Numerical study for time fractional stochastic semi linear advection diffusion equations

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

Chaos, Solitons & Fractals, 2020, vol. 141, issue C

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.

Keywords: Caputo fractional derivative; Stochastic advection diffusion equations; Mittag Leffler function; Galerkin finite element method (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:141:y:2020:i:c:s0960077920307414

DOI: 10.1016/j.chaos.2020.110346

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