We show the well-posedness of backward stochastic differential equations containing an additional drift driven by a path of finite q-variation with q ∈ [1, 2). In contrast to previous work, we apply a direct fixpoint argument and do not rely on any type of flow decomposition. The resulting object is an effective tool to study semilinear rough partial differential equations via a Feynman–Kac typ...

solitons are ubiquitous and exist in almost every area from sky to bottom. for solitons to appear, the relevant equation of motion must be nonlinear. in the present study, we deal with the korteweg-devries (kdv), modied korteweg-de vries (mkdv) and regularised longwave (rlw) equations using homotopy perturbation method (hpm). the algorithm makes use of the hpm to determine the initial expansio...

the numerical methods are of great importance for approximating the solutions of nonlinear ordinary or partial differential equations, especially when the nonlinear differential equation under consideration faces difficulties in obtaining its exact solution. in this latter case, we usually resort to one of the efficient numerical methods. in this paper, the chebyshev collocation method is sugge...

In this paper, we study forward-backward doubly stochastic differential equations driven by Brownian motions and Poisson process (FBDSDEP in short). Both the probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential-integral equations (SPDIEs in short) and stochastic Hamiltonian systems arising in stochastic optimal control problems with random jum...

The solvability of forward-backward stochastic differential equations with absorption coefficients is studied by the successive approximation method. The existence and uniqueness of an adapted solution are established for the equations which allow the diffusion in the forward stochastic differential equations to be degenerate. The authors also study their connection with partial differential eq...

Many time-varying phenomena of various fields in science and engineering can be modeled as a stochastic differential equations, so investigation of conditions for existence of solution and obtain the analytical and numerical solutions of them are important. In this paper, the Adomian decomposition method for solution of the stochastic differential equations are improved.  Uniqueness and converg...

in this paper, the chebyshev spectral collocation method(cscm) for one-dimensional linear hyperbolic telegraph equation is presented. chebyshev spectral collocation method have become very useful in providing highly accurate solutions to partial differential equations. a straightforward implementation of these methods involves the use of spectral differentiation matrices. firstly, we transform ...

We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete random events are globally coupled with continuous space-dependent variables solving partial differential equations, e.g., stochastic hybrid models of excitab...