Compact finite difference method for the fractional diffusion equation

2009 ◽  
Vol 228 (20) ◽  
pp. 7792-7804 ◽  
Author(s):  
Mingrong Cui
2018 ◽  
Vol 23 (4) ◽  
pp. 53 ◽  
Author(s):  
Amaneh Sepahvandzadeh ◽  
Bahman Ghazanfari ◽  
Nader Asadian

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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