This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in t...This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov＇s continuity criterion.展开更多
This paper introduces analytical and numerical solutions of the nonlinear Langevin’s equation under square nonlinearity with stochastic non-homogeneity. The solution is obtained by using the Wiener-Hermite expansion ...This paper introduces analytical and numerical solutions of the nonlinear Langevin’s equation under square nonlinearity with stochastic non-homogeneity. The solution is obtained by using the Wiener-Hermite expansion with perturbation (WHEP) technique, and the results are compared with those of Picard iterations and the homotopy perturbation method (HPM). The WHEP technique is used to obtain up to fourth order approximation for different number of corrections. The mean and variance of the solution are obtained and compared among the different methods, and some parametric studies are done by using Matlab.展开更多
This paper is devoted to the study of approximation of the solution for the differential equation whose coefficients are almost period functions. To this end the authors establish the estimation of the solution of gen...This paper is devoted to the study of approximation of the solution for the differential equation whose coefficients are almost period functions. To this end the authors establish the estimation of the solution of general linear differential equation for infinite interval case. For finite interval case, this equation was investigated by G. Tamarkin([1]) applying the Picard method of successive approximation.展开更多
基金supported by NSF (10971076 and 11061032) of ChinaScience and Technology Research Projects of Hubei Provincial Department of Education (Q20132505)
文摘This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov＇s continuity criterion.
基金Research supported by the National Natural Science Foundation of China(10671168)Jiangsu Province(BK2006032)+2 种基金Educa-tion Department of Jiangsu Province(05KJD110220)Xuzhou Normal University(05PYL02)the Foundation of"Liu Da Ren Cai"Plan
文摘This paper introduces analytical and numerical solutions of the nonlinear Langevin’s equation under square nonlinearity with stochastic non-homogeneity. The solution is obtained by using the Wiener-Hermite expansion with perturbation (WHEP) technique, and the results are compared with those of Picard iterations and the homotopy perturbation method (HPM). The WHEP technique is used to obtain up to fourth order approximation for different number of corrections. The mean and variance of the solution are obtained and compared among the different methods, and some parametric studies are done by using Matlab.
文摘This paper is devoted to the study of approximation of the solution for the differential equation whose coefficients are almost period functions. To this end the authors establish the estimation of the solution of general linear differential equation for infinite interval case. For finite interval case, this equation was investigated by G. Tamarkin([1]) applying the Picard method of successive approximation.
