Numerical Solution of Stochastic Generalized Fractional Diffusion Equation by Finite Difference Method

Mathematical and Computational Applications

Asadian, Nader¹  Sepahvandzadeh, Amaneh²  Ghazanfari, Bahman³ 

[1] Author to whom correspondence should be addressed.;Department of Mathematics, Lorestan University, Khorramabad 68137-17133, Iran;Department of Statistics, Lorestan University, Khorramabad 68137-17133, Iran

关键词: stochastic generalized fractional diffusion equation;    finite difference method;    mean square convergence;   

DOI  :  10.3390/mca23040053

学科分类：计算数学

来源: mdpi

【 摘 要 】

The present study aimed at solving the stochastic generalized fractional diffusion equation (SGFDE) by means of the random finite difference method (FDM). Moreover, the conditions of mean square convergence of the numerical solution are studied and numerical examples are presented to demonstrate the validity and accuracy of the method.

【 授权许可】

CC BY