Numerical study for time fractional stochastic semi linear advection diffusion equations
Autor: | M. M. Muttardi, Nasser H. Sweilam, D. M. El-Sakout |
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Rok vydání: | 2020 |
Předmět: |
Advection
Semigroup General Mathematics Applied Mathematics Finite difference General Physics and Astronomy Statistical and Nonlinear Physics 01 natural sciences Multiplicative noise 010305 fluids & plasmas Fractional calculus symbols.namesake Mittag-Leffler function 0103 physical sciences Convergence (routing) symbols Applied mathematics Diffusion (business) 010301 acoustics Mathematics |
Zdroj: | Chaos, Solitons & Fractals. 141:110346 |
ISSN: | 0960-0779 |
Popis: | In this work, a stochastic fractional advection diffusion model with multiplicative noise is studied numerically. The Galerkin finite element method in space and finite difference in time are used, where the fractional derivative is in Caputo sense. The error analysis is investigated via Galerkin finite element method. In terms of the Mittag Leffler function, the mild solution is obtained. For the error estimates, the strong convergence for the semi and fully discrete schemes are proved in a semigroup structure. Finally, two numerical examples are given to confirm the theoretical results. |
Databáze: | OpenAIRE |
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