Abstarct: In this thesis, we present numerical solution for the stochastic partial diffrential equations. First of all, we review the necessary concepts and definitions. In the second chapter, the stochastic diffrential equations are studied. In the third chapter we present the finite element method of SPDE’s. In the last chapter, we’ve suggested a method for solving such equations, and we’ve compared the convergence rate behavior in both white and colored noise. In this thesis all graphs are ploted by matlab software.