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dc.contributor.authorEl-Beltagy, Mohamed A.
dc.contributor.authorAl-Juhani, Amnah
dc.date.accessioned2017-06-05T08:35:46Z
dc.date.available2017-06-05T08:35:46Z
dc.date.issued2015-01-07
dc.identifier.urihttp://hdl.handle.net/10754/624054
dc.description.abstractUsing Wiener-Hermite expansion (WHE) 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]. WHE is the only known expansion that handles the white/colored noise exactly. This work introduces a numerical estimation of the stochastic response of the Duffing oscillator with fractional or variable order damping and driven by white noise. The WHE technique is integrated with the Grunwald-Letnikov approximation in case of fractional order and with Coimbra approximation in case of variable-order damping. The numerical solver was tested with the analytic solution and with Monte-Carlo simulations. The developed mixed technique was shown to be efficient in simulating SPDEs.
dc.titleNumerical Solution of Stochastic Nonlinear Fractional Differential Equations
dc.typePoster
dc.conference.dateJanuary 6-9, 2015
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015)
dc.conference.locationKAUST
dc.contributor.institutionEffat University
dc.contributor.institutionNorthern Borders University, Arar
refterms.dateFOA2018-06-14T03:06:32Z


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