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Theory and Modern Applications

Table 2 Spatial and temporal error norms for SCFDM with \(\alpha =2 \) at \(t=0.6 \)

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

N

M

\(\| e \|_{{L}^{1}_{s}}\)

\(\| e \|_{{L}^{2}_{s}}\)

\(\| e \|_{{L}^{1}_{t}}\)

\(\| e \|_{{L}^{2}_{t}}\)

25

50

3.8E − 03

8E − 03

3.8E − 03

5.1E − 03

50

200

2.8E − 03

6.2E − 03

2.8E − 03

3.9E − 03

100

800

1.3E − 03

2.4E − 03

1.4E − 03

1.2E − 03