• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제22권4호
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• pp.289-294
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• 2018

In this work, a recently developed semi-analytic technique, so called the residual power series method, is generalized to process higher-dimensional linear and nonlinear partial differential equations. The solutions obtained takes a form of an infinite power series which can, in turn, be expressed in a closed exact form. The results reveal that the proposed generalization is very effective, convenient and simple. This is achieved by handling the (m+1)-dimensional Burgers equation.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제9권1호
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• pp.79-90
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• 2005

In this paper we study the numerical solutions of the stochastic differential equations of the form $$du(x,\;t)=f(x,\;t,\;u)dt\;+\;g(x,\;t,\;u)dW(t)\;+\;\sum\limits_{|q|\leq2m}\;A_q(x,\;t)D^qu(x,\;t)dt$$ where $0\;{\leq}\;t\;{\leq}\;T,\;x\;{\in}\;R^{\nu}$, ($R^{nu}$ is the $\nu$-dimensional Euclidean space). Here $u\;{\in}\;R^n$, W(t) is an n-dimensional Brownian motion, $$f\;:\;R^{n+\nu+1}\;{\rightarrow}\;R^n,\;g\;:\;R^{n+\nu+1}\;{\rightarrow}\;R^{n{\times}n},$$, and $$A_q\;:\;R^{\nu}\;{\times}\;[0,\;T]\;{\rightarrow}\;R^{n{\times}n}$$ where ($A_q,\;|\;q\;|{\leq}\;2m$) is a family of square matrices whose elements are sufficiently smooth functions on $R^{\nu}\;{\times}\;[0,\;T]\;and\;D^q\;=\;D^{q_1}_1_{\ldots}_{\ldots}D^{q_{\nu}}_{\nu},\;D_i\;=\;{\frac{\partial}{\partial_{x_i}}}$.