Solving a non-linear stochastic pseudo-differential equation of Burgers type

Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreo...

numerical solution of heun equation via linear stochastic differential equation

in this paper, we intend to solve special kind of ordinary differential equations which is called heun equations, by converting to a corresponding stochastic differential equation(s.d.e.). so, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this s.d.e. is solved by numerically methods. mo...

Multidimensional Stochastic Burgers Equation

We consider multidimensional stochastic Burgers equation on the torus T and the whole space R . In both cases we show that for positive viscosity ν > 0 there exists a unique strong global solution in L for p > d. In the case of torus we also establish a uniform in ν a priori estimate and consider a limit ν ↘ 0 for potential solutions. In the case of R uniform with respect to ν a priori estimate...

Differential Transform Method to two-dimensional non-linear wave equation

In this paper, an analytic solution is presented using differential transform method (DTM) for a class of wave equation. The emphasis is on the nonlinear two-dimensional wave equation. The procedures introduced in this paper are in recursive forms which can be used to obtain the closed form of the solutions, if they are required. The method is tested on various examples, and the results reveal ...

Iterative methods for solving non linear Fokker-Planck equation