Numerical approximation of stochastic time-fractional diffusion (Q5242221): Difference between revisions

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scientific article; zbMATH DE number 7126994

Language	Label	Description	Also known as
English	Numerical approximation of stochastic time-fractional diffusion	scientific article; zbMATH DE number 7126994

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scholarly article

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Numerical approximation of stochastic time-fractional diffusion (English)

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ESAIM: Mathematical Modelling and Numerical Analysis

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publication date

6 November 2019

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full work available at URL

https://arxiv.org/abs/1810.01822

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zbMATH Keywords

stochastic time-fractional diffusion

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Galerkin finite element method

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Grünwald-Letnikov method

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strong convergence

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weak convergence

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MaRDI profile type

MaRDI publication profile

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

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Weak error analysis for semilinear stochastic Volterra equations with additive noise

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Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE

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Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

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Space-time fractional stochastic equations on regular bounded open domains

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Vector-valued Laplace Transforms and Cauchy Problems

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A Kernel Compression Scheme for Fractional Differential Equations

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An analysis of the Rayleigh-Stokes problem for a generalized second-grade fluid

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Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization

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Nonlinear stochastic time-fractional diffusion equations on $\mathbb {R}$: Moments, Hölder regularity and intermittency

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Fractional time stochastic partial differential equations

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Convolution quadrature time discretization of fractional diffusion-wave equations

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Stochastic Equations in Infinite Dimensions

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Weak order for the discretization of the stochastic heat equation

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Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises

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Remarks on a fractional-time stochastic equation

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Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

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Multilevel Monte Carlo Methods

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The numerical approximation of stochastic partial differential equations

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Error Estimates for a Semidiscrete Finite Element Method for Fractional Order Parabolic Equations

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Two Fully Discrete Schemes for Fractional Diffusion and Diffusion-Wave Equations with Nonsmooth Data

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Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview

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Correction of High-Order BDF Convolution Quadrature for Fractional Evolution Equations

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Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation

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Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term

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Strong and weak approximation of semilinear stochastic evolution equations

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Error Estimates of Finite Element Methods for Stochastic Fractional Differential Equations

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Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives

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Stochastic Evolution Systems

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Discretized Fractional Calculus

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Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term

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Time-stepping error bounds for fractional diffusion problems with non-smooth initial data

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Galerkin Finite Element Methods for Parabolic Problems

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Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

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Identifiers

zbMATH Open document ID

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10.1051/m2an/2019025

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5242221

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