أحمد جمال خطاب إبراهيم
مدرس مساعد
Exploring Stochastic Heat Equations: A Numerical Analysis with Fast Discrete Fourier Transform Techniques
Axioms • 2024
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.
