Results 11 to 20 of about 88,331 (317)
Stability Analysis for a Class of Stochastic Differential Equations with Impulses
Mathematics, 2023 This paper is concerned with the problem of asymptotic stability for a class of stochastic differential equations with impulsive effects. A sufficient criterion on asymptotic stability is derived for such impulsive stochastic differential equations via ...
Mingli Xia +3 more
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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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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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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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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 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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Stochastic equations and cities
Reports on Progress in Physics, 2023 Abstract Stochastic equations constitute a major ingredient in many branches of science, from physics to biology and engineering. Not surprisingly, they appear in many quantitative studies of complex systems. In particular, this type of equation is useful for understanding the dynamics of urban population.
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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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