Mathematical and Computational Applications (Sep 2018)

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

  • Amaneh Sepahvandzadeh,
  • Bahman Ghazanfari,
  • Nader Asadian

DOI
https://doi.org/10.3390/mca23040053
Journal volume & issue
Vol. 23, no. 4
p. 53

Abstract

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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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