Time Discretization of a Tempered Fractional Feynman--Kac Equation with Measure Data

DOI10.1137/17M1118245zbMath1405.65141MaRDI QIDQ4560162

Weihua Deng, Buyang Li, Zhi Qian, Hong Wang

Publication date: 5 December 2018

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

convergenceintegral representationconvolution quadratureFeynman-Kac equationtempered fractional operators

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) PDEs in connection with quantum mechanics (35Q40) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) Laplace transform (44A10) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Fractional partial differential equations (35R11)

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