Difference methods for stochastic space fractional diffusion equation driven by additive space-time white noise via Wong-Zakai approximation

DOI10.1007/s10910-022-01408-wzbMath1506.65131OpenAlexW4303856933MaRDI QIDQ2679254

Abhishek Kumar Singh, Mani Mehra

Publication date: 19 January 2023

Published in: Journal of Mathematical Chemistry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10910-022-01408-w

zbMATH Keywords

stabilityconsistencyRiesz space-fractional derivativestochastic difference scheme

Mathematics Subject Classification ID

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) White noise theory (60H40) PDEs with randomness, stochastic partial differential equations (35R60) Finite difference methods for boundary value problems involving PDEs (65N06) Fractional partial differential equations (35R11)

Related Items (1)

An algorithm to estimate parameter in Müntz-Legendre polynomial approximation for the numerical solution of stochastic fractional integro-differential equation

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