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Conservative Continuous-Stage Stochastic Runge–Kutta Methods for Stochastic Differential Equations
Fractal and Fractional, 2023 In this paper, we develop a new class of conservative continuous-stage stochastic Runge–Kutta methods for solving stochastic differential equations with a conserved quantity. The order conditions of the continuous-stage stochastic Runge–Kutta methods are
Xiuyan Li +3 more
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Representing a second-order Ito equation as an equation with a given force structure
Қарағанды университетінің хабаршысы. Математика сериясы, 2023 The problem of constructing equivalent equations with a given structure of forces by the given system of stochastic equations is considered. The equivalence of equations in the sense of almost surely is investigated.
M.I. Tleubergenov +2 more
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Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations
Results in Applied Mathematics, 2021 In this paper, we discuss the numerical solutions to index 1 stochastic differential algebraic equations. We introduce a new class of weak second-order stochastic Runge–Kutta methods for finding the numerical approximate solutions to multi-dimensional ...
Priya Nair, Anandaraman Rathinasamy
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Stochastic Schrödinger equations [PDF]
Journal of Physics A: Mathematical and General, 2004 A derivation of stochastic Schrodinger equations is given using quantum filtering theory. We study an open system in contact with its environment, the electromagnetic field. Continuous observation of the field yields information on the system: it is possible to keep track in real time of the best estimate of the system's quantum state given the ...
Bouten, L.M., Guta, M.I., Maassen, Hans
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Fractal and Fractional, 2022 This paper studies the influence of space-fractional and multiplicative noise on the exact solutions of the space-fractional stochastic dispersive modified Benjamin–Bona–Mahony equation, driven in Ito’s sense by a multiplicative Wiener process.
Adel Elmandouh, Emad Fadhal
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Stochastic Gauss equations [PDF]
Celestial Mechanics and Dynamical Astronomy, 2015 We derive the equations of celestial mechanics governing the variations of the orbital elements under a stochastic perturbation generalizing the classical Gauss equations. Explicit formulas are given for the semi-major axis, the eccentricity, the inclination, the longitude of the ascending node, the pericenter angle and the mean anomaly which are ...
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The stochastic Burgers Equation [PDF]
Communications in Mathematical Physics, 1994 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BERTINI L +2 more
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Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2008 Construction stochastic difference equations connecting results of supervision of instant values of dynamic processes described by special equation Ricatti, is considered.
A. S. Ovsienko +1 more
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Fluids, 2020 The determination of the flow regime of liquid and gas in power plants is the most important design task. Performing the calculations based on modern calculation methods requires a priori knowledge of the initial and boundary conditions, which ...
Artur V. Dmitrenko
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AIP Advances, 2023 Stochastic methods significantly solve stochastic differential equations such as stochastic equations with a delay, stochastic fractional and fractal equations, stochastic partial differential equations, and many more.
Wafa F. Alfwzan +5 more
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