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

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.