Results 21 to 30 of about 2,505 (109)
Exact solutions of the stochastic new coupled Konno-Oono equation
Results in Physics, 2021 In this paper we consider the stochastic Konno-Oono equation, which is forced by multiplicative noise. In order to find exact solutions of stochastic nonlinear Konno-Oono equations, generalized G′G-expansion method are implemented.
Wael W. Mohammed +3 more
doaj +1 more source
A variational approach to dissipative SPDEs with singular drift [PDF]
, 2016 We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise.
Carlo Marinelli, Luca Scarpa
semanticscholar +1 more source
The exact solutions of the stochastic Ginzburg–Landau equation
Results in Physics, 2021 The main goal of this paper is to obtain the exact solutions of the stochastic real-valued Ginzburg–Landau equation, which is forced by multiplicative noise in the Itô sense.
Wael W. Mohammed +5 more
doaj +1 more source
Exact and Fast Numerical Algorithms for the Stochastic Wave Equation [PDF]
, 2003 On the basis of integral representations we propose fast numerical methods to solve the Cauchy problem for the stochastic wave equation without boundaries and with the Dirichlet boundary conditions.
Andreas Martin +6 more
core +3 more sources
Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½
Journal of Mathematical Inequalities, 2020 In this short note, we establish the dimensional-free Harnack inequality for stochastic heat equation with Dirichlet boundary condition: ⎪⎨ ⎪⎩ ∂ ∂ t u(t,x) = ∂ 2 ∂x2 u(t,x)+b(u(t,x))+Ẇ H (t,x), 0 < t T, 0 < x < 1, u(t,0) = u(t,1) = 0, 0 < t T, u(0,x) = f
Xiuwei Yin, Guangjun Shen, Zhenlong Gao
semanticscholar +1 more source
Advances in Differential Equations, 2014 Approximate controllability for impulsive neutral stochastic functionaldifferential equations with finite delay and fractional Brownian motion in aHilbert space are studied.
H. Ahmed
semanticscholar +1 more source
An Asymptotic Comparison of Two Time-homogeneous PAM Models [PDF]
, 2018 Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e ...
Kim, Hyun-Jung, Lototsky, Sergey V.
core +3 more sources
Observability Estimate and State Observation Problems for Stochastic Hyperbolic Equations [PDF]
, 2013 In this paper, we derive a boundary and an internal observability inequality for stochastic hyperbolic equations with nonsmooth lower order terms. The required inequalities are obtained by global Carleman estimate for stochastic hyperbolic equations.
Qi Lu
semanticscholar +1 more source
Gradient estimates for the fundamental solution of Lévy type operator
Advances in Nonlinear Analysis, 2020 We prove a gradient estimate and the Hölder continuity of the gradient for the fundamental solution of a class of α-stable type operators with α ∈ (0, 1), which improve known results in the literature where the condition α > 1/2 is commonly assumed.
Liu Wei, Song Renming, Xie Longjie
doaj +1 more source
International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 109-122, 2004., 2004 This paper is concerned with the study of the rate of convergence of the distribution of the maximum likelihood estimator of a parameter appearing linearly in the drift coefficients of two types of stochastic partial differential equations (SPDEs).
M. N. Mishra, B. L. S. Prakasa Rao
wiley +1 more source