Numerical solutions to time-fractional stochastic partial differential equations
From MaRDI portal
Publication:2274160
DOI10.1007/s11075-018-0613-0OpenAlexW2899926923MaRDI QIDQ2274160
Publication date: 19 September 2019
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-018-0613-0
Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
Numerical study for time fractional stochastic semi linear advection diffusion equations, Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation, A note concerning to approximate controllability of Atangana-Baleanu fractional neutral stochastic systems with infinite delay
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Intermittence and space-time fractional stochastic partial differential equations
- A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation
- An unconditionally stable compact ADI method for three-dimensional time-fractional convection-diffusion equation
- Strong and weak approximation of semilinear stochastic evolution equations
- Space-time fractional stochastic partial differential equations
- High-order finite element methods for time-fractional partial differential equations
- Mittag-Leffler functions and their applications
- The numerical approximation of stochastic partial differential equations
- Finite difference/predictor-corrector approximations for the space and time fractional Fokker-Planck equation
- Galerkin finite element methods for parabolic problems
- On the regularity of weak solutions to space-time fractional stochastic heat equations
- Solitary wave solutions for nonlinear fractional Schrödinger equation in Gaussian nonlocal media
- Fractional time stochastic partial differential equations
- A concise course on stochastic partial differential equations
- Asymptotic properties of some space-time fractional stochastic equations
- Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces
- Weighted average finite difference methods for fractional diffusion equations
- Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise
- Space-time fractional diffusions in Gaussian noisy environment
- Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrödinger equation
- Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
- The Use of Finite Difference/Element Approaches for Solving the Time-Fractional Subdiffusion Equation
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Fast, accurate and robust adaptive finite difference methods for fractional diffusion equations