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arXiv · 2411.14333

Generalized Finite Difference Method for Solving Stochastic Diffusion Equations

Faezeh Nassajian Mojarrad
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Abstract

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency, stability and convergence in mean-square, showing that the proposed method preserves stability and demonstrates favorable convergence characteristics under suitable assumptions. In order to validate the methodology, we present numerical results in one-, two-, and three-dimensional space domains.

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Faezeh Nassajian Mojarrad. 2024-11-21. Generalized Finite Difference Method for Solving Stochastic Diffusion Equations. https://arxiv.org/abs/2411.14333

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