Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation
DOI10.1186/s13662-020-02641-wzbMath1482.65012OpenAlexW3030440800MaRDI QIDQ2078137
M. M. Muttardi, D. M. El-Sakout, Nasser Hassan Sweilam
Publication date: 25 February 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-020-02641-w
Caputo fractional derivativestability analysis of a stochastic modelstochastic compact difference schemestochastic fractional advection-diffusion equation
Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
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