Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions

DOI10.1016/j.cnsns.2023.107371arXiv2202.02357OpenAlexW4381051371MaRDI QIDQ6177789

Jean Louis Woukeng, Antoine Tambue, Aurelien Noupelah

Publication date: 31 August 2023

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.02357

zbMATH Keywords

error estimatesfinite element methodfractional Brownian motiontime fractional derivativestochastic heat-type equationsexponential integrator-Euler scheme

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Numerical analysis (65-XX)

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