Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\)
DOI10.1016/j.cam.2023.115285arXiv2205.09297OpenAlexW4366751283MaRDI QIDQ6175193
Publication date: 21 July 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.09297
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)
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