Stochastic Diffusion Equation with Fractional Laplacian on the First Quadrant

被引：0
|
作者：
Jorge Sanchez-Ortiz
Francisco J. Ariza-Hernandez
Martin P. Arciga-Alejandre
Eduard A. Garcia-Murcia
机构：
[1] Universidad Autónoma de Guerrero Av. Lázaro Cárdenas S/N Cd. Universitaria Chilpancingo,Facultad de Matemáticas
来源：
Fractional Calculus and Applied Analysis | 2019年 / 22卷
关键词：
Primary 26A33; Secondary 31A10; 58J32; fractional Laplacian; Fokas method; Brownian motion; Monte Carlo integration;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this work, we consider an initial boundary-value problem for a stochastic evolution equation with fractional Laplacian and white noise on the first quadrant. To construct the integral representation of solutions we adapt the main ideas of the Fokas method and by using Picard scheme we prove its existence and uniqueness. Moreover, Monte Carlo methods are implemented to find numerical solutions for particular examples.
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收藏
页码：795 / 806
页数：11
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