An accelerated convergence scheme for solving stochastic fractional diffusion equation (Q6940690)

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An accelerated convergence scheme for solving stochastic fractional diffusion equation

scientific article; zbMATH DE number 8082363

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English	An accelerated convergence scheme for solving stochastic fractional diffusion equation	scientific article; zbMATH DE number 8082363

Statements

instance of

scholarly article

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title

An accelerated convergence scheme for solving stochastic fractional diffusion equation (English)

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author

Xing Liu

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published in

Communications on Applied Mathematics and Computation

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publication date

19 August 2025

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zbMATH Keywords

accelerated convergence scheme

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temporal approximation

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Itô formula

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remainder term

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MaRDI profile type

MaRDI publication profile

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cites work

Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise

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Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation

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Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

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High order integrator for sampling the invariant distribution of a class of parabolic stochastic PDEs with additive space-time noise

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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 convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients

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Discretizations of the spectral fractional Laplacian on general domains with Dirichlet, Neumann, and Robin boundary conditions

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Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise

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Geometrical structure of Laplacian eigenfunctions

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Higher order pathwise numerical approximations of SPDEs with additive noise

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A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations

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High-accuracy time discretization of stochastic fractional diffusion equation

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Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\)

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Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise

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Strong approximation of monotone stochastic partial differential equations driven by white noise

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A PDE approach to fractional diffusion in general domains: a priori error analysis

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Potential theory of subordinate killed Brownian motion in a domain

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Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise

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Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise

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An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation

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Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

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Identifiers

DOI

10.1007/S42967-023-00342-1

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi An accelerated convergence scheme for solving stochastic fractional diffusion equation