An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise

DOI10.1016/j.apnum.2020.05.014zbMath1446.65120OpenAlexW3033249254MaRDI QIDQ2192610

Yuyuan Yan, Xiaolei Wu, Yubin Yan

Publication date: 17 August 2020

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10034/623490

zbMATH Keywords

error estimatesfinite element methodfractional derivativestochastic subdiffusion

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) White noise theory (60H40) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Laplace transform (44A10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical quadrature and cubature formulas (65D32) Fractional partial differential equations (35R11)

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