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Dr. Hany Nasr Hassan Mohammed :: Publications: |
Title: | Solving Nonlinear Stochastic Diffusion Models with Nonlinear Losses Using the Homotopy Analysis Method |
Authors: | Aisha A. Fareed, H. H. El-Zoheiry, M. A. El-Tawil, M. A. El-Beltagy and Hany N. Hassan |
Year: | 2014 |
Keywords: | HAM Technique; WHEP Technique; Stochastic PDEs; Diffusion Models |
Journal: | Applied mathematics |
Volume: | 5 |
Issue: | 1 |
Pages: | 115-127 |
Publisher: | Not Available |
Local/International: | International |
Paper Link: | Not Available |
Full paper | Hany Nasr Hassan Mohammed_paper 16.pdf |
Supplementary materials | Not Available |
Abstract: |
This paper deals with the construction of approximate series solutions of diffusion models with stochastic excita- tion and nonlinear losses using the homotopy analysis method (HAM). The mean, variance and other statistical properties of the stochastic solution are computed. The solution technique was applied successfully to the 1D and 2D diffusion models. The scheme shows importance of choice of convergence-control parameter ħ to guarantee the convergence of the solutions of nonlinear differential Equations. The results are compared with the Wien- er-Hermite expansion with perturbation (WHEP) technique and good agreements are obtained. |