Dumitru Baleanu1,2,3, Mehran Namjoo4, Ali Mohebbian4, Amin Jajarmi5,*
CMES-Computer Modeling in Engineering & Sciences, Vol.135, No.2, pp. 1147-1163, 2023, DOI:10.32604/cmes.2022.022403
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. More >
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