Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise (Q2143083)

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English	Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise	scientific article

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instance of

scholarly article

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title

Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise (English)

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Applied Numerical Mathematics

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publication date

30 May 2022

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zbMATH Keywords

stochastic subdiffusion

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fractional derivative

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finite element method

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error estimates

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.apnum.2022.04.004

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cites work

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Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

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Weak approximation of stochastic partial differential equations: the nonlinear case

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Weak order for the discretization of the stochastic heat equation

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Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise

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An analysis of the L1 scheme for the subdiffusion equation with nonsmooth data

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Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise

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

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Q4233638

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Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus

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An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise

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Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

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An Analysis of the Modified L1 Scheme for Time-Fractional Partial Differential Equations with Nonsmooth Data

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Identifiers

zbMATH Open document ID

1496.65010

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Mathematics Subject Classification ID

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10.1016/J.APNUM.2022.04.004

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Mathematics(1 entry)

mardi Publication:2143083