Numerical Solution of Stochastic Heat Equation

  • Nasir I. Naser Msc student in Statistics, University of Al-Qadisiyah, Departmenet of Statistics, Iraq.
  • Muhannad Faiz Al-Saadony Assist. Prof. in the Statistics Department, University of Al-Qadisiyah, Departmenet of Statistics, Iraq.
Keywords: Stochastic Partial Differential Equations (SPDEs),, Heat equation,, Numerical solution of stochastic,, partial differential equation

Abstract

This paper will use the numerical methods to solve the stochastic heat equation driven by (Brownian motion, Brownian bridge, and Reflected Brownian motion). The numerical schema depends on the impersonation of the equation solution and includes a stochastic portion of the noise and a partial differential equation. We will apply our methods using daily temperatures in Iraq for the year 2018.

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Published
2020-01-03
How to Cite
Naser, N., & Al-Saadony, M. (2020). Numerical Solution of Stochastic Heat Equation. Journal of Al-Qadisiyah for Computer Science and Mathematics, 11(4), Stat Page 39 -. https://doi.org/10.29304/jqcm.2019.11.4.646
Section
Statistic Article