Derivation of Stochastic Partial Differential Equations

DOI10.1080/07362990701857319MaRDI QIDQ5459762zbMATH OpenOpenAlexFDO

Authors Edward J. Allen

Publication date 29 April 2008

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990701857319

zbMATH Keywords

fiber breakageneutron transportstochastic modelstochastic partial differential equationwave equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• A stochastic differential equation model for cotton fiber breakage
• scientific article; zbMATH DE number 5836214 (Why is no real title available?)
• Modeling with Itô Stochastic Differential Equations
• Stochastic Partial Differential Equations and Applications - VII
• The vibrating string forced by white noise

Cited in

(17)

• Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions
• Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
• Derivative formulae for stochastic differential equations driven by Poisson random measures
• Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations
• Optimal life schedule with stochastic growth in age-size structured models: theory and an application
• The analytical solutions of the stochastic fractional RKL equation via Jacobi elliptic function method
• A polynomial-augmented RBF collocation method for fourth-order boundary value problems
• A completely discrete particle model derived from a stochastic partial differential equation by point systems
• Stochastic difference equations and a stochastic partial differential equation for neutron transport
• Derivation of SPDEs for correlated random walk transport models in one and two dimensions
• Derivation of stochastic partial differential equations for reaction-diffusion processes
• A stochastic partial differential equation for stock-price distributions
• Derivation of stochastic partial differential equations for size- and age-structured populations
• scientific article; zbMATH DE number 1990606 (Why is no real title available?)
• Stochastic juvenile–adult models with application to a green tree frog population
• Stabilized IMLS based element free Galerkin method for stochastic elliptic partial differential equations
• A stochastic population model with hierarchic size-structure

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