High-accuracy time discretization of stochastic fractional diffusion equation

DOI10.1007/s10915-021-01710-wOpenAlexW3217185266MaRDI QIDQ2053379

Xing Liu

Publication date: 29 November 2021

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

Full work available at URL: https://arxiv.org/abs/2105.00196

zbMATH Keywords

mean-squared \(L^2\)-normhigh-accuracy time discretizationmodifying the semi-implicit Euler schemethe regularity of nonlinear term

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)

Related Items (2)

Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\) ⋮ Difference methods for time discretization of spectral fractional stochastic wave equation

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