One dimensional stochastic partial differential equations and the branching measure diffusion

1989 ◽  
Vol 81 (3) ◽  
pp. 319-340 ◽  
Author(s):  
Mark Reimers
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Partial Differential ◽  
One Dimensional

scholarly journals Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients

2021 ◽  
Author(s):  
Shohei Nakajima
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Weak Solutions ◽  
Stochastic Partial Differential Equations ◽  
Fractional Laplacian ◽  
Existence Of Solutions ◽  
Partial Differential ◽  
Continuity Theorem ◽  
Existence Of Weak Solutions ◽  
One Dimensional

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.

Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations

1994 ◽  
Vol 46 (2) ◽  
pp. 415-437 ◽  
Author(s):  
Tokuzo Shiga
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Stochastic Partial Differential Equation ◽  
Partial Differential ◽  
One Dimensional ◽  
Noise Term

AbstractThe paper is concerned with the comparison of two solutions for a one-dimensional stochastic partial differential equation. Noting that support compactness of solutions propagates with passage of time, we define the SCP property and show that the SCP property and the strong positivity are two contrasting properties of solutions for one-dimensional SPDEs, which are due to degeneracy of the noise-term coefficient

scholarly journals Approximation of linear one dimensional partial differential equations including fractional derivative with non-singular kernel

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Raheel Kamal ◽  
Kamran ◽  
Gul Rahmat ◽  
Ali Ahmadian ◽  
Noreen Izza Arshad ◽  
...  
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Laplace Transform ◽  
Fractional Derivative ◽  
Meshless Method ◽  
Inverse Laplace Transform ◽  
Contour Integral ◽  
Partial Differential ◽  
One Dimensional ◽  
The Laplace Transform

AbstractIn this article we propose a hybrid method based on a local meshless method and the Laplace transform for approximating the solution of linear one dimensional partial differential equations in the sense of the Caputo–Fabrizio fractional derivative. In our numerical scheme the Laplace transform is used to avoid the time stepping procedure, and the local meshless method is used to produce sparse differentiation matrices and avoid the ill conditioning issues resulting in global meshless methods. Our numerical method comprises three steps. In the first step we transform the given equation to an equivalent time independent equation. Secondly the reduced equation is solved via a local meshless method. Finally, the solution of the original equation is obtained via the inverse Laplace transform by representing it as a contour integral in the complex left half plane. The contour integral is then approximated using the trapezoidal rule. The stability and convergence of the method are discussed. The efficiency, efficacy, and accuracy of the proposed method are assessed using four different problems. Numerical approximations of these problems are obtained and validated against exact solutions. The obtained results show that the proposed method can solve such types of problems efficiently.

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