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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.author Baleanu, Dumitru
dc.contributor.author Namjoo, Mehran
dc.contributor.author Mohebbian, Ali
dc.contributor.author Jajarmi, Amin
dc.date.accessioned 2023-11-23T11:32:23Z
dc.date.available 2023-11-23T11:32:23Z
dc.date.issued 2023
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. tr_TR
dc.identifier.issn 15261492
dc.identifier.uri http://hdl.handle.net/20.500.12416/6613
dc.description.abstract 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. tr_TR
dc.language.iso eng tr_TR
dc.relation.isversionof 10.32604/cmes.2022.022403 tr_TR
dc.rights info:eu-repo/semantics/openAccess tr_TR
dc.subject Consistency tr_TR
dc.subject Finite Difference Scheme tr_TR
dc.subject Itô Equation tr_TR
dc.subject Stability And Convergence tr_TR
dc.subject Stochastic Process tr_TR
dc.title A Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations tr_TR
dc.type article tr_TR
dc.relation.journal CMES - Computer Modeling in Engineering and Sciences tr_TR
dc.contributor.authorID 56389 tr_TR
dc.identifier.volume 135 tr_TR
dc.identifier.issue 2 tr_TR
dc.identifier.startpage 1147 tr_TR
dc.identifier.endpage 1163 tr_TR
dc.contributor.department Çankaya Üniversitesi, Fen - Edebiyat Fakültesi, Matematik Bölümü tr_TR


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