Numerical solution of two-dimensional stochastic time-fractional Sine–Gordon equation on non-rectangular domains using finite difference and meshfree methods
Abstract The nonlinear Sine-Gordon equation is one of the widely used partial differential
equations that appears in various sciences and engineering. The main purpose of writing …
equations that appears in various sciences and engineering. The main purpose of writing …
Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations
One of the most powerful tools for solving partial differential equations is approximation
using the radial basis functions (RBFs). This method can be very spectrally accurate …
using the radial basis functions (RBFs). This method can be very spectrally accurate …
Combination of finite difference method and meshless method based on radial basis functions to solve fractional stochastic advection–diffusion equations
F Mirzaee, N Samadyar - Engineering with computers, 2020 - Springer
The present article develops a semi-discrete numerical scheme to solve the time-fractional
stochastic advection–diffusion equations. This method, which is based on finite difference …
stochastic advection–diffusion equations. This method, which is based on finite difference …
Solving one‐dimensional nonlinear stochastic sine‐Gordon equation with a new meshfree technique
In the current work, we consider the nonlinear one‐dimensional stochastic Sine‐Gordon
equation with appropriate initial and boundary conditions. The main goal of this work is …
equation with appropriate initial and boundary conditions. The main goal of this work is …
A Jacobi–Gauss–Lobatto collocation method for solving generalized Fitzhugh–Nagumo equation with time-dependent coefficients
AH Bhrawy - Applied Mathematics and Computation, 2013 - Elsevier
In this paper, we propose a new Jacobi–Gauss–Lobatto collocation method for solving the
generalized Fitzhugh–Nagumo equation. The Jacobi–Gauss–Lobatto points are used as …
generalized Fitzhugh–Nagumo equation. The Jacobi–Gauss–Lobatto points are used as …
Strong and weak divergence of exponential and linear-implicit Euler approximations for stochastic partial differential equations with superlinearly growing …
M Beccari, M Hutzenthaler, A Jentzen… - arXiv preprint arXiv …, 2019 - arxiv.org
The explicit Euler scheme and similar explicit approximation schemes (such as the Milstein
scheme) are known to diverge strongly and numerically weakly in the case of one …
scheme) are known to diverge strongly and numerically weakly in the case of one …
Meshless simulation of stochastic advection–diffusion equations based on radial basis functions
M Dehghan, M Shirzadi - Engineering Analysis with Boundary Elements, 2015 - Elsevier
In this paper, a numerical technique is proposed for solving the stochastic advection–
diffusion equations. Firstly, using the finite difference scheme, we transform the stochastic …
diffusion equations. Firstly, using the finite difference scheme, we transform the stochastic …
The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
M Dehghan, M Shirzadi - Engineering Analysis with Boundary Elements, 2015 - Elsevier
This paper proposes a numerical method based on the dual reciprocity boundary elements
method (DRBEM) to solve the stochastic partial differential equations (SPDEs). The concept …
method (DRBEM) to solve the stochastic partial differential equations (SPDEs). The concept …
A high-order scheme for time-space fractional diffusion equations with Caputo-Riesz derivatives
G Sayyar, SM Hosseini, F Mostajeran - Computers & Mathematics with …, 2021 - Elsevier
In this paper, we present a high-order approach for solving one-and two-dimensional time-
space fractional diffusion equations (FDEs) with Caputo-Riesz derivatives. To design the …
space fractional diffusion equations (FDEs) with Caputo-Riesz derivatives. To design the …
[HTML][HTML] Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation
NH Sweilam, DM El-Sakout, MM Muttardi - Advances in Difference …, 2020 - Springer
In this paper, a stochastic space fractional advection diffusion equation of Itô type with one-
dimensional white noise process is presented. The fractional derivative is defined in the …
dimensional white noise process is presented. The fractional derivative is defined in the …