TITLE:
Solving Nonlinear Stochastic Diffusion Models with Nonlinear Losses Using the Homotopy Analysis Method
AUTHORS:
Aisha A. Fareed, Hanafy H. El-Zoheiry, Magdy A. El-Tawil, Mohammed A. El-Beltagy, Hany N. Hassan
KEYWORDS:
HAM Technique; WHEP Technique; Stochastic PDEs; Diffusion Models
JOURNAL NAME:
Applied Mathematics,
Vol.5 No.1,
January
10,
2014
ABSTRACT:
This paper deals with the
construction of approximate series solutions of diffusion models with
stochastic excitation
and nonlinear losses using the homotopy analysis method (HAM). The mean,
variance and other statistical properties of the stochastic solution are
computed. The solution technique was applied successfully to the 1D and 2D
diffusion models. The scheme shows importance of choice of convergence-control
parameter to guarantee the convergence of the solutions of nonlinear
differential Equations. The results are compared with the Wiener-Hermite expansion with perturbation (WHEP)
technique and good agreements are obtained.