A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise
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error analysisFisher-KPP equationsoperational matricesshifted Legendre polynomialsstochastic partial differential equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Random number generation in numerical analysis (65C10) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites work
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- A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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- Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
- Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
- Exact time-dependent solutions of a Fisher-KPP-like equation obtained with nonclassical symmetry analysis
- Explicit order 1.5 schemes for the strong approximation of Itô stochastic differential equations
- Fisher-KPP equation with small data and the extremal process of branching Brownian motion
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- Persistence of dynamic consistency of nonstandard numerical schemes for the Fisher-KPP equation
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Cited in
(4)- Effects of additive noise and variable coefficients on the exact solutions of the stochastic Kawahara equation
- Innovative analytical and semi-analytical approaches to the nonlinear Fisher-KPP model: accurate computational solutions and applications
- An approximate solution for stochastic FitzHugh-Nagumo partial differential equations arising in neurobiology models
- Analysis of SDFEM for singularly perturbed delay differential equation with boundary turning point
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