We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fra...

The convergence of discrete approximations of generalized reflected backward stochastic differential equations with random terminal time in a general convex domain is studied. Applications to investigation obstacle elliptic problem with Neumann boundary condition for partial differential equations are given.

Due to the success of dierential and linear attacks on a large number of encryption algorithms, it is important t o investigate relationships among the various cryptographic, including dierential and linear, characteristics of an S-box (substitution box). After discussing a precise relationship among three tables, namely the dierence, auto-correlation and correlation immunity distribution table...

There are presented two applications of pseudo-analysis in the theory of random sets and nonlinear partial differential equations.

In this paper, the (m+1)-step Adams-Bashforth, Adams-Moulton, and Predictor-Correctormethods are used to solve rst-order linear fuzzy ordinary dierential equations. The conceptsof fuzzy interpolation and generalised strongly dierentiability are used, to obtaingeneral algorithms. Each of these algorithms has advantages over current methods. Moreover,for each algorithm a convergence formula can b...

Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters

In this paper, we study forward-backward doubly stochastic differential equations driven by Brownian motions and Poisson process (FBDSDEP in short). Both the probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential-integral equations (SPDIEs in short) and stochastic Hamiltonian systems arising in stochastic optimal control problems with random jum...

in this paper, we investigate some problems which can be reduced to the goursat problem for afourth order equation. some results and theorems are given concerning the existence and uniqence for thesolution of the suggested problem.

This paper is concerned with linear uniformly elliptic and par abolic partial di erential equations in divergence form It is assumed that the coe cients of the equations are random variables constant in time The Green s functions for the equations are then random variables Regularity properties for expectation values of Green s functions are obtained In par ticular it is shown that the expectat...

[UW] T. Umeda and M. Wakayama, Another look at the dierential operators on quantum matrix spaces and its applications, in preparation.