Results 61 to 70 of about 58,739 (167)

Stochastic amplitude equation for the stochastic generalized Swift–Hohenberg equation

Journal of the Egyptian Mathematical Society, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stochastic Homogenization of Reflected Stochastic Differential Equations

Electronic Journal of Probability, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Convergence Rate of Numerical Solutions for Nonlinear Stochastic Pantograph Equations with Markovian Switching and Jumps

Abstract and Applied Analysis, 2013
The sufficient conditions of existence and uniqueness of the solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps are given.
Zhenyu Lu, Tingya Yang, Yanhan Hu, Junhao Hu   +3 more
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Backward-Forward Stochastic Differential Equations

The Annals of Applied Probability, 1993
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Stochastic parareal algorithm for stochastic differential equations

Numerical Algorithms
This paper analyzes the SParareal algorithm for stochastic differential equations (SDEs). Compared to the classical Parareal algorithm, the SParareal algorithm accelerates convergence by introducing stochastic perturbations, achieving linear convergence over unbounded time intervals.
Wang, Huanxin, Lyu, Junhan, Peng, Zicheng, Li, Min   +3 more
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Galerkin Spectral Method of Stochastic Partial Differential Equations Driven by Multivariate Poisson Measure

Journal of Mathematics
A considerable body of prior research has been dedicated to devising efficient and high-order numerical methods for solving stochastic partial differential equations (SPDEs) driven by discrete or continuous random variables. The majority of these efforts
Hongling Xie
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Analytical investigation of space–time shifted nonlocal stochastic Sasa–Satsuma equation using the enhanced modified extended tanh-expansion method for stochastic solitary waves Solutions

Results in Physics
In this paper, discover exact solutions of the space–time shifted nonlocal stochastic Sasa–Satsuma equations using the enhanced modified extended tanh-expansion method.
Zuha Manzoor, Farrah Ashraf, Muhammad Sajid Iqbal, Ali Akgül, Md Yushalify Misro   +4 more
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Density estimation for time-dependent PDE with random input by a Legendre-based multi-element probabilistic collocation method

AIP Advances
This paper proposed a Legendre-based multi-element probabilistic collocation method for time-dependent stochastic differential equations, used for density estimation of unknown functions.
Hongling Xie
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MATLAB SIMULATIONS OF THE SOLUTION OF A LINEAR QUADRATIC CONTROL PROBLEM FOR A CLASS OF STOCHASTIC FRACTIONAL SYSTEMS WITH MARKOVIAN JUMPS [PDF]

Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie, 2019
In this paper we apply the results in [7] concerning a finite-horizon, linear, quadratic optimal control problem for class of fractional order systems (FOS) with Markovian jumps to simulate the behaviour of the state variable of the system under the ...
Iuliana Carmen Bărbăcioru , Viorica Mariela Ungureanu   +1 more
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Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

Journal of Functional Analysis, 2010
65Pages
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