Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise
DOI10.1137/20M1356270WikidataQ114074171 ScholiaQ114074171MaRDI QIDQ5093641
Weihua Deng, Jing Sun, Daxin Nie
Publication date: 29 July 2022
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.14193
finite element methoderror analysisfractional Gaussian noiseconvolution quadraturestochastic fractional diffusion equation
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Fractional partial differential equations (35R11) Numerical analysis (65-XX)
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