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Theory and Modern Applications

Table 3 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

1.1E − 04

4.2E − 04

6E − 03

50

200

1.4E − 06

1.2E − 04

5E − 03

100

800

1.5E − 07

9.4E − 05

1.9E − 04

N

M

e(u(0.7,0.6))

e(u(0.8,0.6))

25

50

1.3E − 02

2.2E − 03

50

200

4.4E − 03

1.9E − 03

100

800

1.8E − 03

8.7E − 04