The reduction of nonlinear ordinary differential equations by a combination of first integrals and Lie group symmetries is investigated. The retention, loss or even gain in symmetries in the integration of a nonlinear ordinary differential equation to a first integral are studied for several examples. The differential equations and first integrals are expressed in terms of the invariants of Lie...

We obtain iso-spectral Euler-Bernoulli beams by using factorization and Lie symmetry techniques. The canonical Euler-Bernoulli beam operator is factorized as the product of a second-order linear differential operator and its adjoint. The factors are then reversed to obtain iso-spectral beams. The factorization is possible provided the coefficients of the factors satisfy a system of non-linear o...

Here ordinary differential equations of third and higher order are considered; in particular, a class of equations which can be solved by quadratures is exploited. Indeed, crucial to obtain our result is the property of the Riccati equation, according to which, given one particular solution, then its general solution can be determined explicitly. Thus, what we term the “Riccati” Property is int...

In this paper an exponentially fitted finite difference method is presented for solving singularly perturbed two-point boundary value problems with the boundary layer. A fitting factor is introduced and the model equation is discretized by a finite difference scheme on an uniform mesh. Thomas algorithm is used to solve the tri-diagonal system. The stability of the algorithm is investigated. It ...

Using geometric methods for linearizing systems of second order cubically semi-linear ordinary differential equations, we extend to the third order by differentiating the second order equation. This yields criteria for linearizability of a class of third order semi-linear ordinary differential equations, which is distinct from the classes available in the literature. Some examples are given and...

Given a linear functional system (e.g., an ordinary/partial differential system), Serre’s reduction aims at finding an equivalent linear functional system which contains fewer equations and fewer unknowns. The purpose of this paper is to study Serre’s reduction of underdetermined linear systems of partial differential equations with analytic coefficients whose formal adjoints are holonomic in t...

logR. We regularize the stochastic differential equations by associating with them approximating ordinary differential equations obtained by discretization of the increments of the Wiener process on small intervals. By showing that the flow associated with a regularized equation converges uniformly to the solution of the stochastic differential equation, we simultaneously establish the existenc...