Solving random diffusion models with nonlinear perturbations by the Wiener-Hermite expansion method

DOI10.1016/j.camwa.2010.07.057zbMath1219.65007OpenAlexW2004846436MaRDI QIDQ636591

Juan-Miguel Gracia

Publication date: 28 August 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2010.07.057

zbMATH Keywords

perturbation methodrandom differential equationWiener-Hermite expansion

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (4)

Statistical measures approximations for the Gaussian part of the stochastic nonlinear damped Duffing oscillator solution process under the application of Wiener Hermite expansion linked by the multi-step differential transformed method ⋮ A numerical modeling and its computational implementing simulation for generating distributions of the complicated random variable transformations with applications ⋮ Solving Riccati time-dependent models with random quadratic coefficients ⋮ Toward a solution of a class of non-linear stochastic perturbed PDEs using automated WHEP algorithm

Cites Work

• Using homotopy WHEP technique for solving a stochastic nonlinear diffusion equation
• On the solution of stochastic oscillatory quadratic nonlinear equations using different techniques, a comparison study
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
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