TY - EJOU AU - Baleanu, Dumitru AU - Namjoo, Mehran AU - Mohebbian, Ali AU - Jajarmi, Amin TI - A Weighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations T2 - Computer Modeling in Engineering \& Sciences PY - 2023 VL - 135 IS - 2 SN - 1526-1506 AB - In the present paper, the numerical solution of Itô type stochastic parabolic equation with a time white noise process is imparted based on a stochastic finite difference scheme. At the beginning, an implicit stochastic finite difference scheme is presented for this equation. Some mathematical analyses of the scheme are then discussed. Lastly, to ascertain the efficacy and accuracy of the suggested technique, the numerical results are discussed and compared with the exact solution. KW - Itô equation; stochastic process; finite difference scheme; stability and convergence; consistency DO - 10.32604/cmes.2022.022403