High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data (Q2227731)
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scientific article; zbMATH DE number 7310806
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| English | High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data |
scientific article; zbMATH DE number 7310806 |
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High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data (English)
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15 February 2021
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fractional substantial derivative
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time-space coupled operator
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finite element method
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high-order backward difference formulas
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convolution quadrature
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error analysis
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0.8561621308326721
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0.8343928456306458
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0.8066787123680115
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0.8030924797058105
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0.7853574752807617
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