Results 31 to 40 of about 351,513 (382)
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Using generalized stochastic method to evaluate probability of conflict in controlled air traffic
Aviation, 2007 The introduction of the new concepts of air traffic management (ATM) and transition from centralized to decentralized air traffic control (ATC) with the change of traditional ATM to Cooperative ATM sets new tasks and opens new capabilities for air ...
Vitaly Babak +2 more
doaj +1 more source
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
doaj +1 more source
Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
, 2013 In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on a penalization
Bahlali, Khaled +2 more
core +3 more sources
Backward doubly stochastic differential equations with jumps and stochastic partial differential-integral equations [PDF]
Chinese Annals of Mathematics, Series B, 2012 19 ...
Zhu, Qingfeng, Shi, Yufeng
openaire +2 more sources
Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2018 This paper considers the asymptotic behavior of the strong solution of the linear partial stochastic differential Ito–Skorokhod equation in the corresponding space with random parameters.
Volodymyr K. Yasynskyy +1 more
doaj +1 more source
Solving linear parabolic rough partial differential equations [PDF]
, 2018 We study linear rough partial differential equations in the setting of [Friz and Hairer, Springer, 2014, Chapter 12]. More precisely, we consider a linear parabolic partial differential equation driven by a deterministic rough path $\mathbf{W}$ of H ...
Bayer, Christian +4 more
core +3 more sources
Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility
Journal of Applied Mathematics, 2014 Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity ...
Min-Ku Lee +2 more
doaj +1 more source