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Farshid Mirzaee

Farshid Mirzaee

Academic rank: Professor
ORCID: 0000-0002-1429-2548
Education: PhD.
ScopusId: 6508385954
HIndex: 34/00
Faculty: Mathematical Sciences and Statistics
Address: Faculty of Mathematical Sciences and Statistics, Department of Applied Mathematics, Malayer University, 4 Km Malayer-Arak Road, P. O. Box 65719-95863, Malayer, Iran.
Phone: +98 - 81 - 32457459

Research

Title
Combination of finite difference method and meshless method based on radial basis functions to solve fractional stochastic advection–diffusion equations
Type
JournalPaper
Keywords
Finite difference method, Radial basis functions, Fractional partial differential equations, Stochastic partial differential equations, Fractional derivative, Stochastic analysis
Year
2020
Journal ENGINEERING WITH COMPUTERS
DOI
Researchers Farshid Mirzaee

Abstract

The present article develops a semi-discrete numerical scheme to solve the time-fractional stochastic advection–diffusion equations. This method, which is based on finite difference scheme and radial basis functions (RBFs) interpolation, is applied to convert the solution of time-fractional stochastic advection–diffusion equations to the solution of a linear system of algebraic equations. The mechanism of this method is such that time-fractional stochastic advection–diffusion equation is first transformed into elliptic stochastic differential equations by using finite difference scheme. Then meshfree method based on RBFs has been used to approximate the resulting equation. In other words, the approximate solution of time-fractional stochastic advection–diffusion equation is achieved with discrete the domain in the t-direction by finite difference method and approximating the unknown function in the x-direction by generalized inverse multiquadrics RBFs. In this method, the noise terms are directly simulated at the collocation points in each time step and it is the most important advantage of the suggested approach. Stability and convergence of the scheme are established. Finally, some test problems are included to confirm the accuracy and efficiency of the new approach.