Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion

DOI10.3934/dcdsb.2018199zbMath1404.60095OpenAlexW2810085419MaRDI QIDQ1755930

Xiuwei Yin, Litan Yan

Publication date: 11 January 2019

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018199

zbMATH Keywords

fractional Brownian motionspectral Galerkin methodstrong approximationoptimal convergence ratesfractional stochastic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (7)

A Unified Convergence Analysis for the Fractional Diffusion Equation Driven by Fractional Gaussian Noise with Hurst Index $H\in(0,1)$ ⋮ Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise ⋮ Asymptotic behaviour of time fractional stochastic delay evolution equations with tempered fractional noise ⋮ An inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion ⋮ Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion ⋮ Spectral collocation method for stochastic partial differential equations with fractional Brownian motion ⋮ Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise

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