[PDF] Top 20 Wiener chaos expansion and numerical solutions of stochastic partial differential equations

... a numerical method based on Wiener chaos expansions for solving SPDEs driving by Brownian motion ...explicit Wiener chaos propagators for a wide range of SPDEs arising in fluid ...the ... See full document

... solving stochastic differential equations driven by Wiener process by using an accelerated genetic ...these solutions obtained by our method. Finally, we established the ... See full document

... the stochastic basis to change in time. From the numerical implementation view point, with the introduction of multiple spatial modes and stochastic modes and spatial and temporal discretiza- tion ... See full document

... tic Partial Differential Equations (SPDEs) in one space dimension based on the finite difference approxima- ...one Wiener increment per step irrespective of the number of ... See full document

... differential equations (NFDEs) are a class of differential equations, in which the state not only depends on the past and the current values, but also involves the derivatives with delays ...and ... See full document

... differential equations (SDEs), namely the Euler-Maruyama (EM) and Milstein ...to numerical solution using Monte Carlo simulation for each ...the numerical methods, approximation solutions are ... See full document

... the stochastic integral with respect to a cylindrical Wiener ...specific stochastic PDEs. The existence of solutions to stochastic PDEs with locally monotone coefficients is the ... See full document

... the numerical solutions of coupled partial differential governing equations for unsteady hydromagnetic free convection Casson fluid slip flow past a vertically inclined porous plate in ... See full document

... This paper is devoted to the evolution, progress, types and spline solutions of differential equations. There is now considerable evidence that in many circumstances a spline function is a more ... See full document

... Solutions of nonlinear stochastic differential equations in series form.. can be put into convenient symmetrized forms which are easily calculable..[r] ... See full document

... particular, stochastic partial differential equations with finite or infinite delays seem very important as models of biological, chemical, physical and eco- nomical ...non-autonomous ... See full document

... solving differential equations with deviating argument and some others discussed the numerical treatment of delay differential equations ([14], [17], [18]) and second order Fredholm ... See full document

... Ensemble and temporal parameter estimators are developed for linear and nonlinear stochastic differential equations driven by both Wiener and Poisson processes. Linear moment recursion r[r] ... See full document

... wave solutions of two-component nonlinear partial differential equations (NLPDEs) is ...new solutions to the nonlinear Whitham- Broer-Kaup system ...The solutions obtained ... See full document

... fractional partial differential equation (FPDE) is a partial differential equation which involves frac- tional calculus ...the numerical solutions of Initial - Boundary value ... See full document

... arrive at our result. This observation is contained in the statement and proof of Proposition 2.2 below. A key step in our strategy is to use the fact that for each x, the stochastic term in (1.6) is a ... See full document

... In Section 2, a brief review of TFs is presented. In Section 3, stochastic operational matrices of TFs are derived. Section 4 is devoted to the formulation of nonlinear SDE. In Section 5 convergence analysis of ... See full document

... impulsive stochastic neutral partial differential equations with memory by establishing a new integral ...impulsive stochastic neutral ... See full document

... Taylor expansion algorithm is suggested and applied to several linear and nonlinear differential equations of interest in physics and engineering, and the results are compared with those obtained ... See full document

... investigated numerical solutions of generalized variable order fractional partial differential equations by using Bernstein ...Caputo differential derivative was ...algebraic ... See full document