Solving random boundary heat model using the finite difference method under mean square convergence

2019 ◽  
Vol 1 (3) ◽  
pp. e1026 ◽  
Author(s):  
J.‐C. Cortés ◽  
J.‐V. Romero ◽  
M.‐D. Roselló ◽  
M.A. Sohaly
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Difference Method ◽  
Mean Square ◽  
Random Boundary ◽  
Mean Square Convergence ◽  
The Finite Difference Method

scholarly journals Numerical Solution of Stochastic Generalized Fractional Diffusion Equation by Finite Difference Method

2018 ◽  
Vol 23 (4) ◽  
pp. 53 ◽  
Author(s):  
Amaneh Sepahvandzadeh ◽  
Bahman Ghazanfari ◽  
Nader Asadian
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Diffusion Equation ◽  
Numerical Solution ◽  
Difference Method ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equation ◽  
Mean Square ◽  
Numerical Examples ◽  
Mean Square Convergence

The present study aimed at solving the stochastic generalized fractional diffusion equation (SGFDE) by means of the random finite difference method (FDM). Moreover, the conditions of mean square convergence of the numerical solution are studied and numerical examples are presented to demonstrate the validity and accuracy of the method.

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