Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation

Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation

Abstract In this paper, a stochastic space fractional advection diffusion equation of Itô type with one-dimensional white noise process is presented. The fractional derivative is defined in the sense of Caputo. A stochastic compact finite difference method is used to study the proposed model numeric...

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Bibliographic Details
Main Authors: N. H. Sweilam, D. M. El-Sakout, M. M. Muttardi
Format: Article
Language:English
Published: SpringerOpen 2020-04-01
Series:Advances in Difference Equations
Subjects:
Stochastic fractional advection-diffusion equation
Stochastic compact difference scheme
Stability analysis of a stochastic model
Caputo fractional derivative
Online Access:http://link.springer.com/article/10.1186/s13662-020-02641-w

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http://link.springer.com/article/10.1186/s13662-020-02641-w

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