Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise

DOI10.1007/S10915-020-01271-4arXiv1912.06990MaRDI QIDQ6331129

Xing Liu, Weihua Deng

Publication date: 15 December 2019

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)

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