Benha University

أحمد جمال خطاب إبراهيم

مدرس مساعد

كلية الهندسة ببنها العلوم الأساسية

Exploring Stochastic Heat Equations: A Numerical Analysis with Fast Discrete Fourier Transform Techniques

Axioms • 2024
العودة
معلومات البحث
المؤلفون Ahmed G. Khattab; Mourad S. Semary; D.A.Hammad; Aisha F. Fareed
الكلمات المفتاحية compact finite difference; fast discrete Fourier transforms; stochastic heat equations; stochastic partial differential equations; white noise
المجلة العلمية Axioms
الناشر Not Available
المجلد 13
العدد 12
الصفحات 886
publication.type International
رابط البحث Open Link
المواد المرفقة Not Available
الملخص
This paper presents an innovative numerical technique for specific classes of stochastic heat equations. Our approach uniquely combines a sixth-order compact finite difference algorithm with fast discrete Fourier transforms. While traditional discrete sine transforms are effective for approximating second-order derivatives, they are inadequate for first-order derivatives. To address this limitation, we introduce an innovative variant based on exponential transforms. This method is rigorously evaluated on two forms of stochastic heat equations, and the solutions are compared with those obtained using the established stochastic ten non-polynomial cubic-spline method. The results confirm the accuracy and applicability of our proposed method, highlighting its potential to enhance the numerical treatment of stochastic heat equations.
جميع الحقوق محفوظة © 2026 جامعة بنها - دليل أعضاء هيئة التدريس