In this work, we consider a difficult problem of state estimation of nonlinear stochastic partial differential equations (SPDE) based on uncertain measurements. The presented solution uses the method of lines (MoL), which allows us to discretize a stochastic partial differential equation in a spatial dimension and represent it as a system of coupled continuous-time ordinary stochastic differential equations (SDE). For such a system...

In this note, we establish analytically the convergence of a nonlinear finite-difference discretization of the generalized Burgers-Fisher equation. The existence and uniqueness of positive, bounded and monotone solutions for this scheme was recently established in [J. Diff. Eq. Appl. 19, 1907{1920 (2014)]. In the present work, we prove additionally that the method is convergent of order one in time, and of order two in space. Some...

In this note, we establish the property of convergence for a finite-difference discretization of a diffusive partial differential equation with generalized Burgers convective law and generalized Hodgkin–Huxley reaction. The numerical method was previously investigated in the literature and, amongst other features of interest, it is a fast and nonlinear technique that is capable of preserving positivity, boundedness and monotonicity....

Departing from a generalized Burgers–Huxley partial differential equation, we provide a Mickens-type, nonlinear, finite-difference discretization of this model. The continuous system is a nonlinear regime for which the existence of travelling-wave solutions has been established previously in the literature. We prove that the method proposed also preserves many of the relevant characteristics of these solutions, such as the positivity,...