A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations
DOI10.1016/j.apnum.2021.05.031zbMath1480.65245OpenAlexW3173403097WikidataQ115360308 ScholiaQ115360308MaRDI QIDQ2048420
Ali Foroush Bastani, Nazanin Abedini, Bijan Zohouri Zangeneh
Publication date: 5 August 2021
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2021.05.031
Petrov-Galerkin methodstochastic fractional differential equationpolyfractonomialRiemann-Liouville fractional Brownian motion
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Inverse problems for PDEs (35R30) Applications of stochastic analysis (to PDEs, etc.) (60H30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11) Regularization by noise (60H50)
Uses Software
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