Fourier spectral methods for some linear stochastic space-fractional partial differential equations

DOI10.3390/math4030045zbMath1360.65035OpenAlexW2465023141MaRDI QIDQ515455

Yubin Yan, Yanmei Liu, Monzorul Khan

Publication date: 16 March 2017

Published in: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/math4030045

zbMATH Keywords

error estimatesnumerical examplesstochastic partial differential equationsFourier spectral methodspace-fractional partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)

Related Items (2)

Difference methods for stochastic space fractional diffusion equation driven by additive space-time white noise via Wong-Zakai approximation ⋮ Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise

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