Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions

DOI10.1016/j.cnsns.2023.107371arXiv2202.02357MaRDI QIDQ6177789

Jean Louis Woukeng, Antoine Tambue, Aurelien Noupelah

Publication date: 31 August 2023

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.02357

zbMATH Keywords

error estimates; finite element method; fractional Brownian motion; time fractional derivative; stochastic heat-type equations; exponential integrator-Euler scheme

Mathematics Subject Classification ID

37-XX: Dynamical systems and ergodic theory

65-XX: Numerical analysis

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