Results 21 to 30 of about 351,513 (382)
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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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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Stochastic De Giorgi Iteration and Regularity of Stochastic Partial Differential Equation [PDF]
, 2013 Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely H\"older continuous in both space
Elton P. Hsu, Yu Wang, Zhenan Wang
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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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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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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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Fuzzy-Stochastic Partial Differential Equations [PDF]
SIAM/ASA Journal on Uncertainty Quantification, 2019 31 ...
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Linearly Solvable Stochastic Control Lyapunov Functions [PDF]
, 2016 This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial differential ...
Burdick, Joel W. +2 more
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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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On the series solution of the stochastic Newell Whitehead Segel equation
AIMS Mathematics, 2023 The purpose of this paper is to present a two-step approach for finding the series solution of the stochastic Newell-Whitehead-Segel (NWS) equation. The proposed two-step approach starts with the use of the Wiener-Hermite expansion (WHE) technique, which
Javed Hussain
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