A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion

Table 1

Errors and accuracy for the stochastic diffusion equation.

	The mean			The standard deviation
	Min. error/location	Max. error/location	Average error/accuracy	Min. error/location	Max. error/location	Average error/accuracy
SFD2	0.059%	0.696%	0.317%	0.1412%	11.09%	2.841%
	(0.1,0.004),; (0.9,0.004)	(0.5,0.04)	99.683%	(0.1,0.04),; (0.9,0.04)	(0.5,0.04)	97.159%
SFD4	0.0035%	0.221%	0.128%	0.0024%	6.3645%	1.393%
	(0.1,0.004),; (0.9,0.004)	(0.5,0.04)	99.872%	(0.3,0.024),; (0.7,0.024)	(0.5,0.04)	98.607%