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Theory and Modern Applications

Table 4 Spatial and temporal error norms for SCFDM with \(\alpha =2\) and \(\beta =1\) 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

9.3E − 03

1.7E − 02

7.5E − 03

1.02E − 02

50

200

5.6E − 03

1.01E − 02

4.9E − 03

6.7E − 03

100

800

1.2E − 03

2.6E − 03

1.3E − 03

1.7E − 03