High-accuracy time discretization of stochastic fractional diffusion equation

DOI10.1007/S10915-021-01710-WarXiv2105.00196MaRDI QIDQ6366586

Xing Liu

Publication date: 1 May 2021

Mathematics Subject Classification ID

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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