Two \(L1\) schemes on graded meshes for fractional Feynman-Kac equation

DOI10.1007/S10915-021-01581-1zbMath1500.65039OpenAlexW3186157519MaRDI QIDQ2051068

Suzhen Jiang, Weiping Bu, Minghua Chen

Publication date: 1 September 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-021-01581-1

zbMATH Keywords

error estimatesgraded meshesfractional Feynman-Kac equation\(L1\) schemes

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Fractional partial differential equations (35R11) PDEs in connection with statistical mechanics (35Q82)

Related Items (7)

Discovery of subdiffusion problem with noisy data via deep learning ⋮ Two time-stepping schemes for sub-diffusion equations with singular source terms ⋮ Correction of high-order \(L_k\) approximation for subdiffusion ⋮ High-Order BDF Convolution Quadrature for Subdiffusion Models with a Singular Source Term ⋮ Block-centered finite difference method for a tempered subdiffusion model with time-dependent coefficients ⋮ A Sharp $\alpha$-Robust $L1$ Scheme on Graded Meshes for Two-Dimensional Time Tempered Fractional Fokker-Planck Equation ⋮ A fully discrete scheme based on cubic splines and its analysis for time-fractional reaction-diffusion equations exhibiting weak initial singularity

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