Numerical solution for stochastic extended Fisher-Kolmogorov equation

被引：10

作者：

Sweilam, N. H. ^{[1
]}

ElSakout, D. M. ^{[1
]}

Muttardi, M. M. ^{[1
]}

机构：

[1] Cairo Univ, Sci Fac, Math Dept, Giza, Egypt

来源：

CHAOS SOLITONS & FRACTALS | 2021年 / 151卷

关键词：

Extended fisher-Kolmogorov equation; Compact finite difference scheme; Semi-implicit euler-Maruyama method; Stability analysis of the stochastic model; SWIFT-HOHENBERG; STABILITY;

D O I：

10.1016/j.chaos.2021.111213

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we derived a new compact finite difference scheme in the spatial direction and used the semi-implicit Euler-Maruyama approach in the temporal direction to study a stochastic extended FisherKolmogorov equation with multiplicative noise numerically. Moreover, the analysis of consistency for the stochastic difference scheme was discussed and the stability analysis was proven in the mean square sense and by Fourier analysis. This approach is numerically analyzed to show the effect of random fluctuations occurring in nature and missing from the deterministic version of the equation and this illustrated in a numerical experiment. (c) 2021 Elsevier Ltd. All rights reserved.

引用

页数：11

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