Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise
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Publication:4629374
DOI10.1090/mcom/3397zbMath1418.60077arXiv1704.02912OpenAlexW2606810621WikidataQ114094325 ScholiaQ114094325MaRDI QIDQ4629374
Jilu Wang, Buyang Li, Max D. Gunzburger
Publication date: 22 March 2019
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.02912
error estimatesstochastic partial differential equationspace-time white noisetime-fractional derivative
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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