نتایج جستجو برای: nonlinear stochastic differential equation
تعداد نتایج: 761666 فیلتر نتایج به سال:
In this study, Homotopy analysis method is employed for nonlinear vibrational analysis of marine riser subjected to variable axial loads. Mid-plane stretching effect has been considered in the model. Galerkin's decomposition technique is used to convert the Partial differential equation of the motion to nonlinear ordinary differential equation. Homotopy analysis method (HAM) is applied to find ...
nowadays, atomic force microscope is considered as a useful tool in the determination of intermolecular forces and surface topography with the resolution of nanometers. in this kind of microscope, micro cantilever is considered as the heart of the microscope and is used as a measuring tool. this paper is aimed towards investigating the behavior of a piezoelectric micro cantilever with a triang...
In this paper, the fractional partial differential equations are defined by modified Riemann-Liouville fractional derivative. With the help of fractional derivative and fractional complex transform, these equations can be converted into the nonlinear ordinary differential equations. By using solitay wave ansatz method, we find exact analytical solutions of the space-time fractional Zakharov Kuz...
The present study is an attempt to find a solution for Volterra's Population Model by utilizing Spectral methods based on Rational Christov functions. Volterra's model is a nonlinear integro-differential equation. First, the Volterra's Population Model is converted to a nonlinear ordinary differential equation (ODE), then researchers solve this equation (ODE). The accuracy of method is tested i...
Poisson representation techniques provide a powerful method for mapping master equations for birth/death processes — found in many fields of physics, chemistry and biology — into more tractable stochastic differential equations. However, the usual expansion is not exact in the presence of boundary terms, which commonly occur when the differential equations are nonlinear. In this paper, a gauge ...
Poisson representation techniques provide a powerful method for mapping master equations for birth/death processes — found in many fields of physics, chemistry and biology — into more tractable stochastic differential equations. However, the usual expansion is not exact in the presence of boundary terms, which commonly occur when the differential equations are nonlinear. In this paper, a gauge ...
This paper presents a stochastic differential equation approach to multiphase flow, a typical example of which is flow in the unsaturated domain. Specifically, a two phase problem is studied which consists of a wetting phase and a nonwetting phase. The approach given results in a nonlinear stochastic differential equation describing the position of the non-wetting phase fluid particle. The nonl...
We consider a nonlinear controlled stochastic evolution equation in a Hilbert space, with a Wiener process affecting the control, assuming Lipschitz conditions on the coefficients. We take a cost functional quadratic in the control term, but otherwise with general coefficients that may even take infinite values. Under a mild finiteness condition, and after appropriate formulation, we prove exis...
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we establish necessary as well as sufficient conditions of optimality for two models. The first concerns the relaxed controls, who are measure-valued processes. The sec...
This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic parabolic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions and certain linear growth bounds. It is shown that the mild solution has the same optimal regularity properties as the stochastic convolution. The proof is eleme...
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