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Fourier Spectral Methods for Some Linear Stochastic Space-Fractional Partial Differential Equations
oleh: Yanmei Liu, Monzorul Khan, Yubin Yan
Format: | Article |
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Diterbitkan: | MDPI AG 2016-07-01 |
Deskripsi
Fourier spectral methods for solving some linear stochastic space-fractional partial differential equations perturbed by space-time white noises in the one-dimensional case are introduced and analysed. The space-fractional derivative is defined by using the eigenvalues and eigenfunctions of the Laplacian subject to some boundary conditions. We approximate the space-time white noise by using piecewise constant functions and obtain the approximated stochastic space-fractional partial differential equations. The approximated stochastic space-fractional partial differential equations are then solved by using Fourier spectral methods. Error estimates in the L 2 -norm are obtained, and numerical examples are given.