Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation

DOI10.1090/S0025-5718-2014-02803-2zbMath1312.60082arXiv1205.5601WikidataQ60580280 ScholiaQ60580280MaRDI QIDQ3189424

Mihály Kovács, Jacques Printems

Publication date: 10 September 2014

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.5601

zbMATH Keywords

finite element methodEuler schemeconvolution quadraturefractional differential equationstochastic Volterra type evolution equation

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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) Volterra integral equations (45D05) Fractional ordinary differential equations (34A08)

Related Items (21)

Global solution to non-self-adjoint stochastic Volterra equation ⋮ Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise ⋮ Regularity analysis for SVEEs with additive fBms and strong error estimates for the numerical approximations ⋮ Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise ⋮ Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise ⋮ An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise ⋮ A note on the Chover-type law of the iterated logarithm for the weighted partial sums of \(\alpha\)-mixing sequences ⋮ Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations ⋮ Accelerated finite elements schemes for parabolic stochastic partial differential equations ⋮ Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise ⋮ Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise ⋮ Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations ⋮ Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion ⋮ Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay ⋮ Weak error analysis for semilinear stochastic Volterra equations with additive noise ⋮ Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise ⋮ Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise ⋮ Mittag--Leffler Euler Integrator for a Stochastic Fractional Order Equation with Additive Noise ⋮ Numerical approximation of stochastic time-fractional diffusion ⋮ Global solutions to stochastic Volterra equations driven by Lévy noise ⋮ Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
• Stability of the difference type methods for linear Volterra equations in Hilbert spaces
• Convolution quadrature and discretized operational calculus. I
• Convolution quadrature and discretized operational calculus. II
• On the quadrature error in operational quadrature methods for convolutions
• Frequency domain methods for Volterra equations
• Convolution quadrature revisited
• Runge-Kutta convolution quadrature methods for well-posed equations with memory
• Uniform $l^1$ Behavior of a Time Discretization Method for a Volterra Integrodifferential Equation with Convex Kernel; Stability
• Stochastic Equations in Infinite Dimensions
• On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions
• Evolutionary Integral Equations and Applications
• Numerical solution of an evolution equation with a positive-type memory term
• A theorem of the Dore-Venni type for noncommuting operators
• Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term
• Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
• Galerkin Finite Element Methods for Parabolic Problems
• On the discretization in time of parabolic stochastic partial differential equations

This page was built for publication: Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation