Solution of Nonlinear Stochastic Langevin’s Equation Using WHEP, Pickard and HPM Methods

• 作者: Beih El-desouky Magdy A. El-Twail Maha Hamed Mohamed A. El-Beltagy
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: NONLINEAR STOCHASTIC D.E Langevin’s Equation WHEP TECHNIQUE PICARD Approximation HPM TECHNIQUE
• 年，卷（期）: 2014,（3）
• 页码范围: 398-412
• 页数: 15页
• 分类号: O1

摘要

This paper introduces analytical and numerical solutions of the nonlinear Langevin’s equation under square nonlinearity with stochastic non-homogeneity. The solution is obtained by using the Wiener-Hermite expansion with perturbation (WHEP) technique, and the results are compared with those of Picard iterations and the homotopy perturbation method (HPM). The WHEP technique is used to obtain up to fourth order approximation for different number of corrections. The mean and variance of the solution are obtained and compared among the different methods, and some parametric studies are done by using Matlab.