Results 31 to 40 of about 208,713 (299)
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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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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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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On the spatial dynamics of the solution to the stochastic heat equation [PDF]
, 2013 We consider the solution of partial derivative(t)u = partial derivative(2)(x) u + partial derivative(x)partial derivative(t) B, (x, t) is an element of R x (0; infinity), subject to the initial condition u (x, 0) = 0; x is an element of R, where B is a ...
Assing, Sigurd, Bichard, James
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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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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
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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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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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Boundary Value Problems for Stochastic Differential Equations [PDF]
, 1968 A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed.
MacDowell, Thomas William
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