Numerical schemes of the time tempered fractional Feynman-Kac equation
From MaRDI portal
(Redirected from Publication:666773)
finite element approximationfinite difference approximationFeynman-Kac equationtempered fractional substantial derivative
Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Abstract: This paper focuses on providing the computation methods for the backward time tempered fractional Feynman-Kac equation, being one of the models recently proposed in [Wu, Deng, and Barkai, Phys. Rev. E, 84 (2016) 032151]. The discretization for the tempered fractional substantial derivative is derived, and the corresponding finite difference and finite element schemes are designed with well established stability and convergence. The performed numerical experiments show the effectiveness of the presented schemes.
Recommendations
- Time Discretization of a Tempered Fractional Feynman--Kac Equation with Measure Data
- Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes
- Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
- Numerical algorithms for the forward and backward fractional Feynman-Kac equations
- On high-order schemes for tempered fractional partial differential equations
Cites work
- Title not available (Why is no real title available?)
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- scientific article; zbMATH DE number 5179816 (Why is no real title available?)
- A class of second order difference approximations for solving space fractional diffusion equations
- A space-time spectral method for the time fractional diffusion equation
- Basic Theory of Fractional Differential Equations
- Error Estimates of Crank–Nicolson-Type Difference Schemes for the Subdiffusion Equation
- Finite difference approximations for fractional advection-dispersion flow equations
- Finite difference approximations for the fractional Fokker-Planck equation
- Fractional diffusion and wave equations
- Galerkin Finite Element Methods for Parabolic Problems
- High order algorithms for the fractional substantial diffusion equation with truncated Lévy flights
- Local discontinuous Galerkin methods for fractional diffusion equations
- Multigrid method for fractional diffusion equations
- NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE
- New Solution and Analytical Techniques of the Implicit Numerical Method for the Anomalous Subdiffusion Equation
- Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term
- Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
- Numerical Inversion of Laplace Transforms of Probability Distributions
- Numerical algorithms for the forward and backward fractional Feynman-Kac equations
- Numerical methods for Laplace transform inversion
- On distributions of functionals of anomalous diffusion paths
- Tempered fractional calculus
- Tempered stable Lévy motion and transient super-diffusion
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Two alternating direction implicit difference schemes for two-dimensional distributed-order fractional diffusion equations
Cited in
(14)- Block-centered finite difference method for a tempered subdiffusion model with time-dependent coefficients
- Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes
- High order algorithm for the time-tempered fractional Feynman-Kac equation
- High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data
- Second-order numerical methods for the tempered fractional diffusion equations
- A Riesz Basis Galerkin Method for the Tempered Fractional Laplacian
- Time Discretization of a Tempered Fractional Feynman--Kac Equation with Measure Data
- Numerical algorithms for the forward and backward fractional Feynman-Kac equations
- Two \(L1\) schemes on graded meshes for fractional Feynman-Kac equation
- Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data
- Predictor-corrector approach for Riesz tempered fractional diffusion equation with a nonlinear source term
- The implicit midpoint method for variable-coefficient two-sided space tempered fractional diffusion equation
- Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation
- High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II.
This page was built for publication: Numerical schemes of the time tempered fractional Feynman-Kac equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q666773)
