# An Efficient Solution for Stochastic Fractional Partial Differential Equations with Additive Noise by a Meshless Method

An Efficient Solution for Stochastic Fractional Partial Differential Equations with Additive... With respect to wide range of applications of stochstic partial differential equation (SPDE) and high ability of meshless methods to solve complicated problems, in this paper, an efficient numerical method for the time fractional SPDE, formulated with Caputo’s fractional derivative, based on meshless methods is presented. This article presents a meshless method based on the radial basis functions to solve one-dimensional stochastic heat and advection–diffusion equations. In here, first, we approximate the time fractional derivative of the mentioned equations by a scheme of order $$\mathsf {O}(\tau ^{2-\alpha })$$ O ( τ 2 - α ) , $$0<\alpha <1$$ 0 < α < 1 then the spatial derivatives are approximated by Kansa approach. Numerical examples are presented to show the efficiency and effectiveness of the proposed method in solving fractional SPDEs. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png International Journal of Applied and Computational Mathematics Springer Journals

# An Efficient Solution for Stochastic Fractional Partial Differential Equations with Additive Noise by a Meshless Method

, Volume 4 (1) – Nov 29, 2017
13 pages

/lp/springer_journal/an-efficient-solution-for-stochastic-fractional-partial-differential-vfoeYEWtvN
Publisher
Springer India
Copyright © 2017 by Springer (India) Private Ltd., part of Springer Nature
Subject
Mathematics; Applications of Mathematics; Mathematical Modeling and Industrial Mathematics; Operations Research/Decision Theory; Theoretical, Mathematical and Computational Physics; Computational Science and Engineering; Nuclear Energy
ISSN
2349-5103
eISSN
2199-5796
D.O.I.
10.1007/s40819-017-0455-9
Publisher site
See Article on Publisher Site

## You’re reading a free preview. Subscribe to read the entire article.

### DeepDyve is your personal research library

It’s your single place to instantly
that matters to you.

over 12 million articles from more than
10,000 peer-reviewed journals.

All for just $49/month ### Explore the DeepDyve Library ### Unlimited reading Read as many articles as you need. Full articles with original layout, charts and figures. Read online, from anywhere. ### Stay up to date Keep up with your field with Personalized Recommendations and Follow Journals to get automatic updates. ### Organize your research It’s easy to organize your research with our built-in tools. ### Your journals are on DeepDyve Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more. All the latest content is available, no embargo periods. ### Monthly Plan • Read unlimited articles • Personalized recommendations • No expiration • Print 20 pages per month • 20% off on PDF purchases • Organize your research • Get updates on your journals and topic searches$49/month

14-day Free Trial

Best Deal — 39% off

### Annual Plan

• All the features of the Professional Plan, but for 39% off!
• Billed annually
• No expiration
• For the normal price of 10 articles elsewhere, you get one full year of unlimited access to articles.

$588$360/year

billed annually

14-day Free Trial