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

DOI10.1016/J.CAMWA.2010.07.057MaRDI QIDQ636591zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 3903920 (Why is no real title available?)
• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• scientific article; zbMATH DE number 1262778 (Why is no real title available?)
• scientific article; zbMATH DE number 1324225 (Why is no real title available?)
• scientific article; zbMATH DE number 2069613 (Why is no real title available?)
• 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
• Using homotopy WHEP technique for solving a stochastic nonlinear diffusion equation

Cited in

(10)

• Solving Riccati time-dependent models with random quadratic coefficients
• Uncertainty Quantification for Systems with Random Initial Conditions Using Wiener–Hermite Expansions
• Solution of the stochastic heat equation with nonlinear losses using Wiener-Hermite expansion
• Toward a solution of a class of non-linear stochastic perturbed PDEs using automated WHEP algorithm
• Non‐stationary statistical solutions of a class of random diffusion equations: Analytical and numerical considerations
• 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
• The Wiener-Hermite expansion with time-dependent ideal random function. II: The three-mode model.
• Random fields of water surface waves using Wiener–Hermite functional series expansions
• Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models
• A numerical modeling and its computational implementing simulation for generating distributions of the complicated random variable transformations with applications

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