NUMERICAL SOLUTIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA ACCELERATED GENETIC ALGORITHM
Journal Title: International Journal of Engineering Sciences & Research Technology - Year 30, Vol 5, Issue 8
Abstract
This paper introduced a new accelerated Genetic Algorithms (GAs) method to find a numerical solutions of stochastic Partial differential equations driven by space-time white nose wiener process . The numerical scheme is based on a representation of the solution of the equation involving a stochastic part arising from the noise and a deterministic partial differential equation . By using Doss-Sussmann transformation that enables us to work with a partial differential equation instead of the stochastic partial differential equation. Then compare these solutions obtained by our method with saul'yev method and deterministic solution.
Authors and Affiliations
Dr. Eman A. Hussain
Keywords
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