High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data (Q2227731)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data |
scientific article |
Statements
High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data (English)
0 references
15 February 2021
0 references
fractional substantial derivative
0 references
time-space coupled operator
0 references
finite element method
0 references
high-order backward difference formulas
0 references
convolution quadrature
0 references
error analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references