A Discretization of Caputo Derivatives with Application to Time Fractional SDEs and Gradient Flows
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Publication:5233112
DOI10.1137/19M123854XWikidataQ127320728 ScholiaQ127320728MaRDI QIDQ5233112
Publication date: 16 September 2019
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.03159
Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (6)
Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case ⋮ The overdamped generalized Langevin equation with Hermite noise ⋮ Time fractional gradient flows: Theory and numerics ⋮ Space-time methods for time-dependent partial differential equations. Abstracts from the workshop held February 6--12, 2022 ⋮ An ergodic approach to Laplace transforms on time scales ⋮ Well-posedness and numerical approximation of a fractional diffusion equation with a nonlinear variable order
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