Numerical solution for stochastic heat equation with Neumann boundary conditions
نویسندگان
چکیده
In this article, we propose a new technique based on 2-D shifted Legendre poly?nomials through the operational matrix integration method to find numeri?cal solution of stochastic heat equation with Neumann boundary conditions. For proposed technique, convergence criteria and error estima?tion are also discussed in detail. This is tested two exam?ples, it observed that very easy handle such problems as initial conditions taken care automatically. Also, time complexity approach proved be O[k(N + 1)4] where N denotes degree approximate function k number simulations. convenient efficient for solving other partial differential equations.
منابع مشابه
Wavelet Method for Numerical Solution of Wave Equation with Neumann Boundary Conditions
In this paper, we derive a highly accurate numerical method for the solution of one-dimensional wave equation with Neumann boundary conditions. This hyperbolic problem is solved by using semidiscrete approximations. The space direction is discretized by wavelet-Galerkin method and the time variable is discretized by using various classical finite difference schemes. The numerical results show t...
متن کاملOn the Numerical Solution of One Dimensional Schrodinger Equation with Boundary Conditions Involving Fractional Differential Operators
In this paper we study of collocation method with Radial Basis Function to solve one dimensional time dependent Schrodinger equation in an unbounded domain. To this end, we introduce artificial boundaries and reduce the original problem to an initial boundary value problem in a bounded domain with transparent boundary conditions that involves half order fractional derivative in t. Then in three...
متن کاملNumerical Solution of Heun Equation Via Linear Stochastic Differential Equation
In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreo...
متن کاملQuenching for semidiscretizations of a semilinear heat equation with Dirichlet and Neumann boundary conditions
This paper concerns the study of the numerical approximation for the following boundary value problem: 8><>: ut(x, t) − uxx(x, t) = −u(x, t), 0 < x < 1, t > 0, ux(0, t) = 0, u(1, t) = 1, t > 0, u(x, 0) = u0(x) > 0, 0 ≤ x ≤ 1, where p > 0. We obtain some conditions under which the solution of a semidiscrete form of the above problem quenches in a finite time and estimate its semidiscrete quenchi...
متن کاملCompact Difference Schemes for Heat Equation with Neumann Boundary Conditions (II)
This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one-dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ 2 + h4) for interior mesh point...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Thermal Science
سال: 2023
ISSN: ['0354-9836', '2334-7163']
DOI: https://doi.org/10.2298/tsci23s1057r