Exploring Stochastic Heat Equations: A Numerical Analysis with Fast Discrete Fourier Transform Techniques

This paper presents an innovative numerical technique for specific classes of stochastic heat equations. Our approach uniquely combines a sixth-order compact finite difference algorithm with fast discrete Fourier transforms. While traditional discrete sine transforms are effective for approximating...

Full description

Saved in:
Bibliographic Details
Main Authors: Ahmed G. Khattab, Mourad S. Semary, Doaa A. Hammad, Aisha F. Fareed
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/13/12/886
Tags: Add Tag
No Tags, Be the first to tag this record!