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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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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FODE

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Publication

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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

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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

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

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Numerical solution of stochastic fractional differential equations

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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

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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

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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

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

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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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Mathematics Subject Classification ID

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10.4208/EAJAM.311021.220222

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Sitelinks

Mathematics(1 entry)

mardi Publication:5074909

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