Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4644884 | Applied Numerical Mathematics | 2016 | 7 Pages |
Abstract
In this work, we consider an initial boundary-value problem for a stochastic evolution equation with Riesz-fractional spatial derivative and white noise on the half-line,{ut(x,t)=Dxαu(x,t)+Nu(x,t)+B˙(x,t),x>0,t∈[0,T],u(x,0)=u0(x),x>0,ux(0,t)=g1(t),t∈[0,T], where Dxα is the Riesz-fractional derivative, α∈(2,3)α∈(2,3), NN is a Lipschitzian operator and B˙(x,t) is the white noise. To construct the integral representation of solutions we use the Fokas method and Picard scheme to prove existence and uniqueness. Moreover, Monte Carlo methods are implemented to approximate solutions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Computational Mathematics
Authors
Martin P. Arciga Alejandre, Francisco J. Ariza Hernandez, Jorge Sanchez Ortiz,