Asset Details
Do you wish to reserve the book?
Combination of finite difference method and meshless method based on radial basis functions to solve fractional stochastic advection–diffusion equations
Hey, we have placed the reservation for you!
By the way, why not check out events that you can attend while you pick your title.
Oops! Something went wrong.
Looks like we were not able to place the reservation. Kindly try again later.
Are you sure you want to remove the book from the shelf?
Combination of finite difference method and meshless method based on radial basis functions to solve fractional stochastic advection–diffusion equations
Do you wish to request the book?
Combination of finite difference method and meshless method based on radial basis functions to solve fractional stochastic advection–diffusion equations
Please be aware that the book you have requested cannot be checked out. If you would like to checkout this book, you can reserve another copy
We have requested the book for you!
Your request is successful and it will be processed during the Library working hours. Please check the status of your request in My Requests.
Oops! Something went wrong.
Looks like we were not able to place your request. Kindly try again later.
Journal Article
Combination of finite difference method and meshless method based on radial basis functions to solve fractional stochastic advection–diffusion equations
2020
Overview
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 scheme and radial basis functions (RBFs) interpolation, is applied to convert the solution of time-fractional stochastic advection–diffusion equations to the solution of a linear system of algebraic equations. The mechanism of this method is such that time-fractional stochastic advection–diffusion equation is first transformed into elliptic stochastic differential equations by using finite difference scheme. Then meshfree method based on RBFs has been used to approximate the resulting equation. In other words, the approximate solution of time-fractional stochastic advection–diffusion equation is achieved with discrete the domain in the t-direction by finite difference method and approximating the unknown function in the x-direction by generalized inverse multiquadrics RBFs. In this method, the noise terms are directly simulated at the collocation points in each time step and it is the most important advantage of the suggested approach. Stability and convergence of the scheme are established. Finally, some test problems are included to confirm the accuracy and efficiency of the new approach.
Publisher
Springer Nature B.V
Subject
