Numerical studies for various random and stochastic differential equations / (Record no. 82135)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03500cam a2200349 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250223032815.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210914s2021 ua dh f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-GiCUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GiCUC |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Deposite |
| 097 ## - Thesis Degree | |
| Thesis Level | Ph.D |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.12.17.Ph.D.2021.Ma.N |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Maha Muftah Almuttardi |
| 245 10 - TITLE STATEMENT | |
| Title | Numerical studies for various random and stochastic differential equations / |
| Statement of responsibility, etc. | Maha Muftah Almuttardi ; Supervised Laila F. Abdelal , Nasser H. Sweilam , Doaa M. Elsakout |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | درا{uئإآ٣}{uئإ٨إ}ت {uئإأآ}{uئإءء}د{uئآئإ}{uئإ٩٤} {uئإؤئ}{uئإ٩٢}{uئإأأ}{uئإآإ} ا{uئإؤئ}{uئإإ٤}{uئإأأ}{uئإ٨إ}د{uئإئآ}ت ا{uئإؤئ}{uئإ٩٨}{uئإؤ٤}{uئإ٨إ}{uئإآئ}{uئإإ٠}{uئآئئ}{uئإ٩٤} ا{uئإؤئ}{uئإأأ}{uئإآ٨}{uئإإإ}ا{uئإ٨آ}{uئآئئ}{uئإ٩٤} |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Maha Muftah Almuttardi , |
| Date of publication, distribution, etc. | 2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 247 P. : |
| Other physical details | charts , facsimiles ; |
| Dimensions | 25cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (h.D.) - Cairo University - Faculty of Science - Department of Mathematics |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Stochastic partial differential equations become very powerful extensions of deter- ministic partial differential equations. Under appropriate assumptions, the existence and uniqueness of solutions to such equations are ensured. However, in many cases, these solutions are not given explicitly, therefore the numerical approximations are used to study the properties of these models. The theme of this thesis is numerical studies for solving certain partial differential equations involving uncertainties.These uncertainties arise in the form of forcing terms or initial data. We convert the underlying stochastic partial differential equations into stochastic ordinary differential equations by discretizing the spatial in spatial direction. We then solving the new resultant stochastic ordinary differential equations using dif- ferent scenarios.That scenarios are Euler-Maryuma procedure, method of lines and high-order ordinary differential equations solver. To evaluate uncertainty in the calcu- lations, we estimate the expectation by using repeated generators of random numbers. We then obtaining different sample paths, and considering the expectation. When the number of samples grows, the predicted estimated value converges to the true estimate.The idea behind this study is: to enhanced the performance of the deterministic numerical methods when it is used on stochastic models, analyze similarities between the exact solution and numerical approximations for different sample paths and accel- erate the convergence rate of the solutions.The main contributions in this thesis, we obtained more accurate numerical solutions for more general models, captured real physical phenomena not easily obtained in deterministic cases and we accelerated the convergence rate. The thesis handles the space fractional version of the Stochastic Advection-Diffusion Equation using the stochastic compact {uFB01}nite difference scheme |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Numerical studies |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Stochastic differential equations |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Various random |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Doaa M. Elsakout , |
| Relator term | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Laila F. Abdelal , |
| Relator term | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Nasser H. Sweilam , |
| Relator term | |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a> |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Nazla |
| Reviser | Revisor |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Shimaa |
| Reviser | Cataloger |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Thesis |
| Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Koha item type | Copy number |
|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 11.02.2024 | Cai01.12.17.Ph.D.2021.Ma.N | 01010110084190000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.12.17.Ph.D.2021.Ma.N | 01020110084190000 | 22.09.2023 | CD - Rom | 84190.CD |