Numerical solution of stochastic heat equation
Joint Authors
Nasir, Nasir I.
al-Saduni, Muhannad Fayiz
Source
al-Qadisiyah Journal for Computer Science and Mathematics
Issue
Vol. 11, Issue 4 (31 Dec. 2019), pp.39-45, 7 p.
Publisher
University of al-Qadisiyah College of computer Science and Information Technology
Publication Date
2019-12-31
Country of Publication
Iraq
No. of Pages
7
Main Subjects
Abstract 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.
American Psychological Association (APA)
Nasir, Nasir I.& al-Saduni, Muhannad Fayiz. 2019. Numerical solution of stochastic heat equation. al-Qadisiyah Journal for Computer Science and Mathematics،Vol. 11, no. 4, pp.39-45.
https://search.emarefa.net/detail/BIM-971666
Modern Language Association (MLA)
Nasir, Nasir I.& al-Saduni, Muhannad Fayiz. Numerical solution of stochastic heat equation. al-Qadisiyah Journal for Computer Science and Mathematics Vol. 11, no. 4 (2019), pp.39-45.
https://search.emarefa.net/detail/BIM-971666
American Medical Association (AMA)
Nasir, Nasir I.& al-Saduni, Muhannad Fayiz. Numerical solution of stochastic heat equation. al-Qadisiyah Journal for Computer Science and Mathematics. 2019. Vol. 11, no. 4, pp.39-45.
https://search.emarefa.net/detail/BIM-971666
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 45
Record ID
BIM-971666
