Fourier spectral methods for some linear stochastic space-fractional partial differential equations
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stochastic partial differential equationsnumerical exampleserror estimatesFourier spectral methodspace-fractional partial differential equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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Cites work
- A finite element method for the multiterm time-space Riesz fractional advection-diffusion equations in finite domain
- A finite element method for time fractional partial differential equations
- A second-order accurate numerical approximation for the fractional diffusion equation
- A second-order accurate numerical method for the two-dimensional fractional diffusion equation
- A space-time spectral method for the time fractional diffusion equation
- An efficient implicit FEM scheme for fractional-in-space reaction-diffusion equations
- Computational aspects of FEM approximation of fractional advection dispersion equations on bounded domains in \(\mathbb R^2\)
- Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation
- Ergodic properties of fractional stochastic Burgers equation
- Existence and uniqueness of the weak solution of the space-time fractional diffusion equation and a spectral method approximation
- Finite difference approximations for fractional advection-dispersion flow equations
- Finite difference methods for two-dimensional fractional dispersion equation
- Finite element and difference approximation of some linear stochastic partial differential equations
- Finite element method for the space and time fractional Fokker-Planck equation
- Finite element methods for semilinear elliptic stochastic partial differential equations
- Fourier spectral methods for fractional-in-space reaction-diffusion equations
- Fractal Burgers equations
- Fractional reproduction-dispersal equations and heavy tail dispersal kernels
- Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
- Galerkin finite element approximation of symmetric space-fractional partial differential equations
- Jets, stickiness, and anomalous transport
- Least squares finite-element solution of a fractional order two-point boundary value problem
- Local discontinuous Galerkin methods for fractional diffusion equations
- Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
- New numerical results for the surface quasi-geostrophic equation
- Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
- Numerical approximations and solution techniques for the space-time Riesz-Caputo fractional advection-diffusion equation
- Numerical methods for fractional partial differential equations with Riesz space fractional derivatives
- Numerical solutions for fractional reaction-diffusion equations
- On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
- On the spectrum of two different fractional operators
- The fundamental solution and numerical solution of the Riesz fractional advection-dispersion equation
- Variational formulation for the stationary fractional advection dispersion equation
- Variational solution of fractional advection dispersion equations on bounded domains in ℝd
Cited in
(4)- Predictor-corrector pseudospectral methods for stochastic partial differential equations with additive white noise
- Wiener expansion-spectral methods for stochastic partial differential equations with white noise
- Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
- Difference methods for stochastic space fractional diffusion equation driven by additive space-time white noise via Wong-Zakai approximation
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