ResearchBib Share Your Research, Maximize Your Social Impacts
Sign for Notice Everyday Sign up >> Login

NUMERICAL SOLUTIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA ACCELERATED GENETIC ALGORITHM

Journal: International Journal of Engineering Sciences & Research Technology (IJESRT) (Vol.5, No. 8)

Publication Date:

Authors : ; ;

Page : 68-81

Keywords : SPDS; Accelerated Genetic Algorithm method; Numerical solution of stochastic partial differential equations.;

Source : Downloadexternal Find it from : Google Scholarexternal

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.

Last modified: 2016-08-08 19:24:10