Study for Some of Stochastic Partial Differential Equations

number: 
2638
English
Degree: 
Imprint: 
Mathematics and Computer Applications
Author: 
Douaa Khudheyer Abid
Supervisor: 
Dr. Fadhel S. Fadhel
Dr. Shatha A. Aziz
year: 
2011
Abstract:

This thesis has three objectives: The first objective is to give a study of stochastic calculus, including the fundamental concept of stochastic differential equations. The second objective is to introduce stochastic partial differential equations, as well as, study some theoretical results related to the three types of second order stochastic partial differential equations and give the integral form for each type. The third objective is to study the numerical solution of the three type of stochastic partial differential equations (stochastic Poisson equations, stochastic heat equations and stochastic wave equations) using the finite difference method.