Engineering

Volume 5, Issue 5 (May 2013)

ISSN Print: 1947-3931   ISSN Online: 1947-394X

Google-based Impact Factor: 0.66  Citations  

Higher-Order WHEP Solutions of Quadratic Nonlinear Stochastic Oscillatory Equation

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DOI: 10.4236/eng.2013.55A009    3,536 Downloads   5,349 Views  Citations

ABSTRACT

This paper introduces higher-order solutions of the quadratic nonlinear stochastic oscillatory equation. Solutions with different orders and different number of corrections are obtained with the WHEP technique which uses the WienerHermite expansion and perturbation technique. The equivalent deterministic equations are derived for each order and correction. The solution ensemble average and variance are estimated and compared for different orders, different number of corrections and different strengths of the nonlinearity. The solutions are simulated using symbolic computation software such as Mathematica. The comparisons between different orders and different number of corrections show the importance of higher-order and higher corrected WHEP solutions for the nonlinear stochastic differential equations.

Share and Cite:

M. El-Beltagy and A. Al-Johani, "Higher-Order WHEP Solutions of Quadratic Nonlinear Stochastic Oscillatory Equation," Engineering, Vol. 5 No. 5A, 2013, pp. 57-69. doi: 10.4236/eng.2013.55A009.

Cited by

[1] Solution of Nonlinear Stochastic Langevin's Equation Using WHEP, Pickard and HPM Methods
Applied Mathematics, 2014
[2] Numerical solution of stochastic nonlinear differential equations using wiener-hermite expansion
Proceedings of the 11th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM'13), 2013

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