A novel collocation method based on residual error analysis for solving integro-differential equations using hybrid Dickson and Taylor polynomials

In this study, a novel matrix method based on collocation points is proposed to solve some linear and nonlinear integro-differential equations with variable coefficients under the mixed conditions. The solutions are obtained by means of Dickson and Taylor polynomials. The presented method transforms the equation and its conditions into matrix equations which comply with a system of linear algebraic equations with unknown Dickson coefficients, via collocation points in a finite interval. While solving the matrix equation, the Dickson coefficients and the polynomial approximation are obtained. Besides, the residual error analysis for our method is presented and illustrative examples are given to demonstrate the validity and applicability of the method

Solutions modulo pp of Gauss-Manin differential equations for multidimensional hypergeometric integrals and associated Bethe ansatz

We consider the Gauss-Manin differential equations for hypergeometric integrals associated with a family of weighted arrangements of hyperplanes moving parallelly to themselves. We reduce these equations modulo a prime integer $p$ and construct polynomial solutions of the new differential equations as $p$-analogs of the initial hypergeometric integrals. In some cases we interpret the $p$-analogs of the hypergeometric integrals as sums over points of hypersurfaces defined over the finite field $F_p$. That interpretation is similar to the interpretation by Yu.I. Manin in [Ma] of the number of point on an elliptic curve depending on a parameter as a solution of a classical hypergeometric differential equation. We discuss the associated Bethe ansatz.Comment: Latex, 19 pages, v2: misprints correcte

Status of the differential transformation method

Further to a recent controversy on whether the differential transformation method (DTM) for solving a differential equation is purely and solely the traditional Taylor series method, it is emphasized that the DTM is currently used, often only, as a technique for (analytically) calculating the power series of the solution (in terms of the initial value parameters). Sometimes, a piecewise analytic continuation process is implemented either in a numerical routine (e.g., within a shooting method) or in a semi-analytical procedure (e.g., to solve a boundary value problem). Emphasized also is the fact that, at the time of its invention, the currently-used basic ingredients of the DTM (that transform a differential equation into a difference equation of same order that is iteratively solvable) were already known for a long time by the "traditional"-Taylor-method users (notably in the elaboration of software packages --numerical routines-- for automatically solving ordinary differential equations). At now, the defenders of the DTM still ignore the, though much better developed, studies of the "traditional"-Taylor-method users who, in turn, seem to ignore similarly the existence of the DTM. The DTM has been given an apparent strong formalization (set on the same footing as the Fourier, Laplace or Mellin transformations). Though often used trivially, it is easily attainable and easily adaptable to different kinds of differentiation procedures. That has made it very attractive. Hence applications to various problems of the Taylor method, and more generally of the power series method (including noninteger powers) has been sketched. It seems that its potential has not been exploited as it could be. After a discussion on the reasons of the "misunderstandings" which have caused the controversy, the preceding topics are concretely illustrated.Comment: To appear in Applied Mathematics and Computation, 29 pages, references and further considerations adde

Taylor expansions and Castell estimates for solutions of stochastic differential equations driven by rough paths

We study the Taylor expansion for the solutions of differential equations driven by $p$-rough paths with $p>2$. We prove a general theorem concerning the convergence of the Taylor expansion on a nonempty interval provided that the vector fields are analytic on a ball centered at the initial point. We also derive criteria that enable us to study the rate of convergence of the Taylor expansion. Finally and this is also the main and the most original part of this paper, we prove Castell expansions and tail estimates with exponential decays for the remainder terms of the solutions of the stochastic differential equations driven by continuous centered Gaussian process with finite $2D~\rho-$variation and fractional Brownian motion with Hurst parameter $H>1/4$.Comment: Final version for publis