This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic di↵erential equations with random coe cients. Similar to Gao & Liu [19], this extends the corresponding results collected in Freidlin & Wentzell [18]. However, we use a di↵erent line of argument, adapting the PDE method of Fleming [14] and Evans & Ishii [10] to the pathdependent case, by using b...

We investigate the parallel implementation of the diagonal implicitly iterated Runge Kutta DIIRK method an iteration method based on a predictor corrector scheme This method is appropriate for the solution of sti systems of ordinary di erential equations ODEs and provides embedded formulae to control the stepsize We discuss di erent strate gies for the implementation of the DIIRK method on dist...

In this paper, we are concerned with a class of nonlinear implicit fractional di?erential equation adiscrete delay. By means the contraction mapping principle, prove existence unique solution.Then, investigate continuous dependence solution upon initial delay data and Ulamstability.

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 ...

Many mathematical problems such as existence questions are studied by using an appropriate realization process either iteratively or continuously In this article di erential equation techniques are used as a special continuous realization process for linear algebra problems The matrix di erential equations are cast in fairly general frameworks of which special cases have been found to be closel...

this paper presents a comparison between variational iteration method (vim) and modfied variational iteration method (mvim) for approximate solution a system of volterra integral equation of the first kind. we convert a system of volterra integral equations to a system of volterra integro-di®erential equations that use vim and mvim to approximate solution of this system and hence obtain an appr...

In this paper implementations of three numerical schemes for the numerical simulation of the complex modi ed Korteweg de Vries CMKdV equation are reported The rst is an integrable scheme derived by methods related to the Inverse Scattering Transform IST The second is derived from the rst and is called the local IST scheme The third is a standard nite di erence scheme for the CMKdV equation Trav...

We consider the parabolic approximation to the three{dimensional Helmholtz equation for the acoustic pressure. The parabolic equation is semi{discretized in the range variable using an implicit scheme (e.g., Crank{Nicolson). This leads to a complex elliptic partial di erential equation that must be solved at each range step. We use a multigrid method to solve this partial di erential equation, ...