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A Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations

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dc.contributor.authorBaleanu, Dumitru
dc.contributor.authorNamjoo, Mehran
dc.contributor.authorMohebbian, Ali
dc.contributor.authorJajarmi, Amin
dc.contributor.authorID56389tr_TR
dc.date.accessioned2023-11-23T11:32:23Z
dc.date.available2023-11-23T11:32:23Z
dc.date.issued2023
dc.departmentÇankaya Üniversitesi, Fen - Edebiyat Fakültesi, Matematik Bölümüen_US
dc.description.abstractIn 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.en_US
dc.identifier.citationBaleanu, Dumitru...et.al. (2023). "A Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations", CMES - Computer Modeling in Engineering and Sciences, Vol.135, No.2, pp.1147-1163.en_US
dc.identifier.doi10.32604/cmes.2022.022403
dc.identifier.endpage1163en_US
dc.identifier.issn15261492
dc.identifier.issue2en_US
dc.identifier.startpage1147en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12416/6613
dc.identifier.volume135en_US
dc.language.isoenen_US
dc.relation.ispartofCMES - Computer Modeling in Engineering and Sciencesen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectConsistencyen_US
dc.subjectFinite Difference Schemeen_US
dc.subjectItô Equationen_US
dc.subjectStability And Convergenceen_US
dc.subjectStochastic Processen_US
dc.titleA Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equationstr_TR
dc.titleA Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equationsen_US
dc.typeArticleen_US
dspace.entity.typePublication
relation.isAuthorOfPublicationf4fffe56-21da-4879-94f9-c55e12e4ff62
relation.isAuthorOfPublication.latestForDiscoveryf4fffe56-21da-4879-94f9-c55e12e4ff62

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