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相关论文: Favard separation method for almost periodic stoch…

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The aim of this paper is to study the remotely almost periodic motions of dynamical systems and solutions of nonlinear differential equations. We establish some properties of remotely almost periodic motions and generalize the well known…

动力系统 · 数学 2026-03-31 David Cheban

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

数值分析 · 数学 2017-12-27 Iqra Javed , Ashfaq Ahmad , Muzammil Hussain , S. Iqbal

In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…

动力系统 · 数学 2016-09-20 Yong Li , Zhenxin Liu , Wenhe Wang

We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a sense related to random dynamical systems. This type of…

概率论 · 数学 2025-02-25 Nicolas Marie , Paul Raynaud de Fitte

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

数值分析 · 数学 2016-11-24 Guang-an Zou , Bo Wang

The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian…

统计力学 · 物理学 2014-10-08 Maciej Janowicz , Filip Krzyżewski , Joanna Kaleta , Marian Rusek , Arkadiusz Orłowski

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

数值分析 · 数学 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

We propose some multigrid methods for solving the algebraic systems resulting from finite element approximations of space fractional partial differential equations (SFPDEs). It is shown that our multigrid methods are optimal, which means…

数值分析 · 数学 2018-07-27 Yingjun Jiang , Xuejun Xu

In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.

概率论 · 数学 2011-06-07 Penghui Wang , Xu Zhang

A fractional Adomian decomposition method for fractional nonlinear differential equations is proposed. The iteration procedure is based on Jumarie's fractional derivative. An example is given to elucidate the solution procedure, and the…

数学物理 · 物理学 2013-04-25 Guo-cheng Wu , Ji-Huan He

Computational methods for fractional differential equations exhibit essential instability. Even a minor modification of the coefficients or other entry data may switch good results to the divergent. The goal of this paper is to suggest the…

数值分析 · 数学 2021-12-20 P. B. Dubovski , J. A. Slepoi

The aim of this paper is to study the problem of existence of remotely almost periodic solutions for the scalar differential equation $x'=f(t,x),$ where $f:\mathbb R\times \mathbb R\to \mathbb R$ is a continuous, monotone in $x$ and…

动力系统 · 数学 2025-10-02 David Cheban

The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…

统计力学 · 物理学 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

数值分析 · 数学 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…

数值分析 · 数学 2022-01-07 Zhaoyang Wang , Ping Lin

We prove that the linear stochastic equation $dx(t)=(A(t)x(t)+f(t))dt+g(t)dW(t)$ with linear operator $A(t)$ generating a continuous linear cocycle $\varphi$ and Bohr/Levitan almost periodic or almost automorphic coefficients…

动力系统 · 数学 2017-07-28 David Cheban

We propose conformable Adomian decomposition method (CADM) for fractional partial differential equations (FPDEs). This method is a new Adomian decomposition method (ADM) based on conformable derivative operator (CDO) to solve FPDEs. At the…

综合数学 · 数学 2017-04-11 Omer Acan , Dumitru Baleanu

The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established…

动力系统 · 数学 2010-01-19 Miaomiao Fu , Zhenxin Liu

The application of the approximation-operational approach to solving linear differential equations of fractional order with variable coefficients is considered. It is shown that the method can also be applied to solving differential…

动力系统 · 数学 2020-06-04 Oleksii V. Vasyliev

The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…

数学物理 · 物理学 2020-01-07 Andrei D. Polyanin
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