An RBF-LOD Method for Solving Stochastic Diffusion Equations
In this study, we introduce an innovative approach to solving stochastic equations in two and three dimensions, leveraging a time-splitting strategy. Our method combines radial basis function (RBF) spatial discretization with the Crank–Nicolson scheme and the local one-dimensional (LOD) method for t...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Wiley
2024-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2024/9955109 |
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| _version_ | 1832546146553167872 |
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| author | Samaneh Mokhtari Ali Mesforush Reza Mokhtari Rahman Akbari |
| author_facet | Samaneh Mokhtari Ali Mesforush Reza Mokhtari Rahman Akbari |
| author_sort | Samaneh Mokhtari |
| collection | DOAJ |
| description | In this study, we introduce an innovative approach to solving stochastic equations in two and three dimensions, leveraging a time-splitting strategy. Our method combines radial basis function (RBF) spatial discretization with the Crank–Nicolson scheme and the local one-dimensional (LOD) method for temporal approximation. To navigate the probabilistic space inherent in these equations, we employ the Monte Carlo method, providing accurate estimates for expectations and variations. We apply our approach to tackle challenging problems, including two-dimensional convection-diffusion and Burgers’ equations, resulting in reduced computational and memory requirements. Through rigorous testing against diverse problem sets, our methodology demonstrates efficiency and reliability, underscoring its potential as a valuable tool in solving complex multidimensional stochastic equations. We have validated the method’s stability and showcased its convergence as the number of collocation points increases. These findings serve as compelling evidence of the suggested method’s convergence properties. |
| format | Article |
| id | doaj-art-94169b238deb4468ac0649ef8ae38c9f |
| institution | Kabale University |
| issn | 2314-4785 |
| language | English |
| publishDate | 2024-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Mathematics |
| spelling | doaj-art-94169b238deb4468ac0649ef8ae38c9f2025-02-03T07:23:42ZengWileyJournal of Mathematics2314-47852024-01-01202410.1155/2024/9955109An RBF-LOD Method for Solving Stochastic Diffusion EquationsSamaneh Mokhtari0Ali Mesforush1Reza Mokhtari2Rahman Akbari3Faculty of Mathematical SciencesFaculty of Mathematical SciencesDepartment of Mathematical SciencesDepartment of Mathematical SciencesIn this study, we introduce an innovative approach to solving stochastic equations in two and three dimensions, leveraging a time-splitting strategy. Our method combines radial basis function (RBF) spatial discretization with the Crank–Nicolson scheme and the local one-dimensional (LOD) method for temporal approximation. To navigate the probabilistic space inherent in these equations, we employ the Monte Carlo method, providing accurate estimates for expectations and variations. We apply our approach to tackle challenging problems, including two-dimensional convection-diffusion and Burgers’ equations, resulting in reduced computational and memory requirements. Through rigorous testing against diverse problem sets, our methodology demonstrates efficiency and reliability, underscoring its potential as a valuable tool in solving complex multidimensional stochastic equations. We have validated the method’s stability and showcased its convergence as the number of collocation points increases. These findings serve as compelling evidence of the suggested method’s convergence properties.http://dx.doi.org/10.1155/2024/9955109 |
| spellingShingle | Samaneh Mokhtari Ali Mesforush Reza Mokhtari Rahman Akbari An RBF-LOD Method for Solving Stochastic Diffusion Equations Journal of Mathematics |
| title | An RBF-LOD Method for Solving Stochastic Diffusion Equations |
| title_full | An RBF-LOD Method for Solving Stochastic Diffusion Equations |
| title_fullStr | An RBF-LOD Method for Solving Stochastic Diffusion Equations |
| title_full_unstemmed | An RBF-LOD Method for Solving Stochastic Diffusion Equations |
| title_short | An RBF-LOD Method for Solving Stochastic Diffusion Equations |
| title_sort | rbf lod method for solving stochastic diffusion equations |
| url | http://dx.doi.org/10.1155/2024/9955109 |
| work_keys_str_mv | AT samanehmokhtari anrbflodmethodforsolvingstochasticdiffusionequations AT alimesforush anrbflodmethodforsolvingstochasticdiffusionequations AT rezamokhtari anrbflodmethodforsolvingstochasticdiffusionequations AT rahmanakbari anrbflodmethodforsolvingstochasticdiffusionequations AT samanehmokhtari rbflodmethodforsolvingstochasticdiffusionequations AT alimesforush rbflodmethodforsolvingstochasticdiffusionequations AT rezamokhtari rbflodmethodforsolvingstochasticdiffusionequations AT rahmanakbari rbflodmethodforsolvingstochasticdiffusionequations |