JSTOR Daily

On the Complete Integrability and Linearization of Nonlinear Ordinary Differential Equations. II. Third-Order Equations

We introduce a method for finding general solutions of third-order nonlinear differential equations by extending the modified Prelle-Singer method. We describe a procedure to deduce all the integrals ...
JSTOR Daily

On the Synthesis of a Class of Second Order Nonlinear Differential Equations

SIAM Journal on Applied Mathematics, Vol. 17, No. 3 (May, 1969), pp. 511-515 (5 pages) In this paper, a method of synthesizing the governing differential equations of nonlinear second order systems, ...
Risk

A new nonlinear partial differential equation in finance and a method of its solution

We consider a specific type of nonlinear partial differential equation (PDE) that appears in mathematical finance as the result of solving some optimization problems. We review some examples of such ...
Massey University

Differential Equations II

An advanced course in the analytical and numerical study of ordinary and partial differential equations, building on techniques developed in Differential Equations I. Ordinary differential equations: ...