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

In this article a new approach in solving time fractional partial differential equations is introduced, that is, the ARA-residual power series method. The main idea of this technique, depends on applying the ARA-transform and using Taylor's…

In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…

This paper proposes a novel Generalized Non-Standard Finite Difference (GNSFD) scheme for the numerical solution of a class of fractional partial differential equations (FrPDEs). The formulation of the method is grounded in optimization and…

A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

The method, proposed in the given work, allows the application of well developed standard methods used in quantum mechanics for approximate solution of the systems of ordinary linear differential equations with periodical coefficients.

Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…

In this paper, we present an averaging method for obtaining quasi-periodic response solutions in perturbed, real analytic, quasi-periodic systems with Diophantine frequency vectors. Under the assumptions that the averaged system possesses a…

We present a notion of almost periodicity wich can be applied to random dynamical systems as well as almost periodic stochastic differential equations in Hilbert spaces (abstract stochastic partial differential equations). This concept…

In this paper, we propose an RADI-type method for large-scale stochastic continuous-time algebraic Riccati equations with sparse and low-rank matrices. This new variant of RADI-type methods is developed by integrating the core concept of…

In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…

Uncertain fractional differential equation (UFDE) is a kind of differential equation about uncertain process. As an significant mathematical tool to describe the evolution process of dynamic system, UFDE is better than the ordinary…

This manuscript proposes a class of fractional stochastic integro-differential equation (FSIDE) with non-instantaneous impulses in an arbitrary separable Hilbert space. We use a projection scheme of increasing sequence of finite dimensional…

A novel method, connecting the space of solutions of a linear differential equation, of arbitrary order, to the space of monomials, is used for exploring the algebraic structure of the solution space. Apart from yielding new expressions for…

This work deals with the existence of an almost periodic solution for certain kind of differential equations with generalized piecewise constant argument, almost periodic coefficients which are seen as a perturbation of a linear equation of…

In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…

We present a variationally separable splitting technique for the generalized-$\alpha$ method for solving parabolic partial differential equations. We develop a technique for a tensor-product mesh which results in a solver with a linear cost…

In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform…

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

The aim of this paper is to propose a new method for numerical approximations of the solution of the linear stochastic partial differential equation arising in non-linear filtering problems: the Zaka\"i equation. The approximation scheme is…