Document Type : Research Paper

Authors

• Allahbakhsh Yazdani Cherati
• Zohre Azimi

Department of Applied Mathematics, Faculty of Mathematical Science, University of Mazandaran, Babolsar, Iran

Abstract

The ultimate goal of this performance study is to provide a  proposed scheme for solving the time-fractional stochastic advection-diffusion equation (TFSADE) of order $\alpha (0\le \alpha <1)$. In this proposed scheme, we utilize an approach based on cubic trigonometric B-spline collocation methods (CTBSCM).  In this study, we replace the existing fractional derivative with the fractional Caputo derivative for time discretization and then replace the first and second derivatives of the equation using cubic trigonometric B-spline functions for spatial discretization. Applying this proposed scheme to TFSADE causes the equation to reduce to the linear system. In the end, the examples show that the order of convergence of the proposed method is $O(\tau ^{2-\alpha}+h^2)$ where $h$ and $\tau$  are the spatial and time step lengths, respectively.

Keywords

• Fractional stochastic equation
• Cubic trigonometric B-spline
• Brownian motion