Behavior of the Second Moment of the Solution to the Autonomous Stochastic Linear Partial Differential Equation with Random Parameters in the Right-Hand Side

2015 ◽  
Vol 51 (1) ◽  
pp. 56-63 ◽  
Author(s):  
V. S. Koroliuk ◽  
I. V. Yurchenko ◽  
V. K. Yasynskyy
Author(s):  
L.I. Rubina ◽  
O.N. Ul'yanov

An algorithm is proposed for obtaining solutions of partial differential equations with right-hand side defined on the grid $\{ x_{1}^{\mu}, x_{2}^{\mu}, \ldots, x_{n}^{\mu}\},\ (\mu=1,2,\ldots,N)\colon f_{\mu}=f(x_{1}^{\mu}, x_{2}^{\mu}, \ldots, x_{n}^{\mu}).$ Here $n$ is the number of independent variables in the original partial differential equation, $N$ is the number of rows in the grid for the right-hand side, $f=f( x_{1}, x_{2}, \ldots, x_{n})$ is the right-hand of the original equation. The algorithm implements a reduction of the original equation to a system of ordinary differential equations (ODE system) with initial conditions at each grid point and includes the following sequence of actions. We seek a solution to the original equation, depending on one independent variable. The original equation is associated with a certain system of relations containing arbitrary functions and including the partial differential equation of the first order. For an equation of the first order, an extended system of equations of characteristics is written. Adding to it the remaining relations containing arbitrary functions, and demanding that these relations be the first integrals of the extended system of equations of characteristics, we arrive at the desired ODE system, completing the reduction. The proposed algorithm allows at each grid point to find a solution of the original partial differential equation that satisfies the given initial and boundary conditions. The algorithm is used to obtain solutions of the Poisson equation and the equation of unsteady axisymmetric filtering at the points of the grid on which the right-hand sides of the corresponding equations are given.


Author(s):  
Ram Dayal Pankaj ◽  
Arun Kumar ◽  
Chandrawati Sindhi

The Ritz variational method has been applied to the nonlinear partial differential equation to construct a model for travelling wave solution. The spatially periodic trial function was chosen in the form of combination of Jacobian Elliptic functions, with the dependence of its parameters


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