High order algorithm for the time-tempered fractional Feynman-Kac equation

DOI10.1007/s10915-018-0640-yzbMath1395.65013arXiv1607.05929OpenAlexW2962970195MaRDI QIDQ1669980

Minghua Chen, Weihua Deng

Publication date: 4 September 2018

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

Full work available at URL: https://arxiv.org/abs/1607.05929

zbMATH Keywords

first passage timestability and convergencetempered fractional substantial derivativetime-tempered fractional Feynman-Kac equation

Mathematics Subject Classification ID

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) Fractional partial differential equations (35R11)

Related Items (14)

Fourth-order alternating direction implicit difference scheme to simulate the space-time Riesz tempered fractional diffusion equation ⋮ Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation ⋮ Analytical and numerical investigation on the tempered time-fractional operator with application to the Bloch equation and the two-layered problem ⋮ A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations ⋮ A fast implicit difference scheme for solving the generalized time–space fractional diffusion equations with variable coefficients ⋮ Convergence analysis of a LDG method for tempered fractional convection–diffusion equations ⋮ A Sharp $\alpha$-Robust $L1$ Scheme on Graded Meshes for Two-Dimensional Time Tempered Fractional Fokker-Planck Equation ⋮ Correction of high-order BDF convolution quadrature for fractional Feynman-Kac equation with Lévy flight ⋮ Energy estimates for two-dimensional space-Riesz fractional wave equation ⋮ Symplectic scheme for the Schrödinger equation with fractional Laplacian ⋮ Backward difference formulae: the energy technique for subdiffusion equation ⋮ Two \(L1\) schemes on graded meshes for fractional Feynman-Kac equation ⋮ Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data ⋮ Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes

Uses Software

• FODE

Cites Work

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