Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations

2020 ◽  
Vol 364 ◽  
pp. 124669
Author(s):  
Antonios T. Meimaris ◽  
Ioannis A. Kougioumtzoglou ◽  
Athanasios A. Pantelous
Author(s):  
S. O. Ajibola ◽  
E. O. Oghre ◽  
A. G. Ariwayo ◽  
P. O. Olatunji

By fractional generalised Boussinesq equations we mean equations of the form \begin{equation} \Delta\equiv D_{t}^{2\alpha}-[\mathcal{N}(u)]_{xx}-u_{xxxx}=0, \: 0<\alpha\le1,\label{main}\nonumber \end{equation} where $\mathcal{N}(u)$ is a differentiable function and $\mathcal{N}_{uu}\ne0$ (to ensure nonlinearity). In this paper we lay emphasis on the cubic Boussinesq and Boussinesq-like equations of fractional order and we apply the Laplace homotopy analysis method (LHAM) for their rational and solitary wave solutions respectively. It is true that nonlinear fractional differential equations are often difficult to solve for their {\em exact} solutions and this single reason has prompted researchers over the years to come up with different methods and approach for their {\em analytic approximate} solutions. Most of these methods require huge computations which are sometimes complicated and a very good knowledge of computer aided softwares (CAS) are usually needed. To bridge this gap, we propose a method that requires no linearization, perturbation or any particularly restrictive assumption that can be easily used to solve strongly nonlinear fractional differential equations by hand and simple computer computations with a very quick run time. For the closed form solution, we set $\alpha =1$ for each of the solutions and our results coincides with those of others in the literature.


2019 ◽  
Vol 25 ◽  
pp. 71
Author(s):  
Viorel Barbu

One introduces a new concept of generalized solution for nonlinear infinite dimensional stochastic differential equations of subgradient type driven by linear multiplicative Wiener processes. This is defined as solution of a stochastic convex optimization problem derived from the Brezis-Ekeland variational principle. Under specific conditions on nonlinearity, one proves the existence and uniqueness of a variational solution which is also a strong solution in some significant situations. Applications to the existence of stochastic total variational flow and to stochastic parabolic equations with mild nonlinearity are given.


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