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On the Complete Integrability and Linearization of Nonlinear Ordinary Differential Equations. V. Linearization of Coupled Second-Order Equations

Linearization of coupled second-order nonlinear ordinary differential equations (SNODEs) is one of the open and challenging problems in the theory of differential equations. In this paper, we describe ...
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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, ...
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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 ...