Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise
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Publication:5093641
error analysisfinite element methodconvolution quadraturefractional Gaussian noisestochastic fractional diffusion equation
Fractional partial differential equations (35R11) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical analysis (65-XX) 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)
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Cited in
(3)- A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations
- Strong convergence order for the scheme of fractional diffusion equation driven by fractional Gaussion noise
- Error analysis of a fully discrete method for time-fractional diffusion equations with a tempered fractional Gaussian noise
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