Application of rational expansion method for stochastic differential equations

被引：12

作者：

Wang, MeiJiao ^{[2
]}

Wang, Qi ^{[1
]}

机构：

[1] Shanghai Univ Finance & Econ, Dept Appl Math, Shanghai 200433, Peoples R China

[2] Ningbo Univ, Dept Math, Ningbo 315211, Zhejiang, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2012年 / 218卷 / 09期

关键词：

Generalized Riccati equation rational expansion method; Stochastic mKdV equation; NONLINEAR SCHRODINGER-EQUATIONS; PERIODIC-WAVE SOLUTIONS; SYMBOLIC COMPUTATION; SERIES; ORDER;

D O I：

10.1016/j.amc.2011.11.010

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

By means of the Hermite transformation, a new general ansatz and the symbolic computation system Maple, we apply the Riccati equation rational expansion method [24] to uniformly construct a series of stochastic non-traveling wave solutions for stochastic differential equations. To illustrate the effectiveness of our method, we take the stochastic mKdV equation as an example, and successfully construct some new and more general solutions. The method can also be applied to solve other nonlinear stochastic differential equation or equations. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：5259 / 5264

页数：6

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