Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise (Q5093641)

scientific article; zbMATH DE number 7565249

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English	Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise	scientific article; zbMATH DE number 7565249

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instance of

scholarly article

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title

Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise (English)

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SIAM Journal on Numerical Analysis

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publication date

29 July 2022

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full work available at URL

https://arxiv.org/abs/2007.14193

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zbMATH Keywords

stochastic fractional diffusion equation

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fractional Gaussian noise

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finite element method

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convolution quadrature

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error analysis

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MaRDI profile type

MaRDI publication profile

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cites work

Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)

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Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion

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Stochastic Equations in Infinite Dimensions

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Modeling Anomalous Diffusion

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Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise

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Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise

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Two Fully Discrete Schemes for Fractional Diffusion and Diffusion-Wave Equations with Nonsmooth Data

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Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview

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Numerical approximation of stochastic time-fractional diffusion

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Q4714065

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Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation

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Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term

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Dirichlet and Neumann eigenvalue problems on domains in Euclidean spaces

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On the Schrödinger equation and the eigenvalue problem

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Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations

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Galerkin Finite Element Approximation for Semilinear Stochastic Time-Tempered Fractional Wave Equations with Multiplicative Gaussian Noise and Additive Fractional Gaussian Noise

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Finite difference/spectral approximations for the time-fractional diffusion equation

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Convolution quadrature and discretized operational calculus. I

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Convolution quadrature and discretized operational calculus. II

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Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term

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Time-stepping error bounds for fractional diffusion problems with non-smooth initial data

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Stochastic calculus for fractional Brownian motion and related processes.

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Numerical scheme for the Fokker-Planck equations describing anomalous diffusions with two internal states

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Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications

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Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems

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Q4360234

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An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise

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Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion

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Identifiers

DOI

10.1137/20M1356270

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5093641