Fully Legendre spectral collocation technique for stochastic heat equations
Abdelkawy Mohamed A., Ahmad Hijaz, Jeelani Mdi Begum and 1 more
Open Physics · 2021
doi:10.1515/phys-2021-0073 (opens in a new tab)
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Abstract
For the stochastic heat equation (SHE), a very accurate spectral method is considered. To solve the SHE, we suggest using a shifted Legendre Gauss–Lobatto collocation approach in combination with a shifted Legendre Gauss–Radau collocation technique. A comprehensive theoretical formulation is offered, together with numerical examples, to demonstrate the technique’s performance and competency. The scheme’s superiority in tackling the SHE is demonstrated.
Abstract licence: CC BY-NC-ND
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