it is known that a stochastic dierential equation (sde) induces two probabilisticobjects, namely a diusion process and a stochastic ow. while the diusion process isdetermined by the innitesimal mean and variance given by the coecients of the sde,this is not the case for the stochastic ow induced by the sde. in order to characterize thestochastic ow uniquely the innitesimal covariance give...

In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...

in this paper, non-polynomial spline method for solving coupled burgers’ equations are presented. we take a new spline function. the stability analysis using von-neumann technique shows the scheme is unconditionally stable. to test accuracy the error norms2l, ∞l are computed and give two examples to illustrate the sufficiency of the method for solving such nonlinear partial differential equatio...

A novel neuro-based method is introduced to solve the laminar boundary layer and the turbulent free jet equations. The proposed method is based on cellular neural networks, CNNs, which are recently applied widely to solve partial differential equations. The effectiveness of the method is illustrated through some examples.

A novel neuro-based method is introduced to solve the laminar boundary layer and the turbulent free jet equations. The proposed method is based on cellular neural networks, CNNs, which are recently applied widely to solve partial differential equations. The effectiveness of the method is illustrated through some examples.

semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollarie...

it is well known that the parabolic partial differential equationsin two or more space dimensions with overspecified boundary data,feature in the mathematical modeling of many phenomena. in thisarticle, an inverse problem of determining an unknowntime-dependent source term of a parabolic equation in generaldimensions is considered. employing some transformations, wechange the inverse problem to...