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Jacobian elliptic function expansion solutions of nonlinear stochastic equations

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  • Wei, Cai-Min
  • Xia, Zun-Quan
  • Tian, Nai-Shuo

Abstract

Jacobian elliptic function expansion method is extended and applied to construct the exact solutions of the nonlinear Wick-type stochastic partial differential equations (SPDEs) and some new exact solutions are obtained via this method and Hermite transformation.

Suggested Citation

  • Wei, Cai-Min & Xia, Zun-Quan & Tian, Nai-Shuo, 2005. "Jacobian elliptic function expansion solutions of nonlinear stochastic equations," Chaos, Solitons & Fractals, Elsevier, vol. 26(2), pages 551-558.
    • Handle: RePEc:eee:chsofr:v:26:y:2005:i:2:p:551-558
    DOI: 10.1016/j.chaos.2005.01.065
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    Cited by:

    1. Erbaş, Barış & Yusufoğlu, Elçin, 2009. "Exp-function method for constructing exact solutions of Sharma–Tasso–Olver equation," Chaos, Solitons & Fractals, Elsevier, vol. 41(5), pages 2326-2330.
    2. Jin-Shun, Feng & Ming-Pu, Guo & Deyou, Yuan, 2009. "The presentation of explicit analytical solutions of a class of nonlinear evolution equations," Chaos, Solitons & Fractals, Elsevier, vol. 41(5), pages 2422-2428.

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