Numerical methods for forward fractional Feynman-Kac equation
DOI10.1007/S10444-024-10152-5zbMATH Open1545.65374MaRDI QIDQ6587241
Jing Sun, Weihua Deng, Daxin Nie
Publication date: 13 August 2024
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
finite element methoderror estimateconvolution quadraturefractional substantial derivativeintegral fractional Laplacianforward fractional Feynman-Kac equation
Smoothness and regularity of solutions to PDEs (35B65) Fractional derivatives and integrals (26A33) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical quadrature and cubature formulas (65D32) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)
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