NUMERICAL SOLUTIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA ACCELERATED GENETIC ALGORITHM

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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  • EP ID EP112513
  • DOI -
  • Views 97
  • Downloads 0

How To Cite

Dr. Eman A. Hussain (30).  NUMERICAL SOLUTIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA ACCELERATED GENETIC ALGORITHM. International Journal of Engineering Sciences & Research Technology, 5(8), 68-81. https://www.europub.co.uk/articles/-A-112513