Fourier Spectral Methods for Some Linear Stochastic Space-Fractional Partial Differential Equations
Fourier spectral methods for solving some linear stochastic space-fractional partial differential equations perturbed by space-time white noises in the one-dimensional case are introduced and analysed. The space-fractional derivative is defined by using the eigenvalues and eigenfunctions of the Lapl...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2016-07-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | http://www.mdpi.com/2227-7390/4/3/45 |