Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data

DOI10.1007/s10915-020-01256-3zbMath1447.65092arXiv1911.02149OpenAlexW3098971305MaRDI QIDQ785560

Jing Sun, Weihua Deng, Daxin Nie

Publication date: 7 August 2020

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.02149

zbMATH Keywords

finite element methoderror analysisconvolution quadraturefractional substantial derivativebackward fractional Feynman-Kac equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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) PDEs in connection with quantum mechanics (35Q40) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) Numerical integration (65D30) Fractional partial differential equations (35R11)

Related Items (5)

Block-centered finite difference method for a tempered subdiffusion model with time-dependent coefficients ⋮ Correction of high-order BDF convolution quadrature for fractional Feynman-Kac equation with Lévy flight ⋮ High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data ⋮ Two \(L1\) schemes on graded meshes for fractional Feynman-Kac equation ⋮ Well-posedness and numerical approximation of a fractional diffusion equation with a nonlinear variable order

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