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

1
Department of Mathematics, Lorestan University, Khorramabad 68137-17133, Iran
2
Department of Statistics, Lorestan University, Khorramabad 68137-17133, Iran
*
Author to whom correspondence should be addressed.
Math. Comput. Appl. 2018, 23(4), 53; https://doi.org/10.3390/mca23040053
Received: 6 July 2018 / Revised: 25 September 2018 / Accepted: 25 September 2018 / Published: 26 September 2018
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PDF [10170 KB, uploaded 26 September 2018]
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Abstract

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. View Full-Text
Keywords: stochastic generalized fractional diffusion equation; finite difference method; mean square convergence stochastic generalized fractional diffusion equation; finite difference method; mean square convergence
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Sepahvandzadeh, A.; Ghazanfari, B.; Asadian, N. Numerical Solution of Stochastic Generalized Fractional Diffusion Equation by Finite Difference Method. Math. Comput. Appl. 2018, 23, 53.

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