Higher-Order WHEP Solutions of Quadratic Nonlinear Stochastic Oscillatory Equation

Mohamed A. El-Beltagy, Amnah S. Al-Johani

Department of Applied Mathematics, College of Science, Northern Borders University, Arar, KSA；College of Home Economics, Northern Borders University, Arar, KSA.
Department of Engineering Mathematics & Physics, Engineering Faculty, Cairo University, Giza, Egypt.

DOI: 10.4236/eng.2013.55A009                

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.

Keywords

Oscillatory Equation; Nonlinear Differential Equations; Stochastic Differential Equation; Wiener-Hermite Expansion; Perturbation Technique

Conflicts of Interest

The authors declare no conflicts of interest.

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