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.
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El-Tawil, M.A. (2013). Homotopy WHEP Algorithm, Solving Stochastic Differential Equations. In: Stavrinides, S., Banerjee, S., Caglar, S., Ozer, M. (eds) Chaos and Complex Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33914-1_10
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DOI: https://doi.org/10.1007/978-3-642-33914-1_10
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