Error analysis of a fully discrete method for time-fractional diffusion equations with a tempered fractional Gaussian noise
DOI10.1016/j.cam.2024.115953zbMATH Open1538.65009MaRDI QIDQ6572436
Publication date: 15 July 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
error estimatescovariance functionspectral Galerkin methodCaputo fractional derivativeWright functionGrünwald-Letnikov formula
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)
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