The Impact of the Wiener process on the analytical solutions of the stochastic (2+ 1)-dimensional breaking soliton equation by using tanh–coth method
FM Al-Askar, WW Mohammed, AM Albalahi… - Mathematics, 2022 - mdpi.com
The stochastic (2+ 1)-dimensional breaking soliton equation (SBSE) is considered in this
article, which is forced by the Wiener process. To attain the analytical stochastic solutions …
article, which is forced by the Wiener process. To attain the analytical stochastic solutions …
Phase shift, oscillation and collision of the anti-dark solitons for the (3+ 1)-dimensional coupled nonlinear Schrödinger equation in an optical fiber communication …
In the long-distance optical fiber communication system, we consider the (3+ 1)-dimensional
coupled nonlinear Schrödinger equation with perturbation functions, which controls the …
coupled nonlinear Schrödinger equation with perturbation functions, which controls the …
[HTML][HTML] Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard …
AJ Noupelah, A Tambue, JL Woukeng - Communications in Nonlinear …, 2023 - Elsevier
The aim of this work is to provide the first strong convergence result of a numerical
approximation of a general time-fractional second order stochastic partial differential …
approximation of a general time-fractional second order stochastic partial differential …
Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion …
AJ Noupelah, A Tambue - Numerical Algorithms, 2021 - Springer
In this paper, we study the numerical approximation of a general second order semilinear
stochastic partial differential equation (SPDE) driven by a additive fractional Brownian …
stochastic partial differential equation (SPDE) driven by a additive fractional Brownian …
Numerical Methods for Optimal Control Problems with SPDEs
A Prohl, Y Wang - arXiv preprint arXiv:2411.11239, 2024 - arxiv.org
This paper investigates numerical methods for solving stochastic linear quadratic (SLQ)
optimal control problems governed by stochastic partial differential equations (SPDEs). Two …
optimal control problems governed by stochastic partial differential equations (SPDEs). Two …
[HTML][HTML] Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
This paper deals with the numerical approximation of semilinear parabolic stochastic partial
differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random …
differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random …
Strong convergence of some Magnus-type schemes for the finite element discretization of non-autonomous parabolic SPDEs driven by additive fractional Brownian …
AJ Noupelah, JD Mukam, A Tambue - arXiv preprint arXiv:2409.06045, 2024 - arxiv.org
The aim of this work is to provide the strong convergence results of numerical
approximations of a general second order non-autonomous semilinear stochastic partial …
approximations of a general second order non-autonomous semilinear stochastic partial …
Some numerical techniques for approximating semilinear parabolic (stochastic) partial differential equations
MSJD Mukam - 2021 - monarch.qucosa.de
Abstract (EN) Partial differential equations (PDEs) and stochastic partial differential
equations (SPDEs) are powerful tools in modeling real-world phenomena in many fields …
equations (SPDEs) are powerful tools in modeling real-world phenomena in many fields …
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive …
This paper aims to investigate the numerical approximation of semilinear non-autonomous
stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise …
stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise …
The inverse source problem of Cherenkov radiation model
D Yang, Z Duan - Applied Numerical Mathematics, 2022 - Elsevier
This paper concerns a stochastic partial differential equation driven by Poisson jump for
Cerenkov radiation. Firstly, we utilize the backward Euler method and the finite element …
Cerenkov radiation. Firstly, we utilize the backward Euler method and the finite element …