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Ass. Lect. Ahmed Gamal Khattab Ibrahim :: Publications: |
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| Title: | A novel stochastic ten non-polynomial cubic splines method for heat equations with noise term |
| Authors: | Aisha F. Fareed, Ahmed G. Khattab, Mourad S. Semary |
| Year: | 2024 |
| Keywords: | Non-polynomial splineStochastic partial differential equationsWhite noise |
| Journal: | Partial Differential Equations in Applied Mathematics |
| Volume: | 10 |
| Issue: | Not Available |
| Pages: | 100677 |
| Publisher: | Not Available |
| Local/International: | International |
| Paper Link: | |
| Full paper | Not Available |
| Supplementary materials | Not Available |
| Abstract: |
In this paper, a new numerical method for solving a class of stochastic partial differential equations is presented. The proposed method is based on a non-polynomial cubic spline algorithm with an O(h4) local truncation error. The new approach has the advantage of simultaneously including ten non-polynomial cubic spline schemes. The proposed approach is also tested on three stochastic heat equations. The current results are compared to solutions obtained using the B-spline wavelet approximation method. The provided solutions demonstrate the proposed method's accuracy and applicability. |
