Fully Legendre spectral collocation technique for stochastic heat equations

被引：3

作者：

Abdelkawy, Mohamed A. ^{[1
,2
]}

Ahmad, Hijaz ^{[3
,4
]}

Jeelani, Mdi Begum ^{[1
]}

Alnahdi, Abeer S. ^{[1
]}

机构：

[1] Imam Mohammad Ibn Saud Islamic Univ, Coll Sci, Dept Math & Stat, Riyadh, Saudi Arabia

[2] Beni Suef Univ, Fac Sci, Dept Math, Bani Suwayf, Egypt

[3] Istanbul Ticaret Univ, Informat Technol Applicat & Res Ctr, TR-34445 Istanbul, Turkey

[4] Istanbul Ticaret Univ, Fac Humanities & Social Sci, Dept Math, TR-34445 Istanbul, Turkey

来源：

OPEN PHYSICS | 2021年 / 19卷 / 01期

关键词：

quadrature; stochastic heat equation; collocation method; FINITE-DIFFERENCE METHOD; OPERATIONAL MATRIX; NUMERICAL-SOLUTION; ELEMENT METHODS; APPROXIMATION; CONVERGENCE;

D O I：

10.1515/phys-2021-0073

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

For the stochastic heat equation (SHE), a very accurate spectral method is considered. To solve the SHE, we suggest using a shifted Legendre Gauss-Lobatto collocation approach in combination with a shifted Legendre Gauss-Radau collocation technique. A comprehensive theoretical formulation is offered, together with numerical examples, to demonstrate the technique's performance and competency. The scheme's superiority in tackling the SHE is demonstrated.

引用

页码：921 / 931

页数：11

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