Difference methods for stochastic space fractional diffusion equation driven by additive space-time white noise via Wong-Zakai approximation
DOI10.1007/s10910-022-01408-wzbMath1506.65131OpenAlexW4303856933MaRDI QIDQ2679254
Abhishek Kumar Singh, Mani Mehra
Publication date: 19 January 2023
Published in: Journal of Mathematical Chemistry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10910-022-01408-w
Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) White noise theory (60H40) PDEs with randomness, stochastic partial differential equations (35R60) Finite difference methods for boundary value problems involving PDEs (65N06) Fractional partial differential equations (35R11)
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