Numerical solution of stochastic time fractional heat transfer equation with additive noise

Archana Mourya, Kalyanrao Takale, Shrikisan Gaikwad

Abstract


In the present paper, we developed an explicit finite difference scheme for stochastic time fractional heat transfer equation. Furthermore, we proved the conditional stability of the solution of the scheme and analyze the effect of the multiplier of the random noise in mean square stability. Also, we discuss the convergence of the explicit scheme in the mean square sense. The approximate solution of the practical problem is obtain by developed scheme and it is represented graphically by Mathematica software.

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Published: 2021-10-13

How to Cite this Article:

Archana Mourya, Kalyanrao Takale, Shrikisan Gaikwad, Numerical solution of stochastic time fractional heat transfer equation with additive noise, J. Math. Comput. Sci., 11 (2021), 7805-7820

Copyright © 2021 Archana Mourya, Kalyanrao Takale, Shrikisan Gaikwad. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

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