Does the form 'penser + noun' exist?

Question

Or there must be a preposition in between noun and 'penser', which means only either 'penser à + noun' or 'penser de + noun' ?
If 'penser+noun' exist, how to differentiate 'penser+noun' and 'penser à + noun'? 
Let's say I have a Mathematic problem and I am thinking/reflecting on it, hoping to come out with a solution. It should be 'penser' the mathematic problem or 'penser à' the mathematic problem?
If I finally think of the solution, is it correct to use 'penser à' the solution?
Thank you

Accepted Answer

Hi Joan,
the verb penser always takes either à or de, never just a noun.
Je pense à Anne. -- I think of Anne.À quoi tu penses? -- What are you thinking of?This means thinking about something.
Qu'est-ce que tu pense de ce problème? -- What do you think of this problem?This is in the sense of having an opinion about something.
-- Chris (not a native speaker).