Homotopy WHEP Algorithm, Solving Stochastic Differential Equations

  • Magdy A. El-Tawil
Conference paper
First Online:

Abstract

The WHEP algorithm showed a great efficiency in computing some statistical moments of the solution process for many perturbed stochastic differential equations. This technique has been greatly extended by the use of homotopy perturbation to yield what is called Homotopy WHEP in which the homotopy technique replaces the ordinary perturbation method which enables the application of the technique on non-perturbed problems. In this paper, the algorithm is applied on some nonlinear stochastic differential equations.

Keywords

Stochastic Differential Equation Statistical Moment Homotopy Perturbation Method Homotopy Function Nonlinear Loss 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Magdy A. El-Tawil
    • 1
  1. 1.Faculty of Engineering, Engineering Mathematics DepartmentCairo UniversityGizaEgypt

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