Two L1 schemes on graded meshes for fractional Feynman-Kac equation
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Publication:2051068
Fractional derivatives and integrals (26A33) Smoothness and regularity of solutions to PDEs (35B65) PDEs in connection with statistical mechanics (35Q82) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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- Numerical schemes of the time tempered fractional Feynman-Kac equation
- Detailed error analysis for a fractional Adams method with graded meshes
Cites work
- A discontinuous Petrov-Galerkin method for time-fractional diffusion equations
- A Fourier method for the fractional diffusion equation describing sub-diffusion
- A fully discrete difference scheme for a diffusion-wave system
- A second-order accurate numerical method for a fractional wave equation
- A second-order difference scheme for the time fractional substantial diffusion equation
- A superconvergent discontinuous Galerkin method for Volterra integro-differential equations, smooth and non-smooth kernels
- An implicit finite-difference time-stepping method for a sub-diffusion equation, with spatial discretization by finite elements
- Backward difference formulae: the energy technique for subdiffusion equation
- Collocation Methods for Volterra Integral and Related Functional Differential Equations
- Convolution quadrature time discretization of fractional diffusion-wave equations
- Correction of high-order BDF convolution quadrature for fractional evolution equations
- Correction of high-order BDF convolution quadrature for fractional Feynman-Kac equation with Lévy flight
- Discretization with variable time steps of an evolution equation with a positive-type memory term
- Discretized Fractional Calculus
- Error analysis of a finite difference method on graded meshes for a time-fractional diffusion equation
- Error analysis of a high order method for time-fractional diffusion equations
- Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data
- Finite difference approximations for fractional advection-dispersion flow equations
- Finite difference/spectral approximations for the time-fractional diffusion equation
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- REGULARITY OF SOLUTIONS TO A TIME-FRACTIONAL DIFFUSION EQUATION
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Cited in
(13)- Discovery of subdiffusion problem with noisy data via deep learning
- Two time-stepping schemes for sub-diffusion equations with singular source terms
- Correction of high-order \(L_k\) approximation for subdiffusion
- High-Order BDF Convolution Quadrature for Subdiffusion Models with a Singular Source Term
- Block-centered finite difference method for a tempered subdiffusion model with time-dependent coefficients
- A Sharp $\alpha$-Robust $L1$ Scheme on Graded Meshes for Two-Dimensional Time Tempered Fractional Fokker-Planck Equation
- A fully discrete scheme based on cubic splines and its analysis for time-fractional reaction-diffusion equations exhibiting weak initial singularity
- Numerical methods for forward fractional Feynman-Kac equation
- High-order BDF convolution quadrature for fractional evolution equations with hyper-singular source term
- Fast compact difference schemes with temporally graded meshes for the high-dimensional time-fractional subdiffusion equation
- Block generalized Adams convolution quadrature for the backward fractional Feynman-Kac equation
- Modified BDF2 schemes for subdiffusion models with a singular source term
- Error analysis of a high-order fully discrete method for two-dimensional time-fractional convection-diffusion equations exhibiting weak initial singularity
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