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Browsing by Author "Mohebbian, Ali"

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    A Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations
    (2023) Baleanu, Dumitru; Namjoo, Mehran; Mohebbian, Ali; Jajarmi, Amin; 56389
    In the present paper, the numerical solution of Itô type stochastic parabolic equation with a time white noise process is imparted based on a stochastic finite difference scheme. At the beginning, an implicit stochastic finite difference scheme is presented for this equation. Some mathematical analyses of the scheme are then discussed. Lastly, to ascertain the efficacy and accuracy of the suggested technique, the numerical results are discussed and compared with the exact solution.