1. FOURIER SPECTRAL METHODS FOR STOCHASTIC SPACE FRACTIONAL PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY SPECIAL ADDITIVE NOISES.
- Author
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FANG LIU, KHAN, MONZORUL, and YAN, YUBIN
- Subjects
- *
FOURIER analysis , *MATHEMATICAL analysis , *PARTIAL differential equations , *SPACE-time configurations , *SPACETIME - Abstract
Fourier spectral methods for solving stochastic space fractional partial differential equations driven by special additive 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. The space-time noise is approximated by the piecewise constant functions in the time direction and by some appropriate approximations in the space direction. The approximated stochastic space fractional partial differential equations are then solved by using Fourier spectral methods. For the linear problem, we obtain the precise error estimates in the L2 norm and find the relations between the error bounds and the fractional powers. For the nonlinear problem, we introduce the numerical algorithms and MATLAB codes based on the FFT transforms. Our numerical algorithms can be adapted easily to solve other stochastic space fractional partial differential equations with multiplicative noises. Numerical examples for the semilinear stochastic space fractional partial differential equations are given. [ABSTRACT FROM AUTHOR]
- Published
- 2018