**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**3972

# Search results for: stochastic partial differential equation

##### 3972 Solving Stochastic Eigenvalue Problem of Wick Type

**Authors:**
Hassan Manouzi,
Taous-Meriem Laleg-Kirati

**Abstract:**

**Keywords:**
eigenvalue problem,
Wick product,
SPDEs,
finite element,
Wiener-Ito chaos expansion

##### 3971 Stochastic Age-Structured Population Models

**Authors:**
Arcady Ponosov

**Abstract:**

**Keywords:**
boundary value problems,
population models,
stochastic delay differential equations,
stochastic partial differential equation

##### 3970 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

**Authors:**
H. D. Ibrahim,
H. C. Chinwenyi,
T. Danjuma

**Abstract:**

**Keywords:**
Black-Scholes partial differential equations,
Ito process,
option price valuation,
partial differential equations

##### 3969 Study and Solving Partial Differential Equation of Danel Equation in the Vibration Shells

**Authors:**
Hesamoddin Abdollahpour,
Roghayeh Abdollahpour,
Elham Rahgozar

**Abstract:**

**Keywords:**
large amplitude,
free vibrations,
analytical solution,
Danell Equation,
diagram of phase plane

##### 3968 Stochastic Variation of the Hubble's Parameter Using Ornstein-Uhlenbeck Process

**Authors:**
Mary Chriselda A

**Abstract:**

**Keywords:**
Chapman Kolmogorov forward differential equations,
fourier transformation,
hubble's parameter,
ornstein-uhlenbeck process ,
stochastic differential equations

##### 3967 Image Transform Based on Integral Equation-Wavelet Approach

**Authors:**
Yuan Yan Tang,
Lina Yang,
Hong Li

**Abstract:**

**Keywords:**
harmonic model,
partial differential equation (PDE),
integral equation,
integral representation,
boundary measure formula,
wavelet collocation

##### 3966 Application of Wavelet Based Approximation for the Solution of Partial Integro-Differential Equation Arising from Viscoelasticity

**Authors:**
Somveer Singh,
Vineet Kumar Singh

**Abstract:**

**Keywords:**
legendre wavelets,
operational matrices,
partial integro-differential equation,
viscoelasticity

##### 3965 Partial Differential Equation-Based Modeling of Brain Response to Stimuli

**Authors:**
Razieh Khalafi

**Abstract:**

**Keywords:**
brain,
stimuli,
partial differential equation,
response,
EEG signal

##### 3964 A Study of Non Linear Partial Differential Equation with Random Initial Condition

**Authors:**
Ayaz Ahmad

**Abstract:**

**Keywords:**
drift term,
finite time blow up,
inverse problem,
soliton solution

##### 3963 Optimal Investment and Consumption Decision for an Investor with Ornstein-Uhlenbeck Stochastic Interest Rate Model through Utility Maximization

**Authors:**
Silas A. Ihedioha

**Abstract:**

**Keywords:**
optimal,
investment,
Ornstein-Uhlenbeck,
utility maximization,
stochastic interest rate,
maximum principle

##### 3962 Algorithms Utilizing Wavelet to Solve Various Partial Differential Equations

**Authors:**
K. P. Mredula,
D. C. Vakaskar

**Abstract:**

**Keywords:**
multi-resolution,
Haar Wavelet,
partial differential equation,
numerical methods

##### 3961 Method to Find a ε-Optimal Control of Stochastic Differential Equation Driven by a Brownian Motion

**Authors:**
Francys Souza,
Alberto Ohashi,
Dorival Leao

**Abstract:**

**Keywords:**
dynamic programming equation,
optimal control,
stochastic control,
stochastic differential equation

##### 3960 Weak Solutions Of Stochastic Fractional Differential Equations

**Authors:**
Lev Idels,
Arcady Ponosov

**Abstract:**

**Keywords:**
delay equations,
operator methods,
stochastic noise,
weak solutions

##### 3959 Large Amplitude Vibration of Sandwich Beam

**Authors:**
Youssef Abdelli,
Rachid Nasri

**Abstract:**

**Keywords:**
finite difference method,
large amplitude vibration,
multiple scales,
nonlinear vibration

##### 3958 On the Relation between λ-Symmetries and μ-Symmetries of Partial Differential Equations

**Authors:**
Teoman Ozer,
Ozlem Orhan

**Abstract:**

**Keywords:**
λ-symmetry,
μ-symmetry,
classification,
invariant solution

##### 3957 On Stability of Stochastic Differential Equations with Non Trivial Solutions

**Authors:**
Fakhreddin Abedi,
Wah June Leong

**Abstract:**

**Keywords:**
exponential stability in probability,
stochastic differential equations,
Lyapunov technique,
Ito’s formula

##### 3956 Solving SPDEs by Least Squares Method

**Authors:**
Hassan Manouzi

**Abstract:**

**Keywords:**
least squares,
wick product,
SPDEs,
finite element,
wiener chaos expansion,
gradient method

##### 3955 Dynamical Relation of Poisson Spike Trains in Hodkin-Huxley Neural Ion Current Model and Formation of Non-Canonical Bases, Islands, and Analog Bases in DNA, mRNA, and RNA at or near the Transcription

**Authors:**
Michael Fundator

**Abstract:**

**Keywords:**
Fokker-Plank stochastic differential equation,
Kolmogorov-Chentsov continuity theorem,
neural networks,
translation and transcription

##### 3954 The Solution of Nonlinear Partial Differential Equation for The Phenomenon of Instability in Homogeneous Porous Media by Homotopy Analysis Method

**Authors:**
Kajal K. Patel,
M. N. Mehta,
T. R. Singh

**Abstract:**

**Keywords:**
capillary pressure,
homotopy analysis method,
instability phenomenon,
viscosity

##### 3953 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

**Authors:**
Teh Raihana Nazirah Roslan,
Siti Zulaiha Ibrahim,
Sharmila Karim

**Abstract:**

**Keywords:**
Cox-Ingersoll-Ross model,
equity warrants,
Heston model,
hybrid models,
stochastic

##### 3952 Development of a Model Based on Wavelets and Matrices for the Treatment of Weakly Singular Partial Integro-Differential Equations

**Authors:**
Somveer Singh,
Vineet Kumar Singh

**Abstract:**

**Keywords:**
Legendre Wavelets,
operational matrices,
partial integro-differential equation,
viscoelasticity

##### 3951 Application of a Modified Crank-Nicolson Method in Metallurgy

**Authors:**
Kobamelo Mashaba

**Abstract:**

**Keywords:**
delayed partial differential equation,
modified Crank-Nicolson Method,
molten slag,
heat recovery,
parabolic equation

##### 3950 Scrutiny and Solving Analytically Nonlinear Differential at Engineering Field of Fluids, Heat, Mass and Wave by New Method AGM

**Authors:**
Mohammadreza Akbari,
Sara Akbari,
Davood Domiri Ganji,
Pooya Solimani,
Reza Khalili

**Abstract:**

**Keywords:**
new method AGM,
sets of coupled nonlinear equations at engineering field,
waves equations,
integro-differential,
fluid and thermal

##### 3949 A Nonlinear Parabolic Partial Differential Equation Model for Image Enhancement

**Authors:**
Tudor Barbu

**Abstract:**

**Keywords:**
anisotropic diffusion,
finite differences,
image denoising and restoration,
nonlinear PDE model,
anisotropic diffusion,
numerical approximation schemes

##### 3948 A Trapezoidal-Like Integrator for the Numerical Solution of One-Dimensional Time Dependent Schrödinger Equation

**Authors:**
Johnson Oladele Fatokun,
I. P. Akpan

**Abstract:**

**Keywords:**
Schrodinger’s equation,
partial differential equations,
method of lines (MOL),
stiff ODE,
trapezoidal-like integrator

##### 3947 A Mathematical-Based Formulation of EEG Fluctuations

**Authors:**
Razi Khalafi

**Abstract:**

**Keywords:**
Brain,
stimuli,
partial differential equation,
response,
eeg signal

##### 3946 The Application of Variable Coefficient Jacobian elliptic Function Method to Differential-Difference Equations

**Authors:**
Chao-Qing Dai

**Abstract:**

**Keywords:**
discrete sine-Gordon equation,
variable coefficient Jacobian elliptic function method,
exact solutions,
equation

##### 3945 Investigation a New Approach "AGM" to Solve of Complicate Nonlinear Partial Differential Equations at All Engineering Field and Basic Science

**Authors:**
Mohammadreza Akbari,
Pooya Soleimani Besheli,
Reza Khalili,
Davood Domiri Danji

**Abstract:**

**Keywords:**
new approach,
AGM,
sets of coupled nonlinear differential equation,
exact solutions,
numerical

##### 3944 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities

**Authors:**
Haowen Xi

**Abstract:**

**Keywords:**
bubble,
crash,
finite-time-singular,
numerical simulation,
price dynamics,
stochastic differential equations

##### 3943 Basket Option Pricing under Jump Diffusion Models

**Authors:**
Ali Safdari-Vaighani

**Abstract:**

**Keywords:**
basket option,
jump diffusion,
radial basis function,
RBF-PUM