A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium equation.

In this paper we derive for a controlled stochastic evolution system on Hilbert space H a sufficient condition for optimality. The result is derived by using its adjoint backward stochastic evolution equation.

in this article,we present a wavelet method for solving stochastic volterra integral equations based on haar wavelets. first, we approximate all functions involved in the problem by haar wavelets then, by substituting the obtained approximations in the problem, using the it^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...

An inverse problem for a linear stochastic evolution equation is researched. The stochastic evolution equation contains a parameter with values in a Hilbert space. The solution of the evolution equation depends continuously on the parameter and is Fréchet differentiable with respect to the parameter. An optimization method is provided to estimate the parameter. A sufficient condition to ensure ...

A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for stochastic hybrid systems is presented, within the framework of Generalized Stochastic Hybrid Systems (GSHS). The FPK equation describes the time evolution of the probability law of the hybrid state. Our derivation is based on the concept of mean jump intensity, which is related to both the usual stochastic intensity (in t...

in this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. we applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. the main properties of deterministic difference schemes,...

There are two formalisms for mathematically describing the time behavior of a spatially homogeneous chemical system: The deterministic approach regards the time evolution as a continuous, wholly predictable process which is governed by a set of coupled, ordinary differential equations (the “reaction-rate equations”); the stochastic approach regards the time evolution as a kind of random-walk pr...

The stochastic dissipative Schrödinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the density matrix, which is an explicit, stochastic form of the Lindblad master equation. A quantum fluctuation-dissipation theorem is also derived. The time co...

Citation: Wio HS, Rodríguez MA, Gallego R, Revelli JA, Alés A and Deza RR (2017) d-Dimensional KPZ Equation as a Stochastic Gradient Flow in an Evolving Landscape: Interpretation and Time Evolution of Its Generating Functional. Front. Phys. 4:52. doi: 10.3389/fphy.2016.00052 d-Dimensional KPZ Equation as a Stochastic Gradient Flow in an Evolving Landscape: Interpretation and Time Evolution of I...

A characterisation of the quantum stochastic bounded generators of irreversible quantum state evolutions is given. This suggests the general form of quantum stochastic evolution equation with respect to the Poisson (jumps), Wiener (diffusion) or general Quantum Noise. The corresponding irreversible Heisenberg evolution in terms of stochastic completely positive (CP) cocycles is also characteriz...