Results 11 to 20 of about 355,119 (383)
A free stochastic partial differential equation [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2010 We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming also R^\omega\
Y. Dabrowski
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Approximations of Stochastic Partial Differential Equations [PDF]
The Annals of Applied Probability, 2014 In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed.
Giulia Di Nunno, Tusheng Zhang
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Stochastic partial differential equation models for spatially dependent predator-prey equations [PDF]
Discrete & Continuous Dynamical Systems - B, 2018 Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more versatile.
N. Nguyen, George Yin
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Multivariate type G Matérn stochastic partial differential equation random fields [PDF]
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2016 For many applications with multivariate data, random‐field models capturing departures from Gaussianity within realizations are appropriate. For this reason, we formulate a new class of multivariate non‐Gaussian models based on systems of stochastic ...
D. Bolin, J. Wallin
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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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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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Fuzzy-Stochastic Partial Differential Equations [PDF]
SIAM/ASA Journal on Uncertainty Quantification, 2019 31 ...
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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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Stochastic Partial Differential Equation SIS Epidemic Models: Modeling and Analysis
Communications on Stochastic Analysis, 2019 The study on epidemic models plays an important role in mathematical biology and mathematical epidemiology. There has been much effort devoted to epidemic models using ordinary differential equations (ODEs), partial differential equations (PDEs), and ...
N. Nguyen, G. Yin
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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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