Toward a solution of a class of non-linear stochastic perturbed PDEs using automated WHEP algorithm

DOI10.1016/J.APM.2013.01.038MaRDI QIDQ1789014zbMATHOpenAlexFDO

Authors Mohamed A. El-Beltagy, Magdy A. El-Tawil

Publication date 9 October 2018

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2013.01.038

zbMATH Keywords

stochastic differential equationnonlinear differential equationsperturbation methodWiener-Hermite expansionautomated algorithmswhep

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Isotropic turbulence; homogeneous turbulence (76F05)

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Cites work

• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• scientific article; zbMATH DE number 2069613 (Why is no real title available?)
• scientific article; zbMATH DE number 3195732 (Why is no real title available?)
• Application of Wiener-Hermite Expansion to Nonstationary Random Vibration of a Duffing Oscillator
• Application of the Wiener-Hermite Expansion to the Diffusion of a Passive Scalar in a Homogeneous Turbulent Flow
• General stochastic oscillatory systems
• Numerical solutions of Burgers' equation with random initial conditions using the Wiener chaos expansion and the Lax-Wendroff scheme
• Relationship between a Wiener–Hermite expansion and an energy cascade
• Solution of stochastic cubic and quintic nonlinear diffusion equation using WHEP, Pickard and HPM methods
• Solving random diffusion models with nonlinear perturbations by the Wiener-Hermite expansion method
• Statistical analysis of the stochastic solution processes of 1-D stochastic Navier-Stokes equation using WHEP technique
• The Homotopy Wiener-Hermite Expansion and Perturbation Technique (WHEP)
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Use of the Wiener—Hermite expansion for nearly normal turbulence
• Using homotopy WHEP technique for solving a stochastic nonlinear diffusion equation
• Wiener-Hermite Expansion in Model Turbulence at Large Reynolds Numbers
• Wiener-Hermite expansion and the inertial subrange of a homogeneous isotropic turbulence

Cited in

(11)

• Homotopy WHEP algorithm, solving stochastic differential equations
• Solution of the stochastic heat equation with nonlinear losses using Wiener-Hermite expansion
• 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 mixed spectral treatment for the stochastic models with random parameters
• Computing probabilistic solutions of the Bernoulli random differential equation
• Numerical approximation of higher-order solutions of the quadratic nonlinear stochastic oscillatory equation using WHEP technique
• A mean square chain rule and its application in solving the random Chebyshev differential equation
• scientific article; zbMATH DE number 2069613 (Why is no real title available?)
• Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models
• A numerical modeling and its computational implementing simulation for generating distributions of the complicated random variable transformations with applications
• scientific article; zbMATH DE number 6494014 (Why is no real title available?)

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