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These are questions asked by Dmitrii


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.



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


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!

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