A numerical solution for a quasi solution of the time-fractional stochastic backward parabolic equation (Q6049261)

The authors consider a time-fractional stochastic backward parabolic equation driven by standard Brownian motion. The time fractional derivative is taken in the Caputo sense. Using the minimization of a least-squares functional, stochastic variational formulation, Fréchet differentiability and utility theorems adopted directly from deterministic fractional backward equations, the existence and uniqueness of a quasi solution of the proposed problem are proved. The approximate solution is obtained thanks to a numerical technique based on 2D Chebyshev wavelets. The numerical scheme leads to an ill-posed equivalent system of linear equations and consequently the Levenberg-Marquardt regularization technique is used. The convergence analysis of the suggested numerical algorithm is investigated. A numerical example is presented to show the accuracy and efficiency of the Chebyshev wavelet method in solving the considered problem. The article is interesting and it merits to read.