Wiener Hermite Expansion and Homotopy Method for Solving Stochastic DE

Wiener Hermite Expansion and Homotopy Method for Solving Stochastic DE

Wiener Hermite Expansion With Perturbation and Homotopy Techniques

Noor Publishing ( 2016-12-20 )

€ 64,90

Buy at the MoreBooks! Shop

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.

Book Details:

ISBN-13:

978-3-330-84238-0

ISBN-10:

3330842385

EAN:

9783330842380

Book language:

English

By (author) :

Maha Hamed Abd El-ghany
Magdy El-tawil

Number of pages:

188

Published on:

2016-12-20

Category:

Mathematics