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Stochastic modelling of viral infection spread via a Partial Integro-Differential Equation [PDF]
Infectious Disease ModellingIn the present article we propose a Partial Integro-Differential Equation (PIDE) model to approximate a stochastic SIS compartmental model for viral infection spread.
Manuel Pájaro +2 more
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Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
Nonlinear Analysis, 2021 The Kuramoto–Sivashinsky equation is a nonlinear parabolic partial differential equation, which describes the instability and turbulence of waves in chemical reactions and laminar flames. The aim of this work is to prove the large deviation principle for
Gregory Amali Paul Rose +2 more
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On Some Results of the Nonuniqueness of Solutions Obtained by the Feynman–Kac Formula
Mathematics, 2023 The Feynman–Kac formula establishes a link between parabolic partial differential equations and stochastic processes in the context of the Schrödinger equation in quantum mechanics.
Byoung Seon Choi, Moo Young Choi
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Complexity, 2023 In this article, we consider the Nash equilibrium of stochastic differential game where the state process is governed by a controlled stochastic partial differential equation and the information available to the controllers is possibly less than the ...
Gaofeng Zong
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The Wick-type explicit solutions of the nonlinear stochastic Wick-type fractional Gardner equation
Results in Physics, 2021 In this article, we consider the nonlinear stochastic Wick-type fractional Gardner equation and the generalized fractional Gardner equation with coefficient variables.
Jin Hyuk Choi, Hyunsoo Kim
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Dynamic Behavior of a Stochastic Amensalism Population Model
Journal of Harbin University of Science and Technology, 2022 Aiming at the problem of biased symbiosis dynamics affected by environmental factors, according to the theory of stochastic differential equation, the stochastic biased symbiosis dynamics model is established by introducing white noise, and the dynamic ...
AI Xiao-hui, DENG Wen-bo, LI Peng-zhe
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Using Nonlinear Diffusion Model to Identify Music Signals
Advances in Mathematical Physics, 2021 In this paper, combined with the partial differential equation music signal smoothing model, a new music signal recognition model is proposed. Experimental results show that this model has the advantages of the above two models at the same time, which ...
Qiang Li
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AIMS Mathematics, 2019 The one dimension Legendre Wavelet is a numerical method to solve one dimension equation. In this paper Black-Scholes equation (B-S), that has applied via single asset American option and Heston Cox- Ingersoll- Ross equation (HCIR), as partial ...
Jafar Biazar, Fereshteh Goldoust
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Partial Differential Equations in Applied Mathematics, 2022 Backward stochastic differential equation solver was first introduced by Han et al in 2017. A semilinear parabolic partial differential equation is converted into a stochastic differential equation, and then solved by the backward stochastic differential
Evan Davis +4 more
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Probabilistic Representations of Solutions of the Forward Equations [PDF]
, 2007 In this paper we prove a stochastic representation for solutions of the evolution equation $ \partial_t \psi_t = {1/2}L^*\psi_t $ where $ L^* $ is the formal adjoint of an elliptic second order differential operator with smooth coefficients corresponding
Rajeev, B., Thangavelu, S.
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