High-accuracy time discretization of stochastic fractional diffusion equation
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Publication:2053379
mean-squared \(L^2\)-normhigh-accuracy time discretizationmodifying the semi-implicit Euler schemethe regularity of nonlinear term
Fractional derivatives and integrals (26A33) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)
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Cites work
- scientific article; zbMATH DE number 5297651 (Why is no real title available?)
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- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
- Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise
- Stochastic Equations in Infinite Dimensions
- Stochastic heat equation with rough dependence in space
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- Strong approximation of monotone stochastic partial differential equations driven by white noise
- Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations
- Superconvergence of \(C^0-Q^k\) finite element method for elliptic equations with approximated coefficients
- The high order augmented finite volume methods based on series expansion for nonlinear degenerate parabolic equations
Cited in
(6)- Difference methods for time discretization of spectral fractional stochastic wave equation
- Strong convergence analysis of spectral fractional diffusion equation driven by Gaussian noise with Hurst parameter less than \(\frac{1}{2}\)
- Convergence analysis of a fully discrete scheme for diffusion-wave equation forced by tempered fractional Brownian motion
- High-accuracy time discretization of stochastic fractional diffusion equation
- Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\)
- Error analysis of a fully discrete method for time-fractional diffusion equations with a tempered fractional Gaussian noise
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