Stochastic diffusion of ions due to a finite set of lower hybrid waves

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approximation of stochastic advection diffusion equations with finite difference scheme

in this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. we applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. the main properties of deterministic difference schemes,...

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ژورنال

عنوان ژورنال: Physical Review E

سال: 2002

ISSN: 1063-651X,1095-3787

DOI: 10.1103/physreve.66.056409