Results 21 to 30 of about 199,250 (207)
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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Abstract and Applied Analysis, 2014 Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before.
Qingfeng Zhu, Yufeng Shi
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Stochastic Discontinuous Galerkin Methods (SDGM) based on fluctuation-dissipation balance
Results in Applied Mathematics, 2019 We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM).
W. Pazner, N. Trask, P.J. Atzberger
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AIP Advances, 2023 Stochastic methods significantly solve stochastic differential equations such as stochastic equations with a delay, stochastic fractional and fractal equations, stochastic partial differential equations, and many more.
Wafa F. Alfwzan +5 more
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Global Existence for Stochastic Strongly Dissipative Zakharov Equations
Advances in Mathematical Physics, 2020 The stochastic strongly dissipative Zakharov equations with white noise are studied. On the basis of the time uniform a priori estimates, we prove the existence and uniqueness of solutions in energy spaces E1 and E2, by using the standard Galerkin ...
Xueqin Wang, Yadong Shang, Chunlin Lei
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Mathematics, 2022 This paper studies the leaderless consensus of the stochastic multi-agent systems based on partial differential equations–ordinary differential equations (PDE-ODEs).
Chuanhai Yang +5 more
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Renormalisation of Stochastic Partial Differential Equations
EMS Newsletter, 2020 Summary: We present the main ideas of the renormalisation of stochastic partial differential equations, as it appears in the theory of regularity structures. We informally discuss the regularisation of the noise, the transformation of the canonical model to the renormalised one, the space of the models and the underlying algebraic structure.
Bruned, Yvain +2 more
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Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps
Abstract and Applied Analysis, 2013 We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes.
Yan Li, Junhao Hu
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Pathwise mild solutions for quasilinear stochastic partial differential equations [PDF]
Journal of Differential Equations, 2018 Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed.
C. Kuehn, Alexandra Neamţu
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Journal of Applied Mathematics, 2013 We discuss the exponential stability in mean square of mild solution for neutral stochastic partial functional differential equations with impulses. By applying impulsive Gronwall-Bellman inequality, the stochastic analytic techniques, the fractional ...
Nan Ding
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