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
来源：
COMPUTER ALGEBRA IN SCIENTIFIC COMPUTING (CASC 2015) | 2015年 / 9301卷
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.
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页码：233 / 244
页数：12
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