Part I. Foundations: 1. Random variables 2. Probability measures 3. Stochastic processes 4. The stochastic integral Part II. Existence and Uniqueness: 5. Linear equations with additive noise 6. Linear equations with multiplicative noise 7. Existence and uniqueness for nonlinear equations 8. Martingale solutions Part III. Properties of Solutions: 9. Markov properties and Kolmogorov equations 10. Absolute continuity and Girsanov's theorem 11. Large time behaviour of solutions 12. Small noise asymptotic.

Stochastic Equations in Infinite Dimensions

The boundary layer equations for plane, incompressible, and steady flow are 

$$\matrix{ {u{{\partial u} \over {\partial x}} + v{{\partial u} \over {\partial y}} = - {1 \over \varrho }{{\partial p} \over {\partial x}} + v{{{\partial ^2}u} \over {\partial {y^2}}},} \cr {0 = {{\partial p} \over {\partial y}},} \cr {{{\partial u} \over {\partial x}} + {{\partial v} \over {\partial y}} = 0.} \cr }$$

Boundary Layer Theory

Differential-Difference Equations. By Richard Bellman and Kenneth L. Cooke. Pp. xvi, 465. 1963. (Academic Press)

One-dimensional Bose-gas One-dimensional Heisenberg magnet Massive Thirring model Classical r-matrix Fundamentals of inverse scattering method Algebraic Bethe ansatz Quantum field theory integral models on a lattice Theory of scalar products Form factors Mean value of operator Q Assymptotics of correlation functions Temperature correlation functions Appendices References.

Quantum Inverse Scattering Method and Correlation Functions

The study of waves can be traced back to antiquity where philosophers, such as Pythagoras (c.560-480 BC), studied the relation of pitch and length of string in musical instruments. However, it was not until the work of Giovani Benedetti (1530-90), Isaac Beeckman (1588-1637) and Galileo (1564-1642) that the relationship between pitch and frequency was discovered. This started the science of acoustics, a term coined by Joseph Sauveur (1653-1716) who showed that strings can vibrate simultaneously at a fundamental frequency and at integral multiples that he called harmonics. Isaac Newton (1642-1727) was the first to calculate the speed of sound in his Principia. However, he assumed isothermal conditions so his value was too low compared with measured values. This discrepancy was resolved by Laplace (1749-1827) when he included adiabatic heating and cooling effects. The first analytical solution for a vibrating string was given by Brook Taylor (1685-1731). After this, advances were made by Daniel Bernoulli (1700-82), Leonard Euler (1707-83) and Jean d’Alembert (1717-83) who found the first solution to the linear wave equation, see section (3.2). Whilst others had shown that a wave can be represented as a sum of simple harmonic oscillations, it was Joseph Fourier (1768-1830) who conjectured that arbitrary functions can be represented by the superposition of an infinite sum of sines and cosines now known as the Fourier series. However, whilst his conjecture was controversial and not widely accepted at the time, Dirichlet subsequently provided a proof, in 1828, that all functions satisfying Dirichlet’s conditions (i.e. non-pathological piecewise continuous) could be represented by a convergent Fourier series. Finally, the subject of classical acoustics was laid down and presented as a coherent whole by John William Strutt (Lord Rayleigh, 1832-1901) in his treatise Theory of Sound. The science of modern acoustics has now moved into such diverse areas as sonar, auditoria, electronic amplifiers, etc.

/pdf/linear-and-nonlinear-waves-4ds9thgmph.pdf

Linear and nonlinear waves

The paper deals with partial differential equations of parabolic and hyperbolic types that contain a nonlinear kinetic function with delay. Conditions for the linear stability and instability of stationary solutions of reaction-diffusion equations and conditions for the instability of solutions of more complicated equations with delay are formulated. A nonstationary solution of the model initial-boundary value problem with delay and quadratic nonlinearity is investigated for stability/instability. A numerical solution of the test problem in the domain of stability is obtained by the method of lines.

Nonlinear partial differential equations with delay: linear stability/instability of solutions, numerical integration

This note considers fairly general quasi-homogeneous systems of first-order
nonlinear ODEs and homogeneous systems of second-order nonlinear ODEs that
contain arbitrary functions of several arguments. It presents several exact
solutions to these systems in terms of elementary functions.

Andrei D. Polyanin

Papers

Nonlinear partial differential equations with delay: linear stability/instability of solutions, numerical integration

Exact solutions to homogeneous and quasi-homogeneous systems of nonlinear ODEs

Painlevé Test for Nonlinear Equations of Mathematical Physics

Partial Separation of Variables in Unsteady Problems of Mechanics and Mathematical Physics

Higher-Order Partial Differential Equations