Numerical solution of stochastic heat equation

الملخص EN

This paper will use the numerical methods to solve the stochastic heat equation driven by (Brownian motion, Brownian bridge, and Reflected Brownian motion).

The numerical schema depends on the impersonation of the equation solution and includes a stochastic portion of the noise and a partial differential equation.

We will apply our methods using daily temperatures in Iraq for the year 2018.