Iris Publishers - Global Journal of Engineering Sciences (GJES)


Solving the Non-Damped Oscillatory Problem with Random Loading Conditions using WHE Technique




Authorized by Amnah S Al Juhani


The spectral techniques for solving the stochastic differential equations (SDEs) are efficient compared with other techniques. They can be used to obtain analytical solutions specially in case of linear SDEs. Among which, the Wiener-Hermite expansion (WHE) and the Winer Chaos expansion (WCE) are the most common. WHE is more efficient as it depends directly on a basis that is directly dependent on the noise process. It can be used efficiently when the SDE is forced by additive and/or multiplicative noise.

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