Ahmed Gamal Khattab Ibrahim
Asst. Lecturer
Exploring Stochastic Heat Equations: A Numerical Analysis with Fast Discrete Fourier Transform Techniques
Axioms • 2024
Publication Information
Authors
Ahmed G. Khattab; Mourad S. Semary; D.A.Hammad; Aisha F. Fareed
Keywords
compact finite difference; fast discrete Fourier transforms; stochastic heat equations; stochastic partial differential equations; white noise
Journal
Axioms
Publisher
Not Available
Volume
13
Issue
12
Pages
886
publication.type
International
Paper Link
Open Link
Supplementary Materials
Not Available
Abstract
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.
