Wiener Hermite Expansion and Homotopy Method for Solving Stochastic DE : Wiener Hermite Expansion With Perturbation and Homotopy Techniques

ISBN-13: 9783330842380 / Angielski / Miękka / 2016 / 188 str.

Maha Hamed Abd El-ghany; Magdy El-tawil

Opis

This book introduces analytical and numerical solutions of the nonlinear SD equation under square nonlinearity with stochastic non homogeneity. The solution is obtained using WHEP technique and the results are compared with those of Picard iterations and HPM.The WHEP technique is used to obtain up to fourth order approximation for 1st, 2nd and 3rd corrections. The objective is to identify an approximation solution of nonlinear SDE using three techniques, comparing between the three methods to find the best method and the conditions whereas the three methods be closed to each others.

O autorze

Maha Hamed Abd Elghany is born the 18/2/1989 in Mansoura Na. Actually working in Egyptian faculty of science, Mansoura university, Mansoura,Egypt