
تعداد نشریات | 26 |
تعداد شمارهها | 447 |
تعداد مقالات | 4,557 |
تعداد مشاهده مقاله | 5,380,003 |
تعداد دریافت فایل اصل مقاله | 3,580,069 |
Numerical solutions for a class stochastic partial differential equations | ||
Journal of Mahani Mathematical Research | ||
دوره 13، شماره 1 - شماره پیاپی 26، بهمن 2023، صفحه 357-382 اصل مقاله (406.53 K) | ||
نوع مقاله: Research Paper | ||
شناسه دیجیتال (DOI): 10.22103/jmmr.2023.21329.1431 | ||
نویسندگان | ||
Mehdi Karami؛ Ali Mohebbian؛ Sudeh Razaghian؛ Mehran Namjoo* ؛ Mehran Aminian | ||
Deparment of Mathematics, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran | ||
چکیده | ||
The aim of this manuscript is to introduce and analyze a stochastic finite difference scheme for Ito stochastic partial differential equations. We also discuss the consistency, stability, and convergence for the stochastic finite difference scheme. The numerical simulations obtained from the proposed stochastic finite difference scheme show the efficiency of the suggested stochastic finite difference scheme. | ||
کلیدواژهها | ||
Stochastic partial differential equations؛ Stochastic finite difference scheme؛ Stability؛ Consistency؛ Convergence | ||
مراجع | ||
[1] Allen, E.J., Novose, S.J., & Zhang, Z.C. (1998). Finite element and di erence approximation of some linear stochastic partial di erential equations, Stochastic Rep. vol 64, 117{142. https://doi.org/10.1080/17442509808834159
[2] Baleanu, D., Namjoo, M., Mohebbian, A., & Jajarmi, A. (2022) A Weighted average nite di erence scheme for the numerical solution of stochastic parabolic partial di erential equations, CMES - Comput. Model. Eng. Sci. 135(2), 1147{1163. https://doi.org/10.32604/cmes.2022.022403
[3] Bishehniasar, M., & Soheili, A. R. (2013) Approximation of stochastic advection diffusion equation using compact nite di erence technique, Iran J. Sci. Technol. 37A3, 327{333. https://doi.org/10.22099/ijsts.2013.1631
[4] Iqbal, S., Martnez, F., Kaabar, M. K. A, & Samei, M. E. (2022) A novel Elzaki transform homotopy perturbation method for solving time-fractional non-linear partial differential equations, Bound. Value Probl. 2022(1), 91. https://doi.org/10.1186/s13661-022-01673-3
[5] Kamrani, M., & Hosseini, S. M. (2021) Spectral collocation method for stochastic burgers equation driven by additive noise, Math. Comput. Simul. 82, 1630{1644. https://doi.org/10.1016/j.matcom.2012.03.007
[6] Kaur, N., & Goyal, K. (2022) An adaptive wavelet optimized nite di erence B-spline polynomial chaos method for random partial di erential equations, Appl. Math. Comput. 415, 126738. https://doi.org/10.1016/j.amc.2021.126738
[7] Kloeden, P. E., & Platen, E. (1995) Numerical Solution of Stochastic Di erential Equations, Springer. Berlin. https://doi.org/10.1007/978-3-662-12616-5
[8] Mirzaee, F., & Samadyar, N. (2020) Combination of nite di erence method and meshless method based on radial basis functions to solve fractional stochastic advection{ di usion equations, Eng. Comput. 36, 1673{1686. https://doi.org/10.1007/s00366-019-00789-y
[9] Namjoo, M., & Mohebbian, A. (2016) Approximation of stochastic advection diffusion equations with nite di erence scheme, J. Math. Model. 4(1), 1{18. https://jmm.guilan.ac.ir/article 1571.html
[10] Namjoo, M., & Mohebbian, A. (2019) Analysis of the stability and convergence of a nite di erence approximation for stochastic partial di erential equations, Comput. Methods Di er. Equ. 7(3), 334{358. https://dorl.net/dor/20.1001.1.23453982.2019.7.3.2.8
[11] Roth, C. (2002) Di erence methods for stochastic partial di erential equations, Z. Zngew. Math. Mech 82, 821{830. https://doi.org/10.1002/1521-4001(200211)82:11/12<821::AID-ZAMM821>3.0.CO;2-L
[12] Soheili, A. R., & Arezoomandan, M. (2013) Approximation of stochastic advection di u-sion equations with stochastic alternative direction explicit methods, Appl. Math. 58(4),439{471. https://doi.org/10.1007/s10492-013-0022-6
[13] Walsh, J. B. (2005) Finite element methods for parabolic stochastic PDEs, Potential Anal. 23, 1{43. https://doi.org/10.1007/s11118-004-2950-y
[14] Yasin, M. W., Iqbal, M. S., Ahmed, N., Akgul, A., Raza, A., Ra q, M., & Riaz, M. B. (2022) Numerical scheme and stability analysis of stochastic Fitzhugh-Nagumo model, Results Phys. 32, 105023. https://doi.org/10.1016/j.rinp.2021.105023
[15] Yoo, H. (1999) Semi-discretization of stochastic partial di erential equation on R by a nite di erence method, Math. Comp. 69, 653{666. https://www.jstor.org/stable/2584895
[16] Youssri, Y. H.,& Muttardi, M. M. (2023) A mingled tau- nite di erence method for stochastic rst-order partial di erential equations, Int. J. Appl. Comput. 9, 1{14. https://doi.org/10.1007/s40819-023-01489-4 | ||
آمار تعداد مشاهده مقاله: 163 تعداد دریافت فایل اصل مقاله: 216 |