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dc.contributor.authorEl-Beltagy, Mohamed A.
dc.contributor.authorAl-Mulla, Noah
dc.date.accessioned2017-06-01T10:20:42Z
dc.date.available2017-06-01T10:20:42Z
dc.date.issued2014-01-06
dc.identifier.urihttp://hdl.handle.net/10754/623987
dc.description.abstractUsing Wiener-Hermite expansion with perturbation (WHEP) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. The Wiener-Hermite expansion is the only known expansion that handles the white/colored noise exactly. The main statistics, such as the mean, covariance, and higher order statistical moments, can be calculated by simple formulae involving only the deterministic Wiener-Hermite coefficients. In this poster, the WHEP technique is used to solve the 2D diffusion equation with nonlinear losses and excited with white noise. The solution will be obtained numerically and will be validated and compared with the analytical solution that can be obtained from any symbolic mathematics package such as Mathematica.
dc.subjectLow-Rank
dc.titleHigher-order Solution of Stochastic Diffusion equation with Nonlinear Losses Using WHEP technique
dc.typePoster
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.conference.dateJanuary 6-10, 2014
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)
dc.conference.locationKAUST
dc.contributor.institutionUniversity of Dammam
kaust.personEl-Beltagy, Mohamed A.
refterms.dateFOA2018-06-13T17:59:38Z


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