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Numerical study for time fractional stochastic semi linear advection diffusion equations

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  • Sweilam, N.H.
  • El-Sakout, D.M.
  • Muttardi, M.M.

Abstract

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.

Suggested Citation

  • Sweilam, N.H. & El-Sakout, D.M. & Muttardi, M.M., 2020. "Numerical study for time fractional stochastic semi linear advection diffusion equations," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
    • Handle: RePEc:eee:chsofr:v:141:y:2020:i:c:s0960077920307414
    DOI: 10.1016/j.chaos.2020.110346
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    References listed on IDEAS

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    1. Chen, Zhen-Qing & Kim, Kyeong-Hun & Kim, Panki, 2015. "Fractional time stochastic partial differential equations," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1470-1499.
    2. H. J. Haubold & A. M. Mathai & R. K. Saxena, 2011. "Mittag-Leffler Functions and Their Applications," Journal of Applied Mathematics, Hindawi, vol. 2011, pages 1-51, May.
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