Dmitrii

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Hi,

Please can you give me a hand with numerical solving and visualising the partial differential wave equation with stochastic term eta(t), using methods of stochastic calculus?

diff(u(x, t), t $ 2) - (1+eta(t))*diff(u(x, t), x $ 2) = 0

I had a look at the "stochastic" package by Sasha Cyganowski, but couldn't find an example for stochastic pde.

Look forward to your help.

Thanks,

Dmitrii

Please illustrate the answer on the example of a simple wave equation, for instance.

Hi,

Please help me to solve numerically and visualise the following time-delayed integro-differential equation (see also the file attached)

diff(x(t), t$2) = .8/(x(t)^3*exp((2*0.1e-1)*(int(1/x(t), t = 0 .. t-tau))))-1/x(t)^2 , 

with the initial conditions x(0) = 1, (D(x))(0) = 0, and tau=0.1 (variable parameter).

The expected solution is an oscillatory function.

Thanks for your time and advice!

IDE.mw

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