Numerical schemes of the time tempered fractional Feynman-Kac equation

DOI10.1016/j.camwa.2016.12.017zbMath1412.65071arXiv1605.04134OpenAlexW2353514794MaRDI QIDQ666773

Juan-Miguel Gracia

Publication date: 12 March 2019

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.04134

zbMATH Keywords

finite element approximationfinite difference approximationFeynman-Kac equationtempered fractional substantial derivative

Mathematics Subject Classification ID

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) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

Related Items (8)

Second-order numerical methods for the tempered fractional diffusion equations ⋮ A Riesz Basis Galerkin Method for the Tempered Fractional Laplacian ⋮ High order algorithm for the time-tempered fractional Feynman-Kac equation ⋮ Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation ⋮ Block-centered finite difference method for a tempered subdiffusion model with time-dependent coefficients ⋮ High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II. ⋮ Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data ⋮ Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes

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