نتایج جستجو برای: stochastic partial differential equations of itˆo type

تعداد نتایج: 21328885  

Journal: :amirkabir international journal of modeling, identification, simulation & control 2015
s. s. nourazar h. tamim s. khalili a. mohammadzadeh

in this paper, we present a comparative study between the modified variational iteration method (mvim) and a hybrid of fourier transform and variational iteration method (ftvim). the study outlines the efficiencyand convergence of the two methods. the analysis is illustrated by investigating four singular partial differential equations with variable coefficients. the solution of singular partia...

Journal: :Infinite Dimensional Analysis, Quantum Probability and Related Topics 2014

Journal: :Transactions of the American Mathematical Society 2011

2012
TYRONE E. DUNCAN

In this paper a control problem for a controlled linear stochastic equation in a Hilbert space and an exponential quadratic cost functional of the state and the control is formulated and solved. The stochastic equation can model a variety of stochastic partial differential equations with the control restricted to the boundary or to discrete points in the domain. The solution method does not req...

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