APPROXIMATION OF STOCHASTIC ADVECTION-DIFFUSION EQUATION USING COMPACT FINITE DIFFERENCE TECHNIQUE

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

BISHEHNIASAR M.; SOHEILI A.R.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE Year:2013 | Volume:37 | Issue:A3 (SPECIAL ISSUE-MATHEMATICS) Page(s): 327-333

Download Full-Text

View:

387

Download:

132

Cites:

Information Journal Paper

Title

APPROXIMATION OF STOCHASTIC ADVECTION-DIFFUSION EQUATION USING COMPACT FINITE DIFFERENCE TECHNIQUE

Author(s)

BISHEHNIASAR M. | SOHEILI A.R. | Issue Writer Certificate

Keywords

STOCHASTIC PARTIAL DIFFERENTIAL EQUATION

COMPACT FINITE DIFFERENCE SCHEME

STABILITY

SEMI-IMPLICIT MILSTEIN METHOD

Abstract

In this paper, we propose a new method for solving the stochastic advection-diffusion equation of Ito type. In this work, we use a compact finite difference approximation for discretizing spatial derivatives of the mentioned equation and semi-implicit Milstein scheme for the resulting linear stochastic system of differential equation. The main purpose of this paper is the STABILITY investigation of the applied method. Finally, some numerical examples are provided to show the accuracy and efficiency of the proposed technique.

Cites

No record.

References

Cite

APA: Copy

BISHEHNIASAR, M., & SOHEILI, A.R.. (2013). APPROXIMATION OF STOCHASTIC ADVECTION-DIFFUSION EQUATION USING COMPACT FINITE DIFFERENCE TECHNIQUE. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE, 37(A3 (SPECIAL ISSUE-MATHEMATICS)), 327-333. SID. https://sid.ir/paper/619906/en

Vancouver: Copy

BISHEHNIASAR M., SOHEILI A.R.. APPROXIMATION OF STOCHASTIC ADVECTION-DIFFUSION EQUATION USING COMPACT FINITE DIFFERENCE TECHNIQUE. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE[Internet]. 2013;37(A3 (SPECIAL ISSUE-MATHEMATICS)):327-333. Available from: https://sid.ir/paper/619906/en

IEEE: Copy

M. BISHEHNIASAR, and A.R. SOHEILI, “APPROXIMATION OF STOCHASTIC ADVECTION-DIFFUSION EQUATION USING COMPACT FINITE DIFFERENCE TECHNIQUE,” IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE, vol. 37, no. A3 (SPECIAL ISSUE-MATHEMATICS), pp. 327–333, 2013, [Online]. Available: https://sid.ir/paper/619906/en

Related Journal Papers

No record.

Related Seminar Papers

No record.

Related Plans

No record.

Recommended Workshops