Ahmed Gamal Khattab Ibrahim
Asst. Lecturer
A novel stochastic ten non-polynomial cubic splines method for heat equations with noise term
Partial Differential Equations in Applied Mathematics • 2024
Publication Information
Authors
Aisha F. Fareed, Ahmed G. Khattab, Mourad S. Semary
Keywords
Non-polynomial splineStochastic partial differential equationsWhite noise
Journal
Partial Differential Equations in Applied Mathematics
Publisher
Not Available
Volume
10
Issue
Not Available
Pages
100677
publication.type
International
Paper Link
Open Link
Supplementary Materials
Not Available
Abstract
In this paper, a new numerical method for solving a class of stochastic partial differential equations is presented. The proposed method is based on a non-polynomial cubic spline algorithm with an O(h4) local truncation error. The new approach has the advantage of simultaneously including ten non-polynomial cubic spline schemes. The proposed approach is also tested on three stochastic heat equations. The current results are compared to solutions obtained using the B-spline wavelet approximation method. The provided solutions demonstrate the proposed method's accuracy and applicability.
