We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes two stable one unstable equilibrium branches. Each of branches approaches once per period. prove that there exists critical noise intensity, depending forcing period minimal distance between branches, such probability s...

We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.

‎This paper develops iterative method described by [V‎. ‎Daftardar-Gejji‎, ‎H‎. ‎Jafari‎, ‎An iterative method for solving nonlinear functional equations‎, ‎J‎. ‎Math‎. ‎Anal‎. ‎Appl‎. ‎316 (2006) 753-763] to solve Ito stochastic differential equations‎. ‎The convergence of the method for Ito stochastic differential equations is assessed‎. ‎To verify efficiency of method‎, ‎some examples are ex...

Finding the location for plans like factories or warehousesfor any organization is an important and strategic decision. Costs oftransportation which are the main part of the price of the goods, is thefunction of the location of these projects. to find the optimum locationof these projects, there have been various methods proposed which areusually defined (not random). In reality and in dealing ...

In this paper we use a class of stochastic functional Kolmogorov-type model with jumps to describe the evolutions of population dynamics. By constructing a special Lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...

In real world scheduling applications, machines might not be available during certain time periods due to deterministic or stochastic causes. In this article, the machine scheduling with availability constraints for both deterministic and stochastic cases with different environments, constraints and performance measures will be discussed. The existing body of research work in the literature wil...

due to agriculture is a risky activity and risk models is important in order to analyze the behavior of farmers, hence, in this study, the factors affecting risk-taking and risk aversion is the region grape growers. data analysis was performed by using stochastic frontier. data gathered by questionnaires at three counties of zabol, hirmand and zahak at 265 grape farmers in crop year of 2011-201...

This paper presents a decision making approach for mid-term scheduling of large industrial consumers based on the recently introduced class of Stochastic Dominance (SD)- constrained stochastic programming. In this study, the electricity price in the pool as well as the rate of availability (unavailability) of the generating unit (forced outage rate) is considered as uncertain parameters. Th...