Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation (Q5074909): Difference between revisions

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scientific article; zbMATH DE number 7524375

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English	Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation	scientific article; zbMATH DE number 7524375

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instance of

scholarly article

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title

Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation (English)

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East Asian Journal on Applied Mathematics

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publication date

10 May 2022

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zbMATH Keywords

variable-order fractional stochastic differential equation

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hidden memory

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Euler-Maruyama method

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strong convergence

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describes a project that uses

FODE

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.4208/eajam.311021.220222

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cites work

Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type

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Collocation Methods for Volterra Integral and Related Functional Differential Equations

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Weak truncation error estimates for elliptic PDEs with lognormal coefficients

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Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations

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Finite Element Method for the Space and Time Fractional Fokker–Planck Equation

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Euler-Maruyama scheme for Caputo stochastic fractional differential equations

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Regularity of the solution to 1-D fractional order diffusion equations

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Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Analysis of a hidden memory variably distributed-order space-fractional diffusion equation

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A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis

0 references

A fast method for variable-order space-fractional diffusion equations

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Numerical solution of stochastic fractional differential equations

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

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Statistical physics of dynamical systems with variable memory

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Brownian Motion, Martingales, and Stochastic Calculus

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Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations

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An Introduction to Computational Stochastic PDEs

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Variable order and distributed order fractional operators

0 references

Stochastic models for fractional calculus

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The random walk's guide to anomalous diffusion: A fractional dynamics approach

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Q4233638

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On a stochastic fractional partial differential equation driven by a Lévy space-time white noise

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A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications

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On mean square displacement behaviors of anomalous diffusions with variable and random orders

0 references

A generalized Gronwall inequality and its application to a fractional differential equation

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A Generalized Spectral Collocation Method with Tunable Accuracy for Variable-Order Fractional Differential Equations

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Numerical methods for stochastic partial differential equations with white noise

0 references

Optimal-order error estimates of finite element approximations to variable-order time-fractional diffusion equations without regularity assumptions of the true solutions

0 references

An Error Estimate of a Numerical Approximation to a Hidden-Memory Variable-Order Space-Time Fractional Diffusion Equation

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Wellposedness and smoothing properties of history-state-based variable-order time-fractional diffusion equations

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Analysis of a nonlinear variable-order fractional stochastic differential equation

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Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term

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Identifiers

zbMATH Open document ID

1492.60203

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DOI

10.4208/eajam.311021.220222

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5074909

@@ Property / full work available at URL @@
+https://doi.org/10.4208/eajam.311021.220222
+Normal rank
@@ Property / OpenAlex ID @@
+W4226034892
@@ Property / OpenAlex ID: W4226034892 / rank @@
+Normal rank
@@ Property / cites work @@
+Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
+Normal rank
@@ Property / cites work @@
+Collocation Methods for Volterra Integral and Related Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+Weak truncation error estimates for elliptic PDEs with lognormal coefficients
+Normal rank
@@ Property / cites work @@
+Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations
+Normal rank
@@ Property / cites work @@
+Finite Element Method for the Space and Time Fractional Fokker–Planck Equation
+Normal rank
@@ Property / cites work @@
+Euler-Maruyama scheme for Caputo stochastic fractional differential equations
+Normal rank
@@ Property / cites work @@
+Regularity of the solution to 1-D fractional order diffusion equations
+Normal rank
@@ Property / cites work @@
+Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Analysis of a hidden memory variably distributed-order space-fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis
+Normal rank
@@ Property / cites work @@
+A fast method for variable-order space-fractional diffusion equations
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic fractional differential equations
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Statistical physics of dynamical systems with variable memory
+Normal rank
@@ Property / cites work @@
+Brownian Motion, Martingales, and Stochastic Calculus
+Normal rank
@@ Property / cites work @@
+Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
+Normal rank
@@ Property / cites work @@
+An Introduction to Computational Stochastic PDEs
@@ Property / cites work: An Introduction to Computational Stochastic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Variable order and distributed order fractional operators
+Normal rank
@@ Property / cites work @@
+Stochastic models for fractional calculus
@@ Property / cites work: Stochastic models for fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+The random walk's guide to anomalous diffusion: A fractional dynamics approach
+Normal rank
@@ Property / cites work @@
+Q4233638
@@ Property / cites work: Q4233638 / rank @@
+Normal rank
@@ Property / cites work @@
+On a stochastic fractional partial differential equation driven by a Lévy space-time white noise
+Normal rank
@@ Property / cites work @@
+A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications
+Normal rank
@@ Property / cites work @@
+On mean square displacement behaviors of anomalous diffusions with variable and random orders
+Normal rank
@@ Property / cites work @@
+A generalized Gronwall inequality and its application to a fractional differential equation
+Normal rank
@@ Property / cites work @@
+A Generalized Spectral Collocation Method with Tunable Accuracy for Variable-Order Fractional Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical methods for stochastic partial differential equations with white noise
+Normal rank
@@ Property / cites work @@
+Optimal-order error estimates of finite element approximations to variable-order time-fractional diffusion equations without regularity assumptions of the true solutions
+Normal rank
@@ Property / cites work @@
+An Error Estimate of a Numerical Approximation to a Hidden-Memory Variable-Order Space-Time Fractional Diffusion Equation
+Normal rank
@@ Property / cites work @@
+Wellposedness and smoothing properties of history-state-based variable-order time-fractional diffusion equations
+Normal rank
@@ Property / cites work @@
+Analysis of a nonlinear variable-order fractional stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term
+Normal rank