@Article{cmes.2022.022403,
AUTHOR = {Dumitru Baleanu, Mehran Namjoo, Ali Mohebbian, Amin Jajarmi},
TITLE = {A Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations},
JOURNAL = {Computer Modeling in Engineering \& Sciences},
VOLUME = {135},
YEAR = {2023},
NUMBER = {2},
PAGES = {1147--1163},
URL = {http://www.techscience.com/CMES/v135n2/50178},
ISSN = {1526-1506},
ABSTRACT = {In the present paper, the numerical solution of Itô type stochastic parabolic equation with a time white noise process
is imparted based on a stochastic finite difference scheme. At the beginning, an implicit stochastic finite difference
scheme is presented for this equation. Some mathematical analyses of the scheme are then discussed. Lastly, to
ascertain the efficacy and accuracy of the suggested technique, the numerical results are discussed and compared
with the exact solution.},
DOI = {10.32604/cmes.2022.022403}
}