering. One of the main difficulties in the task stems from the need to employ several basic types of approximations that are blended in a nonlinear way. In this paper we show that fuzzy logic can be used to construct novel nonlinear blending functions. After introducing...

During each ovarian cycle, numerous follicles are in competition for their survival, only a few of them ovulate and participate to the reproduction as fertilizable oocyte. Therefore, the development of ovarian follicles is crucial for the survival of mammals species and a better understanding of this selection process is required to improve the treatment of infertility or to improve the reprodu...

The Mathematica implementation of the tanh and sech-methods for computing exact travelling wave solutions of nonlinear partial differential equations (PDEs) is presented. These methods also apply to ordinary differential equations (ODEs). New algorithms are given to compute polynomial solutions of ODEs and PDEs in terms of the Jacobi elliptic functions. An adaptation of the tanh-method to nonli...

When the option pricing problem is of several dimensions, for example, basket options, deterministic methods such as finite difference are almost intractable; because the complexity increases exponentially with the dimension and one almost inevitably needs to use Monte Carlo simulations. Moreover, many problems in finance, for example, pricing in incomplete markets and portfolio optimization, l...

Four symbolic programs, in Macsyma or Mathematica language, are presented. The first program tests for the existence of solitons for nonlinear PDEs. It explicitly constructs solitons using Hirota’s bilinear method. In the second program, the Painlevé integrability test for ODEs and PDEs is implemented. The third program provides an algorithm to compute conserved densities for nonlinear evolutio...

This paper gives a preliminary description of DASOPT, a software system for the optimal control of processes described by time-dependent partial differential equations (PDEs). DASOPT combines the use of efficient numerical methods for solving differential-algebraic equations (DAEs) with a package for large-scale optimization based on sequential quadratic programming (SQP). DASOPT is intended fo...

It is shown for a simple ODE that it has many symmetry groups beyond its usual Lie group symmetries, when its generalized solutions are considered within the nowhere dense differential algebra of generalized functions. 0. Idea and Motivation The standard Lie group theory applied to symmetries of solutions of PDEs, Olver [1-3], deals with classical, and specifically, C-smooth solutions of such e...