Research Article
A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion
Table 2
Errors and accuracy for the stochastic Burger's equation.
| ā | The mean | The standard deviation | ā | Min. error/location | Max. error/location | Average error/accuracy | Min. error/location | Max. error/location | Average error/accuracy |
| SFD2 | 0.059% | 0.696% | 0.908% | 0.1412% | 11.09% | 4.632% | | | 99.092% | | | 95.368% | SFD4 | 0.0035% | 0.221% | 0.863% | 0.0024% | 6.3645% | 2.973% | | | 99.137% | | | 97.027% |
|
|