Numerical solution of stochastic fractional differential equations (Q2514272): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Numerical solution of stochastic fractional differential equations	scientific article

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scholarly article

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Numerical solution of stochastic fractional differential equations (English)

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Numerical Algorithms

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publication date

3 February 2015

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zbMATH Keywords

stochastic fractional differential equations

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Galerkin approximation

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convergence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11075-014-9839-7

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Finite element and difference approximation of some linear stochastic partial differential equations

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On a system of differential equations with fractional derivatives arising in rod theory

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Monte-Carlo Galerkin approximation of fractional stochastic integro-differential equation

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Galerkin Approximations for the Stochastic Burgers Equation

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Full discretization of the stochastic Burgers equation with correlated noise

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Analysis of fractional differential equations

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A predictor-corrector approach for the numerical solution of fractional differential equations

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Detailed error analysis for a fractional Adams method

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A new Jacobi operational matrix: an application for solving fractional differential equations

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Time-Domain Finite Element Analysis of Viscoelastic Structures with Fractional Derivatives Constitutive Relations

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Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory

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Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II

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Homotopy analysis method for fractional IVPs

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Variational iteration method -- a kind of non-linear analytical technique: Some examples

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The approximate and exact solutions of the space- and time-fractional Burgers equations with initial conditions by variational iteration method

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Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients

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Efficient simulation of nonlinear parabolic SPDEs with additive noise

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A computational matrix method for solving systems of high order fractional differential equations

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A reliable algorithm of homotopy analysis method for solving nonlinear fractional differential equations

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Stochastic differential equations. An introduction with applications.

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On the convergence of spline collocation methods for solving fractional differential equations

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S11075-014-9839-7

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Mathematics(1 entry)

mardi Publication:2514272

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