On a bounded solution to a pair of coupled nonlinear ordinary differential equations

Acoustic nonlinearities in a quasi 1-D duct with arbitrary mean properties and mean flow

Correction for ‘On the complete integrability and linearization of certain second-order nonlinear ordinary differential equations’ by V. K. Chandrasekar, M. Senthilvelan and M. Lakshmanan (Proc. R. Soc. A 461, 2451–2476. (doi: 10.1098/rspa.2005.1465)). The sentence preceeding equation (4.48) is incorrect and should read as follows.

59 - Exact Second Order Equations

On the solution of Dirichlet’s problem of the complex Monge–Ampère equation for the Cartan–Hartogs domain of the first type

The finite deformation of internally pressurized isotropic compressible synthetic rubber-like material governed by Levinson and Burgess strain energy function is analysed. A second-order nonlinear ordinary differential (Lane-Emden) equationwith shooting boundary value was derivedfor the determination of displacements distributions. Several analytical methods were employed to solve the resulting boundary value problem but no closed form solution was obtained at the moment. Fortunately, a lot of software have been developed to handle such highly nonlinear second order ordinary differential equations with specific values of parameters. Also, the stresses acting on the material were determined. We obtained numerical solution by applying shooting method and validated the result using collocation method on mathematica (ode45 solver). The simulation of the system is made forρ = 14N/m², and the cylindrical symmetric deformation attained its maximum displacements and stresses atr(1) = 1.16638m and σ_rr = (-1.2973e-05)kg/m/s². We were able to develop numerical schemes using shooting and Collocation methods which made it easier to determine position of maximum stresses and pressure in a cylindrical material of Levinson-Burgess strain energy function. These numerical schemes can solve any nonlinear second-order ordinary differential equations with any given boundary conditions on Mathematica Software. The results of the two schemes were statistically compared using t-test and results obtained showed, the two methods have no significant difference which validates the solutions.

Damped and driven oscillators are generally modeled with a nonautonomous second-order nonlinear ordinary differential equation including a sinusoidal driving forcing term, such as the forced Duffing equation and the forced Holmes–Rand equation. These equations have been extensively studied during the last century and the last two decades. In the early 1990s, Abarbanel, Rabinovich and Sushchik proposed replacing the sinusoidal forcing term with a “force controlled by the movements of the oscillator itself”, i.e. by the product of two variables: the first being the solution of the oscillator itself, while the second is the solution of a first-order nonlinear ordinary differential equation. They referred to the resulting autonomous dynamical system of two coupled nonlinear ordinary differential equations as a “controlled nonlinear oscillator”. To that end, they introduced a change of variables and parameters to transform the “controlled nonlinear oscillator” that corresponds to a particular case of the forced Duffing equation into the Lorenz system. The aim of this work is to show that their idea can be further generalized and applied to many other dynamical systems, including the forced Holmes–Rand equation, Chua’s cubic circuit, Chen’s system and the forced Helmholtz oscillator. It is proved that a certain class of three-dimensional dynamical systems can be rewritten into the form of “generalized controlled nonlinear oscillators”, which can then be transformed into various Lorenz-like systems. Such a transformation could be very useful for the study of intermittent chaos.

The Painlevé approach for finding solitary wave solutions of nonlinear nonintegrable differential equations

In this work, we take as our base scalar second-order ordinary differential equations (ODEs) which have seven equivalence classes with each class possessing three Lie point symmetries. We show how one can calculate the conditional symmetries of third-order non-linear ODEs subject to root second-order nonlinear ODEs which admit three point symmetries. Moreover, we show when scalar second-order ODEs taken as first integrals or conditional first integrals are inherited as Lie point symmetries and as conditional symmetries of the derived third-order ODE. Furthermore, the derived scalar nonlinear third-order ODEs without substitution are considered for their conditional symmetries subject to root second-order ODEs having three symmetries.

Solution of nonlinear partial differential equations from base equations

The aim of this paper is to estimate an interval of the existence of positive solutions for a boundary value problem for the system of three nonlinear second-order ordinary differential equations. Krasnosel'skiĭ–Precup fixed point theorem is used to determine this interval theoretically. For Dirichlet boundary conditions theoretical result is compared with result obtained numerically.

Some sixty years ago Buchdahl pioneered a program in search of static spherically symmetric vacua for pure $R^{2}$ gravity (Nuovo Cimento, Vol 23, No 1, pp 141-157 (1962); [https://link.springer.com/article/10.1007/BF02733549]). Surpassing several obstacles, his work culminated in a non-linear second-order ordinary differential equation (ODE) which required being solved. However Buchdahl deemed the ODE intractable and prematurely abandoned his pursuit for an analytical solution. We have finally managed to break this six-decades-old impasse and accomplish his goal. Reformulating the Buchdahl ODE, we obtain a novel exhaustive class of metrics (which we shall call the Buchdahl-inspired metrics hereafter) in a compact form. We are able to verify ex post, via direct inspection, that the metric obtained herein satisfies the $R^{2}$ vacuo field equation, hence establishing its validity. We show why the Buchdahl-inspired metrics, which exhibit non-constant scalar curvature, defeat a Lichnerowicz-type no-go theorem, previously proved for quadratic gravity, by evading the overly strong restriction on the asymptotic falloff of the metric at spatial infinity. Our novel solution thereby completes Buchdahl's six-decades-old program. We also explore the mathematical properties of the Buchdahl-inspired metrics in the limit of small k and in the region around the coordinate origin.

This article concerns the positive periodic solutions for a system of second-order nonlinear ordinary differential equations, in which the nonlinear term is sublinear in one equation and superlinear in the other equation.By using the fixed point theorem of cone expansion and compression we obtain the existence of positive periodic solutions.

In contrast to the Euler method and the subsequent methods, we provide solutions to nonlinear ordinary differential equations. Consequently, our method does not require convergence. We apply our method to a second-order nonlinear ordinary differential equation ODE. However, the method is applicable to higher order ODEs.

A topic of interest in financial mathematics is the Black-Scholes model. However, the underlying asset price in the stock market may not be satisfied by this linear model, which was developed under a number of assumptions, including liquidity and the absence of transaction costs. The linear model has restricted its precision in actual market conditions. We study the transaction cost model for modelling illiquid markets from the extended nonlinear Black-Scholes model. Using a semi-discretization finite difference approach, the nonlinear partial differential equation is transformed into a nonlinear ordinary differential equation. Deep Learning (DL) is an advanced technique of machine learning solves the converted ordinary differential equation by fully connected neural network (FCNN). By modelling the complex and nonlinear relationships among market variables, DL models can generate option pricing forecasts that are more dependable and precise, not just for continuous data but also for discontinuous data (at jump point). Introduction: Nonlinear partial differential equation plays a crucial role in financial modelling, especially in the pricing of derivatives like options. The Black- Scholes model, introduced in 1973, continues to be one of the most widely used frameworks for pricing European options. However, this model is a linear one and offers an analytical solution, yet it is not appropriate for the complexities of real market assumptions that exhibit nonlinear effects. We examine the transaction cost model for modelling illiquid markets from the extended nonlinear Black-Scholes model created by Seelama et al. (2021). First using a semi-discretization finite difference approach, the nonlinear partial differential equation is transformed into a nonlinear ordinary differential equation. Solves the converted ordinary differential equation by Deep Learning (DL) based fully connected neural network (FCNN) algorithm. This algorithm is capable of handling the nonlinear behaviour of model and produce more accurate option value for European call. Objectives: Find the solution of more realistic nonlinear model of Black-Scholes equation include transaction cost in illiquid market with deep learning algorithm for a European call option. Methods: From extended nonlinear Black-Scholes model, the nonlinear model of transaction cost in illiquid market is considered for study. The nonlinear partial differential equation is converted into a nonlinear ordinary differential equation by semi-discretization finite difference method. DL is a sophisticated machine learning technique that solves transformed ordinary differential equations using fully connected neural network (FCNN) algorithm. DL algorithm uses a Python program. Results: For European call option, option values are predicted for different number of neurons with different loss functions like MSE and MAE at the time of maturity. Graphical representation shows the accuracy of the algorithm at continuous as well as at jump point (strike price). Conclusions: The method of solving a complex nonlinear partial differential equation by transforming it into a nonlinear ordinary differential equation is valuable. More precise pricing estimates for option values with nonlinear effects in financial data could be improved by deep learning.

We study the recurrence coefficients of the monic polynomials [Formula: see text] orthogonal with respect to the deformed (also called semi-classical) Freud weight [Formula: see text] with parameters [Formula: see text]. We show that the recurrence coefficients [Formula: see text] satisfy the first discrete Painlevé equation (denoted by d[Formula: see text]), a differential–difference equation and a second-order nonlinear ordinary differential equation (ODE) in [Formula: see text]. Here [Formula: see text] is the order of the Hankel matrix generated by [Formula: see text]. We describe the asymptotic behavior of the recurrence coefficients in three situations: (i) [Formula: see text], [Formula: see text] finite, (ii) [Formula: see text], [Formula: see text] finite, (iii) [Formula: see text], such that the radio [Formula: see text] is bounded away from [Formula: see text] and closed to [Formula: see text]. We also investigate the existence and uniqueness for the positive solutions of the d[Formula: see text]. Furthermore, we derive, using the ladder operator approach, a second-order linear ODE satisfied by the polynomials [Formula: see text]. It is found as [Formula: see text], the linear ODE turns to be a biconfluent Heun equation. This paper concludes with the study of the Hankel determinant, [Formula: see text], associated with [Formula: see text] when [Formula: see text] tends to infinity.