Results 51 to 60 of about 58,739 (167)

Maple for Stochastic Differential Equations [PDF]

, 2001
This paper introduces the MAPLE software package stochastic consisting of MAPLE routines for stochastic calculus and stochastic differential equations and for constructing basic numerical methods for specific stochastic differential equations, with simple examples illustrating the use of the routines.
Grüne, Lars, Kloeden, Peter E., Cyganowski, Sasha   +2 more
openaire   +2 more sources

On the Construction of Some Fractional Stochastic Gompertz Models

Mathematics, 2020
The aim of this paper is the construction of stochastic versions for some fractional Gompertz curves. To do this, we first study a class of linear fractional-integral stochastic equations, proving existence and uniqueness of a Gaussian solution.
Giacomo Ascione, Enrica Pirozzi
doaj   +1 more source

Numerical Approximation of Higher-Order Solutions of the Quadratic Nonlinear Stochastic Oscillatory Equation Using WHEP Technique

Journal of Applied Mathematics, 2013
This paper introduces higher-order solutions of the stochastic nonlinear differential equations with the Wiener-Hermite expansion and perturbation (WHEP) technique.
Mohamed A. El-Beltagy, Amnah S. Al-Johani   +1 more
doaj   +1 more source

Stability of numerical method for semi-linear stochastic pantograph differential equations

Journal of Inequalities and Applications, 2016
As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics.
Yu Zhang, Longsuo Li
doaj   +1 more source

Stochastic Finite Element Technique for Stochastic One-Dimension Time-Dependent Differential Equations with Random Coefficients

Differential Equations and Nonlinear Mechanics, 2007
The stochastic finite element method (SFEM) is employed for solving stochastic one-dimension time-dependent differential equations with random coefficients. SFEM is used to have a fixed form of linear algebraic equations for polynomial chaos coefficients
M. M. Saleh, I. L. El-Kalla, M. M. Ehab
doaj   +1 more source

Stochastic calculation of curves dynamics of enterprise

Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2020
The article proposes mathematical models of the stochastic dynamics of the single-factor manufacturing enterprises development through internal and external investments.
Aleksandr Leonidovich Saraev, Leonid Alexandrovich Saraev   +1 more
doaj   +1 more source

The stochastic logarithmic Schrödinger equation

Journal de Mathématiques Pures et Appliquées, 2017
In this paper we prove global existence and uniqueness of solutions to the stochastic logarithmic Schr dinger equation with linear multiplicative noise. Our approach is mainly based on the rescaling approach and the method of maximal monotone operators.
Barbu, Viorel, Röckner, Michael, Zhang, Deng   +2 more
openaire   +2 more sources

Stochastic Volterra integral equations with a parameter

Advances in Difference Equations, 2017
In this paper, we study the properties of continuity and differentiability of solutions to stochastic Volterra integral equations and backward stochastic Volterra integral equations depending on a parameter.
Yanqing Wang
doaj   +1 more source

The Implicit Euler Scheme for FSDEs with Stochastic Forcing: Existence and Uniqueness of the Solution

Mathematics
In this paper, we focus on fractional stochastic differential equations (FSDEs) with a stochastic forcing term, i.e., to FSDE, we add a stochastic forcing term.
Kęstutis Kubilius
doaj   +1 more source

Symmetrized solutions for nonlinear stochastic differential equations

International Journal of Mathematics and Mathematical Sciences, 1981
Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly+ym=x where ...
G. Adomian, L. H. Sibul
doaj   +1 more source