Numerical approximation of stochastic time-fractional diffusion

DOI10.1051/m2an/2019025zbMath1447.60126arXiv1810.01822OpenAlexW2963347032WikidataQ128139834 ScholiaQ128139834MaRDI QIDQ5242221

Bangti Jin, Yubin Yan, Zhi Zhou

Publication date: 6 November 2019

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.01822

zbMATH Keywords

strong convergenceweak convergenceGalerkin finite element methodGrünwald-Letnikov methodstochastic time-fractional diffusion

Mathematics Subject Classification ID

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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