Results 1 to 10 of about 33 (33)
Random attractors for stochastic plate equations with memory in unbounded domains
Open Mathematics, 2021 In this paper, we investigate the dynamics of stochastic plate equations with memory in unbounded domains. More specifically, we obtain the uniform time estimates for solutions of the problem.
Yao Xiao Bin
doaj +1 more source
Construction of special soliton solutions to the stochastic Riccati equation
Open Mathematics, 2022 A scheme for the analytical stochastization of ordinary differential equations (ODEs) is presented in this article. Using Itô calculus, an ODE is transformed into a stochastic differential equation (SDE) in such a way that the analytical solutions of the
Navickas Zenonas +4 more
doaj +1 more source
Construction of analytical solutions to systems of two stochastic differential equations
Open Mathematics, 2023 A scheme for the stochastization of systems of ordinary differential equations (ODEs) based on Itô calculus is presented in this article. Using the presented techniques, a system of stochastic differential equations (SDEs) can be constructed in such a ...
Navickas Zenonas +4 more
doaj +1 more source
Nonautonomous Dynamical Systems, 2020 In this article, we are concerned with the neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process.
Kasinathan Ravikumar +3 more
doaj +1 more source
HALF-SPACE MACDONALD PROCESSES
Forum of Mathematics, Pi, 2020 Macdonald processes are measures on sequences of integer partitions built using the Cauchy summation identity for Macdonald symmetric functions. These measures are a useful tool to uncover the integrability of many probabilistic systems, including the ...
GUILLAUME BARRAQUAND +2 more
doaj +1 more source
Ingeniería y Ciencia, 2015 A numerical method to solve a general random linear parabolic equation where the diffusion coefficient, source term, boundary and initial conditions include uncertainty, is developed.
Gilberto González Parra +2 more
doaj +1 more source
International Journal of Stochastic Analysis, Volume 7, Issue 1, Page 25-31, 1994., 1994 Using connection between stochastic differential equation with Poisson measure term and its Kolmogorov′s equation, we investigate the limiting behavior of the Cauchy problem solution of the integro differential equation with coefficients depending on a small parameter. We also study the dependence of the limiting equation on the order of the parameter.
O. V. Borisenko +2 more
wiley +1 more source
A CLASS OF GROWTH MODELS RESCALING TO KPZ
Forum of Mathematics, Pi, 2018 We consider a large class of $1+1$-dimensional continuous interface growth models and we show that, in both the weakly asymmetric and the intermediate disorder regimes, these models converge to Hopf–Cole solutions to the KPZ equation.
MARTIN HAIRER, JEREMY QUASTEL
doaj +1 more source
Generalized random processes and Cauchy′s problem for some partial differential systems
International Journal of Mathematics and Mathematical Sciences, Volume 3, Issue 3, Page 549-558, 1980., 1979 In this paper we consider a parabolic partial differential system of the form DtHt = L(t, x, D)Ht. The generalized stochastic solutions Ht, corresponding to the generalized stochastic initial conditions H0 are given. Some properties concerning these generalized stochastic solutions are also obtained.
Mahmoud M. El-Borai
wiley +1 more source
HIGH ORDER PARACONTROLLED CALCULUS
Forum of Mathematics, Sigma, 2019 We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm a whole class of singular partial differential equations with the same efficiency as regularity structures.
ISMAËL BAILLEUL, FRÉDÉRIC BERNICOT
doaj +1 more source