Homotopy Analysis Method for Stochastic Differential Equations with Maxima

被引:0
|
作者
Janowicz, Maciej [1 ,2 ]
Kaleta, Joanna [1 ]
Krzyzewski, Filip [2 ]
Rusek, Marian [1 ]
Orlowski, Arkadiusz [1 ]
机构
[1] Warsaw Univ Life Sci SGGW, Fac Appl Informat & Math WZIM, PL-02775 Warsaw, Poland
[2] Polish Acad Sci, Inst Phys, PL-02668 Warsaw, Poland
关键词
homotopy analysis method; stochastic differential equations; quantum scalar field; computer algebra systems; Maxima; ASYMPTOTIC METHOD; FLOW;
D O I
10.1007/978-3-319-24021-3_18
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian stochastic forces. It has been found that the homotopy analysis method yields excellent agreement with exact results (when the latter are available) and appears to be a very promising approach in the calculations related to quantum field theory and quantum statistical mechanics. Using a computer algebra system Maxima has considerably influnced and simplified the calculations and results.
引用
收藏
页码:233 / 244
页数:12
相关论文
共 50 条
  • [1] On the homotopy analysis method for backward/forward-backward stochastic differential equations
    Zhong, Xiaoxu
    Liao, Shijun
    NUMERICAL ALGORITHMS, 2017, 76 (02) : 487 - 519
  • [2] On the homotopy analysis method for backward/forward-backward stochastic differential equations
    Xiaoxu Zhong
    Shijun Liao
    Numerical Algorithms, 2017, 76 : 487 - 519
  • [3] Solving Delay Differential Equations with Homotopy Analysis Method
    Wang, Qi
    Fu, Fenglian
    LIFE SYSTEM MODELING AND INTELLIGENT COMPUTING, PT I, 2010, 97 : 144 - +
  • [4] Homotopy analysis method for fractional partial differential equations
    Mohyud-Din, Syed Tauseef
    Yildirim, Ahmet
    Usman, Muhammad
    INTERNATIONAL JOURNAL OF THE PHYSICAL SCIENCES, 2011, 6 (01): : 136 - 145
  • [5] THE HOMOTOPY ANALYSIS METHOD IN BIFURCATION ANALYSIS OF DELAY DIFFERENTIAL EQUATIONS
    Bel, Andrea
    Reartes, Walter
    INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 2012, 22 (08):
  • [6] Homotopy analysis method for nonlinear differential equations with fractional orders
    Liu, Yin-Ping
    Li, Zhi-Bin
    ZEITSCHRIFT FUR NATURFORSCHUNG SECTION A-A JOURNAL OF PHYSICAL SCIENCES, 2008, 63 (5-6): : 241 - 247
  • [7] The homotopy analysis method for handling systems of fractional differential equations
    Zurigat, Mohammad
    Momani, Shaher
    Odibat, Zaid
    Alawneh, Ahmad
    APPLIED MATHEMATICAL MODELLING, 2010, 34 (01) : 24 - 35
  • [8] Analysis of nonlinear fractional partial differential equations with the homotopy analysis method
    Xu, Hang
    Liao, Shi-Jun
    You, Xiang-Cheng
    COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2009, 14 (04) : 1152 - 1156
  • [9] HOMOTOPY ANALYSIS METHOD FOR DELAY-INTEGRO-DIFFERENTIAL EQUATIONS
    Rawashdeh, E. A.
    Jaradat, H. M.
    Awawdeh, Fadi
    JORDAN JOURNAL OF MATHEMATICS AND STATISTICS, 2009, 2 (01): : 15 - 23
  • [10] Homotopy analysis method for systems of integro-differential equations
    Matinfar, M.
    Saeidy, M.
    Gharahsuflu, B.
    JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2014, 26 (03) : 1095 - 1102