Toward a solution of a class of non-linear stochastic perturbed PDEs using automated WHEP algorithm |
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Authors: | Mohamed A El-Beltagy Magdy A El-Tawil |
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Institution: | Cairo University, Faculty of Engineering, Engineering Mathematics & Physics Department, Giza, Egypt |
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Abstract: | This paper introduces a generalization and automation of the Wiener Hermite expansion with perturbation (WHEP) technique to solve a class of stochastic nonlinear partial differential equations with a perturbed nonlinearity. The automated algorithm generates the deterministic resultant linear equations according to the application of a general linear differential operator and the input parameters. Sample output with different nonlinearities, orders and corrections are presented. The resultant equations are solved numerically and the ensemble average and variance are computed and compared with previous research work. Higher order solutions with higher corrections are computed to show the importance of the generalization of the WHEP technique. The current work extends the use of WHEP for solving stochastic nonlinear differential equations. |
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