2025 : 4 : 26

nasrin samadyar

Academic rank: Assistant Professor
ORCID:
Education: PhD.
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HIndex:
Faculty: Basic and Applied Sciences
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Research

Title
On the Numerical Solution of Widely Used 2D Stochastic Partial Differential Equation in Representing ReactionDiffusion Processes
Type
JournalPaper
Keywords
Stochastic partial differential equations, Finite difference method, Caputo fractional derivative,
Year
2025
Journal iranian journal of mathematical chemistry
DOI
Researchers nasrin samadyar ، Yadollah Ordokhani

Abstract

In this paper, a combined methodology based on the method of lines (MOL) and spline is implemented to simulate the solution of a two-dimensional (2D) stochastic fractional telegraph equation with Caputo fractional derivatives of order α and β where 1 < α, β ≤ 2. In this approach, the spatial directions are discretized by selecting some equidistance mesh points. Then fractional derivatives are estimated via linear spline approximation and some finite difference formulas. After substituting these estimations in the semi-discretization equation, the considered problem is transformed into a system of second-order initial value problems (IVPs), which is solved by using an ordinary differential equations (ODEs) solver technique in Matlab software. Also, it is proved that the rate of convergence is O(∆x^2+∆y^2), where ∆x and ∆y denote the spatial step size in x and y directions, respectively. Finally, two examples are included to confirm the efficiency of the suggested method.