Results 21 to 30 of about 11,566 (259)
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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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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Study of Pricing of High-Dimensional Financial Derivatives Based on Deep Learning
Mathematics, 2023 Many problems in the fields of finance and actuarial science can be transformed into the problem of solving backward stochastic differential equations (BSDE) and partial differential equations (PDEs) with jumps, which are often difficult to solve in high-
Xiangdong Liu, Yu Gu
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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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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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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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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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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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Controllability of semilinear stochastic delay evolution equations in Hilbert spaces
International Journal of Mathematics and Mathematical Sciences, 2002 The controllability of semilinear stochastic delay evolution equations is studied by using a stochastic version of the well-known Banach fixed point theorem and semigroup theory. An application to stochastic partial differential equations is given.
P. Balasubramaniam, J. P. Dauer
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Pseudo-Likelihood Estimation for Parameters of Stochastic Time-Fractional Diffusion Equations
Fractal and Fractional, 2021 Although stochastic fractional partial differential equations have received increasing attention in the last decade, the parameter estimation of these equations has been seldom reported in literature.
Guofei Pang, Wanrong Cao
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