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Title
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A Collocation Approach for Solving Time-Fractional Stochastic Heat Equation Driven by an Additive Noise
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Type
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JournalPaper
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Keywords
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fractional calculus; stochastic heat equation; additive noise; chebyshev polynomials of sixth kind; error estimate
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Abstract
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A spectral collocation approach is constructed to solve a class of time-fractional stochastic heat equations (TFSHEs) driven by Brownian motion. Stochastic differential equations with additive noise have an important role in explaining some symmetry phenomena such as symmetry breaking in molecular vibrations. Finding the exact solution of such equations is difficult in many cases. Thus, a collocation method based on sixth-kind Chebyshev polynomials (SKCPs) is introduced to assess their numerical solutions. This collocation approach reduces the considered problem to a system of linear algebraic equations. The convergence and error analysis of the suggested scheme are investigated. In the end, numerical results and the order of convergence are evaluated for some numerical test problems to illustrate the efficiency and robustness of the presented method.
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Researchers
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Hossein Jafari (Second Researcher), ُSeddighe Banihashemi (Third Researcher), Afshin Babaei (First Researcher)
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