An Efficient Solution for Stochastic Fractional Partial Differential Equations with Additive Noise by a Meshless Method
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Applied and Computational Mathematics"
DOI: 10.1007/s40819-017-0455-9
Abstract: With respect to wide range of applications of stochstic partial differential equation (SPDE) and high ability of meshless methods to solve complicated problems, in this paper, an efficient numerical method for the time fractional SPDE,… read more here.
Keywords: solution stochastic; partial differential; efficient solution; method ... See more keywords
Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion
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DOI: 10.1080/00036811.2017.1350848
Abstract: Abstract In this paper, we give four results of asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion, which have different convergence rates under different assumptions. One of them can be… read more here.
Keywords: asymptotic estimates; solution stochastic; stochastic differential; estimates solution ... See more keywords
Numerical solution of stochastic ordinary differential equations using HAAR wavelet collocation method
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DOI: 10.1080/09720502.2021.1874085
Abstract: Abstract In the present investigation, we developed an efficient method for numerical solution of stochastic ordinary differential equations (SODE) using Haar wavelets. First, we are analyzing the properties of SODE and Haar wavelets. Next, in… read more here.
Keywords: numerical solution; stochastic ordinary; solution; ordinary differential ... See more keywords
Numerical solution for stochastic heat equation with Neumann boundary conditions
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DOI: 10.2298/tsci23s1057r
Abstract: In this article, we propose a new technique based on 2-D shifted Legendre poly?nomials through the operational matrix integration method to find the numeri?cal solution of the stochastic heat equation with Neumann boundary conditions. For… read more here.
Keywords: neumann boundary; solution stochastic; equation neumann; boundary conditions ... See more keywords
Existence and Uniqueness of the Local Smooth Solution to 3D Stochastic MHD Equations without Diffusion
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DOI: 10.3390/e22010042
Abstract: In this paper, we consider the existence of local smooth solution to stochastic magneto-hydrodynamic equations without diffusion forced by additive noise in R3. We first transform the system into a random system via a simple… read more here.
Keywords: solution stochastic; without diffusion; equations without; local smooth ... See more keywords