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Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 1 The absolute error

From: Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation

N

M

e(u(0.4,0.6))

e(u(0.5,0.6))

e(u(0.6,0.6))

25

50

3.9E − 02

1.5E − 02

2.5E − 03

50

200

1.6E − 02

6.4E − 03

2.4E − 03

100

800

3.9E − 03

2.2E − 03

3.2E − 04

N

M

e(u(0.7,0.6))

e(u(0.8,0.6))

25

50

2.7E − 03

6.2E − 04

50

200

5.1E − 04

5.7E − 04

100

800

1.4E − 04

1.2E − 05

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