Fourier spectral methods for some linear stochastic space-fractional partial differential equations

Hdl Handle:
http://hdl.handle.net/10034/620201
Title:
Fourier spectral methods for some linear stochastic space-fractional partial differential equations
Authors:
Liu, Yanmei; Khan, Monzorul; Yan, Yubin
Abstract:
Fourier spectral methods for solving some linear stochastic space-fractional partial differential equations perturbed by space-time white noises in one-dimensional case are introduced and analyzed. The space-fractional derivative is defined by using the eigenvalues and eigenfunctions of Laplacian subject to some boundary conditions. We approximate the space-time white noise by using piecewise constant functions and obtain the approximated stochastic space-fractional partial differential equations. The approximated stochastic space-fractional partial differential equations are then solved by using Fourier spectral methods. Error estimates in $L^{2}$- norm are obtained. Numerical examples are given.
Affiliation:
LuLiang University; University of Chester
Citation:
Liu, Y., Khan, M., Yan, Y. (2016). Fourier Spectral Methods for Some Linear Stochastic Space-Fractional Partial Differential Equations. Mathematics, 4(3), 45. DOI: 10.3390/math4030045
Publisher:
MDPI
Journal:
Mathematics
Publication Date:
1-Jul-2016
URI:
http://hdl.handle.net/10034/620201
DOI:
10.3390/math4030045
Additional Links:
http://www.mdpi.com/2227-7390/4/3/45
Type:
Article
Language:
en
EISSN:
2227-7390
Appears in Collections:
Mathematics

Full metadata record

DC FieldValue Language
dc.contributor.authorLiu, Yanmeien
dc.contributor.authorKhan, Monzorulen
dc.contributor.authorYan, Yubinen
dc.date.accessioned2016-10-18T10:33:41Z-
dc.date.available2016-10-18T10:33:41Z-
dc.date.issued2016-07-01-
dc.identifier.citationLiu, Y., Khan, M., Yan, Y. (2016). Fourier Spectral Methods for Some Linear Stochastic Space-Fractional Partial Differential Equations. Mathematics, 4(3), 45. DOI: 10.3390/math4030045en
dc.identifier.doi10.3390/math4030045-
dc.identifier.urihttp://hdl.handle.net/10034/620201-
dc.description.abstractFourier spectral methods for solving some linear stochastic space-fractional partial differential equations perturbed by space-time white noises in one-dimensional case are introduced and analyzed. The space-fractional derivative is defined by using the eigenvalues and eigenfunctions of Laplacian subject to some boundary conditions. We approximate the space-time white noise by using piecewise constant functions and obtain the approximated stochastic space-fractional partial differential equations. The approximated stochastic space-fractional partial differential equations are then solved by using Fourier spectral methods. Error estimates in $L^{2}$- norm are obtained. Numerical examples are given.en
dc.language.isoenen
dc.publisherMDPIen
dc.relation.urlhttp://www.mdpi.com/2227-7390/4/3/45en
dc.subjectSpace-fractional partial differential equationsen
dc.subjectStochastic partial differential equationsen
dc.subjectFractional derivativeen
dc.titleFourier spectral methods for some linear stochastic space-fractional partial differential equationsen
dc.typeArticleen
dc.identifier.eissn2227-7390-
dc.contributor.departmentLuLiang University; University of Chesteren
dc.identifier.journalMathematicsen
dc.date.accepted2016-06-15-
or.grant.openaccessYesen
rioxxterms.funderUnfundeden
rioxxterms.identifier.projectUnfundeden
rioxxterms.versionAMen
rioxxterms.licenseref.startdate2016-07-01-
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