Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data
DOI10.1007/S10444-024-10188-7zbMATH Open1547.65142MaRDI QIDQ6607034
Publication date: 17 September 2024
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
fractional substantial derivativebackward fractional Feynman-Kac equationweighted and shifted Grünwald difference formula
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) PDEs with low regular coefficients and/or low regular data (35R05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Fractional partial differential equations (35R11)
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