Analysis and Approximation of Stochastic Multiscale Subdiffusion Driven by Fractional Gaussian Noise

DOI10.48550/arXiv.2608.29533MaRDI QIDQ7285097arXivFDO

Authors Xiangcheng Zheng, Jincheng Dong, Ning Du, Xu Guo, Mengmeng Liu

Publication date 30 August 2026

Published in arXiv

Tldr We analyze a stochastic multiscale subdiffusion model driven by fractional Gaussian noise and provide well-posedness and regularity of mild solutions using solution operator approach and perturbation technique for multiscale Abel kernel, then propose semidiscrete-in-time and fully-discrete numerical schemes with proved convergence rates under low-regularity framework.

Full work available at URL https://doi.org/10.48550/arXiv.2608.29533

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

arXiv classification

math.NA

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