Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise
DOI10.1137/20M1356270WikidataQ114074171 ScholiaQ114074171MaRDI QIDQ5093641FDOQ5093641
Authors: Daxin Nie, Jing Sun, Weihua Deng
Publication date: 29 July 2022
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.14193
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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