A Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations
| dc.contributor.author | Namjoo, Mehran | |
| dc.contributor.author | Mohebbian, Ali | |
| dc.contributor.author | Jajarmi, Amin | |
| dc.contributor.author | Baleanu, Dumitru | |
| dc.date.accessioned | 2023-11-23T11:32:23Z | |
| dc.date.accessioned | 2025-09-18T12:09:40Z | |
| dc.date.available | 2023-11-23T11:32:23Z | |
| dc.date.available | 2025-09-18T12:09:40Z | |
| dc.date.issued | 2023 | |
| dc.description | Mohebbian, Ali/0009-0009-6789-5631; Namjoo, Mehran/0000-0001-5949-6766 | en_US |
| dc.description.abstract | In the present paper, the numerical solution of Ito 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.citation | Baleanu, 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.doi | 10.32604/cmes.2022.022403 | |
| dc.identifier.issn | 1526-1492 | |
| dc.identifier.issn | 1526-1506 | |
| dc.identifier.scopus | 2-s2.0-85142396275 | |
| dc.identifier.uri | https://doi.org/10.32604/cmes.2022.022403 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12416/11465 | |
| dc.language.iso | en | en_US |
| dc.publisher | Tech Science Press | en_US |
| dc.relation.ispartof | Computer Modeling in Engineering & Sciences | |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Ito Equation | en_US |
| dc.subject | Stochastic Process | en_US |
| dc.subject | Finite Difference Scheme | en_US |
| dc.subject | Stability And Convergence | en_US |
| dc.subject | Consistency | en_US |
| dc.title | A Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations | en_US |
| dc.title | A Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations | tr_TR |
| dc.type | Article | en_US |
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| gdc.author.id | Mohebbian, Ali/0009-0009-6789-5631 | |
| gdc.author.id | Namjoo, Mehran/0000-0001-5949-6766 | |
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| gdc.author.wosid | Baleanu, Dumitru/B-9936-2012 | |
| gdc.author.wosid | Jajarmi, Amin/O-7701-2019 | |
| gdc.author.wosid | Namjoo, Mehran/Jki-4826-2023 | |
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| gdc.description.department | Çankaya University | en_US |
| gdc.description.departmenttemp | [Baleanu, Dumitru] Cankaya Univ, Fac Arts & Sci, Dept Math, TR-06530 Ankara, Turkey; [Baleanu, Dumitru] Inst Space Sci, Magurele 76900, Romania; [Baleanu, Dumitru] China Med Univ Hosp, China Med Univ, Dept Med Res, Taichung 40402, Taiwan; [Namjoo, Mehran; Mohebbian, Ali] Vali Asr Univ Rafsanjan, Dept Math, Rafsanjan 7718897111, Iran; [Jajarmi, Amin] Univ Bojnord, Dept Elect Engn, Bojnord 945311339, Iran | en_US |
| gdc.description.endpage | 1163 | en_US |
| gdc.description.issue | 2 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | Q2 | |
| gdc.description.startpage | 1147 | en_US |
| gdc.description.volume | 135 | en_US |
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