Generalized Finite Difference Method for Solving Stochastic Diffusion Equations
Numerical Analysis
2024-11-22 v1 Numerical Analysis
Abstract
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency, stability and convergence in mean-square, showing that the proposed method preserves stability and demonstrates favorable convergence characteristics under suitable assumptions. In order to validate the methodology, we present numerical results in one-, two-, and three-dimensional space domains.
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Cite
@article{arxiv.2411.14333,
title = {Generalized Finite Difference Method for Solving Stochastic Diffusion Equations},
author = {Faezeh Nassajian Mojarrad},
journal= {arXiv preprint arXiv:2411.14333},
year = {2024}
}
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22 pages