Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise

DOI10.1007/s10915-020-01271-4OpenAlexW2995838513MaRDI QIDQ785587

Xing Liu, Weihua Deng

Publication date: 7 August 2020

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.06990

zbMATH Keywords

spectral Galerkin methodspectral decompositionerror splitting argument techniquemean-squared \(L^2\)-normtempered fractional Gaussian noise

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)

Related Items (4)

On spectral Petrov-Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise ⋮ Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\) ⋮ Difference methods for time discretization of spectral fractional stochastic wave equation ⋮ Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise

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