Stochastic model for multi-term time-fractional diffusion equations with noise
Vahid Reza Hosseini, Mohamad Remazani, Wennan Zou, Seddigheh Banihashemii
Abstract
This paper studies a spectral collocation approach for evaluating the numerical solution of the stochastic multi-term time-fractional diffusion equations associated with noisy data driven by Brownian motion. This model describes the symmetry breaking in molecular vibrations. The numerical solution of the stochastic multi-term time-fractional diffusion equations is proposed by means of collocation points method based on sixth-kind Chebyshev polynomial approach. For this purpose, the problem under consideration is reduced to a system of linear algebraic equations. Two examples highlight the robustness and accuracy of the proposed numerical approach.
Topics & Concepts
Collocation methodChebyshev polynomialsRobustness (evolution)Applied mathematicsBrownian motionCollocation (remote sensing)MathematicsTerm (time)Algebraic equationComputer scienceMathematical analysisNonlinear systemPhysicsDifferential equationQuantum mechanicsBiochemistryChemistryStatisticsGeneMachine learningOrdinary differential equationFractional Differential Equations SolutionsStochastic processes and financial applicationsDifferential Equations and Numerical Methods