Spectral collocation method for stochastic partial differential equations with fractional Brownian motion

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2020.113369 ◽

2021 ◽

pp. 113369

Author(s):

Mahdieh Arezoomandan ◽

Ali R. Soheili

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Collocation Method ◽

Stochastic Partial Differential Equations ◽

Spectral Collocation Method ◽

Spectral Collocation ◽

Partial Differential

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Approximate Controllability for Time-dependent Impulsive Neutral Stochastic Partial Differential Equations with Fractional Brownian Motion and Poisson Jumps

The interdisciplinary journal of Discontinuity Nonlinearity and Complexity ◽

10.5890/dnc.2021.06.005 ◽

2021 ◽

Vol 10 (2) ◽

pp. 227-235

Author(s):

K. Ramkumar ◽

K. Ravikumar ◽

A. Anguraj

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Approximate Controllability ◽

Time Dependent ◽

Poisson Jumps ◽

Partial Differential

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Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2018.10.002 ◽

2019 ◽

Vol 31 ◽

pp. 317-333 ◽

Author(s):

Zhi Li ◽

Litan Yan

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Stochastic Averaging ◽

Partial Differential

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Preconditioning Chebyshev Spectral Collocation Method for Elliptic Partial Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/s0036142994275998 ◽

1996 ◽

Vol 33 (6) ◽

pp. 2375-2400 ◽

Author(s):

Sang Dong Kim ◽

Seymour V. Parter

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Collocation Method ◽

Elliptic Partial Differential Equations ◽

Spectral Collocation Method ◽

Spectral Collocation ◽

Partial Differential ◽

Chebyshev Spectral Collocation ◽

Chebyshev Spectral Collocation Method

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Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2010.14.473 ◽

2010 ◽

Vol 14 (2) ◽

pp. 473-493 ◽

Author(s):

María J. Garrido–Atienza ◽

◽

Kening Lu ◽

Björn Schmalfuss ◽

◽

...

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Dynamical Systems ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Random Dynamical Systems ◽

Partial Differential

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High performance solution of partial differential equations discretized using a Chebyshev spectral collocation method

Journal of Computational and Applied Mathematics ◽

10.1016/0377-0427(95)00029-1 ◽

1996 ◽

Vol 69 (1) ◽

pp. 71-80 ◽

Author(s):

Cliff Cyphers ◽

Marcin Paprzycki ◽

Andreas Karageorghis

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Collocation Method ◽

High Performance ◽

Spectral Collocation Method ◽

Spectral Collocation ◽

Partial Differential ◽

Chebyshev Spectral Collocation ◽

Chebyshev Spectral Collocation Method

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Solving Nonlinear Parabolic Partial Differential Equations Using Multidomain Bivariate Spectral Collocation Method

Nonlinear Systems - Design, Analysis, Estimation and Control ◽

10.5772/64600 ◽

2016 ◽

Author(s):

Sandile Sydney Motsa ◽

Samuel Felix Mutua ◽

Shateyi Stanford

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Collocation Method ◽

Spectral Collocation Method ◽

Parabolic Partial Differential Equations ◽

Spectral Collocation ◽

Partial Differential ◽

Nonlinear Parabolic

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Approximate Controllability for Time-Dependent Impulsive Neutral Stochastic Partial Differential Equations with Fractional Brownian Motion and Memory

Universal Journal of Mathematics and Applications ◽

10.32323/ujma.588104 ◽

2020 ◽

pp. 115-120

Author(s):

Elsayed ELSAYED

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Approximate Controllability ◽

Time Dependent ◽

Partial Differential

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Numerical studies of nonlocal parabolic partial differential equations by spectral collocation method with preconditioning

Computational Mathematics and Modeling ◽

10.1007/s10598-013-9161-6 ◽

2013 ◽

Vol 24 (1) ◽

pp. 81-89 ◽

Author(s):

Mehdi Bastani ◽

Davod Khojasteh Salkuyeh

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Collocation Method ◽

Spectral Collocation Method ◽

Parabolic Partial Differential Equations ◽

Spectral Collocation ◽

Partial Differential ◽

Numerical Studies

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Convergence of p-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2019213 ◽

2020 ◽

Vol 25 (3) ◽

pp. 1141-1158

Author(s):

Bin Pei ◽

◽

Yong Xu ◽

Yuzhen Bai ◽

◽

...

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Averaging Principle ◽

Partial Differential

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Solving hyperbolic partial differential equations using a highly accurate multidomain bivariate spectral collocation method

Wave Motion ◽

10.1016/j.wavemoti.2019.01.014 ◽

2019 ◽

Vol 88 ◽

pp. 57-72

Author(s):

F.M. Samuel ◽

S.S. Motsa

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Collocation Method ◽

Spectral Collocation Method ◽

Hyperbolic Partial Differential Equations ◽

Spectral Collocation ◽

Partial Differential

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