Numerical approximation of the stochastic equation driven by the fractional noise

DOI10.1016/J.AMC.2023.128053MaRDI QIDQ6105998

Xinfei Liu, Xiao-Yuan Yang

Publication date: 27 June 2023

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

strong convergenceweak convergencemixed finite element methodfractional noisetime-fractional nonlinear stochastic fourth-order reaction diffusion equation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Miscellaneous topics in partial differential equations (35Rxx)

Cites Work

• A mixed finite element method for a time-fractional fourth-order partial differential equation
• Traveling wave patterns in nonlinear reaction-diffusion equations
• Finite element methods based on two families of second-order numerical formulas for the fractional cable model with smooth solutions
• Multidimensional nonlinear diffusion arising in population genetics
• Conforming finite element methods for the stochastic Cahn-Hilliard-Cook equation
• Existence of solutions for nonlinear fractional stochastic differential equations
• A compact finite difference scheme for the fourth-order fractional diffusion-wave system
• Time second-order finite difference/finite element algorithm for nonlinear time-fractional diffusion problem with fourth-order derivative term
• Direct meshless local Petrov-Galerkin (DMLPG) method for time-fractional fourth-order reaction-diffusion problem on complex domains
• Finite difference/finite element method for a nonlinear time-fractional fourth-order reaction-diffusion problem
• A two-grid mixed finite element method for a nonlinear fourth-order reaction-diffusion problem with time-fractional derivative
• Mixed finite element method for the nonlinear time-fractional stochastic fourth-order reaction-diffusion equation
• Fractional time stochastic partial differential equations
• Vector-valued Laplace Transforms and Cauchy Problems
• Crank--Nicolson Finite Element Approximations for a Linear Stochastic Fourth Order Equation with Additive Space-Time White Noise
• Numerical approximation of stochastic time-fractional diffusion
• Compact Finite Difference Scheme for the Fourth-Order Fractional Subdiffusion System
• Weak error analysis for semilinear stochastic Volterra equations with additive noise

This page was built for publication: Numerical approximation of the stochastic equation driven by the fractional noise