Strong convergence analysis of spectral fractional diffusion equation driven by Gaussian noise with Hurst parameter less than 12

DOI10.1016/J.CNSNS.2024.108049MaRDI QIDQ6551769zbMATH OpenFDO

Authors Xing Liu, Yumeng Yang

Publication date 7 June 2024

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CNSNS.2024.108049

zbMATH Keywords

integration by partsoptimal error estimatessemi-implicit Euler schemetime discretization

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Numerical analysis (65-XX) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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Cites work

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• Strong solvability of regularized stochastic Landau-Lifshitz-Gilbert equation
• Ten equivalent definitions of the fractional Laplace operator
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• Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

Cited in

(3)

• High-accuracy time discretization of stochastic fractional diffusion equation
• Error analysis of a fully discrete method for time-fractional diffusion equations with a tempered fractional Gaussian noise
• Weak approximations of stochastic partial differential equations with fractional noise

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