Related papers: Homotopy analysis method for stochastic differenti…
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…
A recent characterisation of Fock-adapted contraction operator stochastic cocycles on a Hilbert space, in terms of their associated semigroups, yields a general principle for the construction of such cocycles by approximation of their…
We propose homotopy analysis method in combination with Galerkin projections to approximate the natural response of non-smooth oscillators with discontinuities of type Heaviside, signum, modulus etc. While constructing the homotopy, we…
We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main…
We study a nonlocal approximation of the Fokker-Planck equation in which we can estimate the speed of convergence to equilibrium in a way which does not degenerate as we approach the local limit of the equation. This uniform estimate cannot…
This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…
The Accardi-Boukas quantum Black-Scholes equation can be used as an alternative to the classical approach to finance, and has been found to have a number of useful benefits. The quantum Kolmogorov backward equations, and associated quantum…
This paper proposes a novel collocation-type numerical stochastic homogenization method for prototypical stochastic homogenization problems with random coefficient fields of small correlation lengths. The presented method is based on a…
Using the Hamilton-Jacobi method, we solve chemical Fokker-Planck equations within the Gaussian approximation and obtain a simple and compact formula for a conditional probability distribution. The formula holds in general transient…
Based the homogeneous balance method, a general method is suggested to obtain several kinds of exact solutions for some kinds of nonlinear equations. The validity and reliability of the method are tested by applying it to the Bousseneq…
Using standard calculus, explicit formulas for the one-dimensional continuous and discrete homotopy operators are derived. It is shown that these formulas are equivalent to those in terms of Euler operators obtained from the variational…
In this paper we discuss a recent application of a variational homotopy perturbation method to rather simple nonlinear oscillators . We show that the main equations are inconsistent and for that reason the results may be of scarce utility.
This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…
The Homotopy Perturbation Method (HPM) is used to solve the Burgers-Huxley non-linear differential equations. Three case study problems of Burgers-Huxley are solved using the HPM and the exact solutions are obtained. The rapid convergence…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
Solution of the Cox-Thompson inverse scattering problem at fixed energy [1,2,3] is reformulated resulting in semi-analytic equations. The new set of equations for the normalization constants and the nonphysical (shifted) angular momenta are…
This work is devoted to the study of the Fokker--Planck equation for a stochastic heat equation with an additive $Q$-Wiener noise and non-homogeneous boundary conditions. We explicitly construct the probability density function and…
We consider polynomial systems of Prony type, appearing in many areas of mathematics. Their robust numerical solution is considered to be difficult, especially in "near-colliding" situations. We consider a case when the structure of the…
This paper studies computational methods for quasi-stationary distributions (QSDs). We first proposed a data-driven solver that solves Fokker-Planck equations for QSDs. Similar as the case of Fokker-Planck equations for invariant…
Homotopy optimization is a traditional method to deal with a complicated optimization problem by solving a sequence of easy-to-hard surrogate subproblems. However, this method can be very sensitive to the continuation schedule design and…