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Stochastic Analysis and Applications Volume 26, 2008 - Issue 2
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Original Articles

Derivation of Stochastic Partial Differential Equations

Edward J. Allen Department of Mathematics and Statistics, Texas Tech University, Lubbock, Texas, USACorrespondence[email protected]
Pages 357-378 | Received 03 Jul 2007, Accepted 12 Jul 2007, Published online: 10 Mar 2008

Citations (18)

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Read on this site (5)

E. J. Allen. (2012) Stochastic difference equations and a stochastic partial differential equation for neutron transport. Journal of Difference Equations and Applications 18:8, pages 1267-1285.
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Ummugul Bulut & EdwardJ. Allen. (2012) Derivation of SPDEs for Correlated Random Walk Transport Models in One and Two Dimensions. Stochastic Analysis and Applications 30:4, pages 553-567.
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Elife Dogan & EdwardJ. Allen. (2011) Derivation of Stochastic Partial Differential Equations for Reaction-Diffusion Processes. Stochastic Analysis and Applications 29:3, pages 424-443.
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Azmy S. Ackleh, Keng Deng & Qihua Huang. (2011) Stochastic juvenile–adult models with application to a green tree frog population. Journal of Biological Dynamics 5:1, pages 64-83.
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Edward J. Allen. (2009) Derivation of stochastic partial differential equations for size- and age-structured populations. Journal of Biological Dynamics 3:1, pages 73-86.
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Articles from other publishers (13)

Kelvin Wong & Nicholas Armstrong. (2023) Mesoscale modelling of dislocation evolution: Physically based requirements on stochastic differential equations. Acta Materialia 258, pages 119195.
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Patrick Chidzalo, Phillip O. Ngare & Joseph K. Mung’atu. (2023) Pricing Weather Derivatives under a Tri-variate Stochastic Model. Scientific African, pages e01768.
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Dingding Cao, Xinxiang Li & Huiqing Zhu. (2023) A polynomial-augmented RBF collocation method for fourth-order boundary value problems. Computers & Mathematics with Applications 133, pages 1-11.
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Patrick Chidzalo, Phillip O. Ngare & Joseph K. Mung’atu. (2022) Trivariate Stochastic Weather Model for Predicting Maize Yield. Journal of Applied Mathematics 2022, pages 1-32.
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Farah M. Al-Askar & Wael W. Mohammed. (2022) The Analytical Solutions of the Stochastic Fractional RKL Equation via Jacobi Elliptic Function Method. Advances in Mathematical Physics 2022, pages 1-8.
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Farshid Mirzaee, Shadi Rezaei & Nasrin Samadyar. (2021) Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations. Computational and Applied Mathematics 41:1.
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Irina V. Melnikova. 2019. Analysis, Probability, Applications, and Computation. Analysis, Probability, Applications, and Computation 429 436 .
Mehdi Dehghan & Mohammad Shirzadi. (2015) Meshless simulation of stochastic advection–diffusion equations based on radial basis functions. Engineering Analysis with Boundary Elements 53, pages 18-26.
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Mehdi Dehghan & Mohammad Shirzadi. (2015) Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions. Engineering Analysis with Boundary Elements 50, pages 291-303.
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Ryo Oizumi. (2014) Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity. PLoS ONE 9:6, pages e98746.
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. 2014. Effective Dynamics of Stochastic Partial Differential Equations. Effective Dynamics of Stochastic Partial Differential Equations 257 270 .
Ryo Oizumi & Takenori Takada. (2013) Optimal life schedule with stochastic growth in age-size structured models: Theory and an application. Journal of Theoretical Biology 323, pages 76-89.
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X. Bardina, D. Bascompte, C. Rovira & S. Tindel. (2013) An analysis of a stochastic model for bacteriophage systems. Mathematical Biosciences 241:1, pages 99-108.
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