応用および計算数学ジャーナル

Stochastic Heat and Advection Cauchy

Abstract

Sohalya MA, Yassena MT and Elbaza IM

In this paper, the solutions of Cauchy problems for the stochastic advection and stochastic diffusion equations are obtained using the finite difference method. In the case when the flow velocity is a function of stochastic flow velocity and also, the diffusion coefficient in the stochastic heat equation is a function of stochastic diffusion coefficient, the consistency and stability of the finite difference scheme we are used need to be performed under mean square calculus.