High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data (Q2227731)

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High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data
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    High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data (English)
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    15 February 2021
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    fractional substantial derivative
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    time-space coupled operator
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    finite element method
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    high-order backward difference formulas
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    convolution quadrature
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    error analysis
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