The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order

DOI10.1016/j.enganabound.2020.05.010zbMath1464.65091OpenAlexW3041337083MaRDI QIDQ785207

Farshid Mirzaee, Nasrin Samadyar, Yadollah Ordokhani

Publication date: 5 August 2020

Published in: Engineering Analysis with Boundary Elements (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.enganabound.2020.05.010

zbMATH Keywords

spline approximationfractional calculusCrank-Nicolson methodBrownian motion processdiffusion-wave partial differential equationsHermite-based approach

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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