In this article, we take into account the (2+1)-dimensional stochastic Chiral nonlinear Schrödinger equation (2D-SCNLSE) in Itô sense by multiplicative noise. We acquired trigonometric, rational and hyperbolic exact solutions, using three vital methods, namely Riccati–Bernoulli sub-ODE, He’s variational sine–cosine methods. These solutions may be applicable various applications applied science. The proposed methods are direct, efficient powerful. Moreover, investigate effect of noise on...

<abstract><p>We consider in this paper the stochastic nonlinear Schrödinger equation forced by multiplicative noise Itô sense. We use two different methods as sine-cosine method and Riccati-Bernoulli sub-ODE to obtain new rational, trigonometric hyperbolic solutions. These solutions are of a qualitatively distinct nature based on parameters. Moreover, effect will be discussed. Finally, three-dimensional graphs for some have been given support our analysis.</p></abstract>

In this paper, we consider the stochastic Burgers' equation, which is forced by multiplicative noise in Stratonovich sense. To get a new trigonometric and hyperbolic solutions, apply exp⁡(−φ(μ))-expansion method. addition, demonstrate effect of on exact solutions equation introducing some graphic representations.

In this paper, we consider the stochastic fractional-space Kuramoto–Sivashinsky equation forced by multiplicative noise. To obtain exact solutions of equation, apply G′G-expansion method. Furthermore, generalize some previous results that did not use with noise and fractional space. Additionally, show influence term on equation.

We consider in this study the (3+1)-dimensional stochastic potential Yu–Toda–Sasa–Fukuyama with conformable derivative (SPYTSFE-CD) forced by white noise. For different kind of solutions SPYTSFE-CD, including hyperbolic, rational, trigonometric and function, we use He’s semi-inverse improved (G′/G)-expansion methods. Because it investigates solitons nonlinear waves dispersive media, plasma physics fluid dynamics, theory may explain many intriguing scientific phenomena. provide numerous 2D 3D...

Referring to fractional memristor-based discrete systems, this paper contributes the field by presenting a new fourth-dimensional (4D) hyperchaotic map. The conceived system, obtained combining non-integer order memristor with Grassi-Miller map, is characterized some special features, which include absence of equilibrium point and coexistence various chaotic hypechaotic attractors. Numerical techniques including phase plots, Lyapunov exponents bifurcation diagrams are used highlight complex...

COVID-19 has become a world wide pandemic since its first appearance at the end of year 2019. Although some vaccines have already been announced, new mutant version reported in UK. We certainly should be more careful and make further investigations to virus spread dynamics. This work investigates dynamics Lotka-Volterra based Models COVID-19. The proposed models involve fractional derivatives which provide adequacy realistic description natural phenomena arising from such models. Existence...

Abstract The fundamental objective of this article is to find exact solutions the stochastic fractional-space Allen–Cahn equation, which derived in Itô sense by multiplicative noise. equation are required since it appears many discipline areas including plasma physics, quantum mechanics and mathematical biology. tanh–coth method used generate new hyperbolic trigonometric fractional solutions. originality study that results produced here expand improve on previously obtained results....

This paper introduces and explores the dynamics of a novel three-dimensional (3D) fractional map with hidden dynamics. The is constructed through integration discrete sinusoidal memristive into Duffing map. Moreover, mathematical operator, namely, variable-order Caputo-like difference employed to establish form short memory. numerical simulation results highlight its excellent dynamical behavior, revealing that addition piecewise order makes memristive-based even more chaotic. It...

Abstract In this article, we take into account the stochastic Kuramoto-Sivashinsky equation forced by multiplicative noise in Itô sense. To obtain exact solutions of equation, apply <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mfrac> <m:mrow> <m:msup> <m:mi>G</m:mi> </m:mrow> <m:mo accent="true">′</m:mo> </m:msup> </m:mfrac> </m:math> \frac{{G}^{^{\prime} }}{G} -expansion method. Furthermore, extend some previous results where has not been previously studied presence noise. Also,...

The use of the advancements in memristor technology to construct chaotic maps has garnered significant research attention recent years. combination memristors and nonlinear terms provides an effective approach proposing novel maps. In this study, we have leveraged sine develop three-dimensional maps, capable processing special fixed points. Additionally, conducted depth study a specific example (TDMM1 map) demonstrate its dynamics, feasibility, application for lightweight encryption....

Special polynomials play an important role in several subjects of mathematics, engineering, and theoretical physics. Many problems arising mathematical physics are framed terms differential equations. In this paper, we introduce the family Lagrange-based hypergeometric Bernoulli via generating function method. We state some algebraic properties for extensions polynomials, as well a matrix-inversion formula involving these polynomials. Moreover, relation Stirling numbers second kind was...

&lt;abstract&gt;&lt;p&gt;The fractional-stochastic Fokas-Lenells equation (FSFLE) in the Stratonovich sense is taken into account here. The modified mapping method used to generate new trigonometric, hyperbolic, elliptic and rational stochastic fractional solutions. Because has many implementations telecommunication modes, complex system theory, quantum field mechanics, obtained solutions can be employed describe a wide range of exciting physical phenomena. We plot several 2D 3D diagrams...

The fractional mKDV–Zakharov–Kuznetsov (FmKDV-ZK) equation with M-truncated derivatives (MTDs) is considered. To obtain a novel rational, trigonometric, hyperbolic, and elliptic, solutions for FmKDV-ZK, we use two different methods including the modified mapping technique generalized Riccati method. These are effective simple. Also, they give us kinds of such as rational solutions. FmKDV-ZK widely used in engineering, geophysics, meteorology, ocean dynamics, plasma physics, therefore...

In this paper, the ( <a:math xmlns:a="http://www.w3.org/1998/Math/MathML" id="M2"> <a:mn>2</a:mn> <a:mo>+</a:mo> <a:mn>1</a:mn> </a:math> )-dimensional nonlinear conformable fractional stochastic Schrödinger system (NCFSSS) generated by multiplicative Brownian motion is treated. To get new rational, trigonometric, hyperbolic, and elliptic solutions, we use two different methods: sine-cosine Jacobi function methods. Moreover, MATLAB tools to plot our figures introduce a variety of 2D 3D...

In this paper, we consider fully degenerate Daehee numbers and polynomials by using logarithm function. We investigate some properties of these polynomials. also introduce higher-order multiple which can be represented in terms Riemann integrals on the interval 0,1. Finally, derive their summation formulae.

&lt;abstract&gt; &lt;p&gt;In a recent study, an evolution equation is found for waves' behavior at far-field with relaxation mode of molecules. An analytical technique was used to solve this problem, which generalized Burger equation. The approach has limitations and requires very accurate initial guess by trial method. In paper, the one-dimensional planar, cylindrical, spherical flow in presence solved using collocation cubic B-spline function. numerical results are graphed compared exact...

We consider a spread financial market defined by the multidimensional Ornstein–Uhlenbeck (OU) process. study optimal consumption/investment problem for logarithmic utility functions using stochastic dynamical programming method. show special verification theorem this case. find solution to Hamilton–Jacobi–Bellman (HJB) equation in explicit form and as consequence we construct strategies. Moreover, constructed strategies with numerical simulations.

In this paper we consider a pairs trading financial market with the spread of risky assets defined by Ornstein-Uhlenbeck (OU) process. We implement an optimal strategy for power utility functions investment/consumption problem. Through Feynman-Kac (FK) method, study Hamilton-Jacobi-Bellman (HJB) equation Moreover, existence and uniqueness has been shown classical solution HJB equation. addition, numeric approximation studied convergence rate established it is found that extremely explosive.

We consider a spread financial market defined by the multidimensional Ornstein--Uhlenbeck (OU) process. study optimal consumption/investment problem for logarithmic utility functions in base of stochastic dynamical programming method. show special Verification Theorem this case. find solution to Hamilton--Jacobi--Bellman (HJB) equation explicit form and as consequence we construct strategies. Moreover, constructed strategy numerical simulations.