An efficient numerical algorithm for the model describing the competition between super- and sub-diffusions driven by fractional Brownian sheet noise
DOI10.1007/s10915-023-02240-3zbMath1515.60239arXiv2209.01295OpenAlexW4377161682MaRDI QIDQ6111329
Daxin Nie, Weihua Deng, Jing Sun
Publication date: 6 July 2023
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.01295
spectral Galerkin methodfast algorithmWong-Zakai approximationfractional Brownian sheeterror analysesMittag-Leffler Euler integratormodel for anomalous diffusion
Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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