Results 11 to 20 of about 474 (215)
Fuzzy-Stochastic Partial Differential Equations [PDF]
SIAM/ASA Journal on Uncertainty Quantification, 2019 31 ...
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Communications in Contemporary Mathematics, 2005 We explore Itô stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients.
Bakhtin, Y, Mattingly, JC
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Approximations of stochastic partial differential equations
The Annals of Applied Probability, 2016 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.
Di Nunno, Giulia, Zhang, Tusheng
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A direct approach to linear-quadratic stochastic control [PDF]
Opuscula Mathematica, 2017 A direct approach is used to solve some linear-quadratic stochastic control problems for Brownian motion and other noise processes. This direct method does not require solving Hamilton-Jacobi-Bellman partial differential equations or backward stochastic ...
Tyrone E. Duncan, Bozenna Pasik-Duncan
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A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion
Journal of Applied Mathematics, 2013 This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC). The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In
O. H. Galal
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Stochastic solutions and singular partial differential equations
Communications in Nonlinear Science and Numerical Simulation, 2023 The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
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A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory
Journal of Algorithms & Computational Technology, 2009 Complex systems display variability over a broad range of spatial and temporal scales. Some scales are unresolved due to computational limitations. The impact of these unresolved scales on the resolved scales needs to be parameterized or taken into ...
Aijun Du, Jinqiao Duan
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Results in Physics, 2023 This article mainly studies the new traveling wave solutions of the stochastic modified Korteweg–de Vries equation with multiplicative noise. The traveling wave solutions in the form of hyperbolic function, trigonometric function, rational function and ...
Da Shi, Zhao Li, Tianyong Han
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Известия Иркутского государственного университета: Серия "Математика", 2021 The article considers second-order system of linear stochastic partial differential equations of hyperbolic type with Goursat boundary conditions. Earlier, in a number of papers, representations of the solution Goursat problem for linear stochastic ...
K.B. Mansimov, R.O. Mastaliyev
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Hölder estimates of mild solutions for nonlocal SPDEs
Advances in Difference Equations, 2019 We consider nonlocal PDEs driven by additive white noises on Rd ${\mathbb{R}}^{d}$. For Lq $L^{q}$ integrable coefficients, we derive the existence and uniqueness, as well as Hölder continuity, of mild solutions.
Rongrong Tian +3 more
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