Two \(L1\) schemes on graded meshes for fractional Feynman-Kac equation
type: Item
instance of: scholarly article
title: Two \(L1\) schemes on graded meshes for fractional Feynman-Kac equation
zbMATH Open document ID: 1500.65039
author: Minghua Chen
author: Suzhen Jiang
author: Weiping Bu
published in: Journal of Scientific Computing
publication date: 2021-09-01T00:00:00Z
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 65M15
Mathematics Subject Classification ID: 35B65
Mathematics Subject Classification ID: 82C31
Mathematics Subject Classification ID: 35Q82
Mathematics Subject Classification ID: 26A33
Mathematics Subject Classification ID: 35R11
zbMATH DE Number: 7389355
zbMATH Keywords: fractional Feynman-Kac equation
zbMATH Keywords: \(L1\) schemes
zbMATH Keywords: graded meshes
zbMATH Keywords: error estimates
MaRDI profile type: Publication
full work available at URL: s10915-021-01581-1
OpenAlex ID: W3186157519
cites work: Collocation Methods for Volterra Integral and Related Functional Differential Equations
cites work: The piecewise polynomial collocation method for nonlinear weakly singular Volterra equations
cites work: On distributions of functionals of anomalous diffusion paths
cites work: Product Integration-Collocation Methods for Noncompact Integral Operator Equations
cites work: Numerical analysis of augmented plane wave methods for full-potential electronic structure calculations
cites work: High Order Algorithms for the Fractional Substantial Diffusion Equation with Truncated Lévy Flights
cites work: High order algorithm for the time-tempered fractional Feynman-Kac equation
cites work: Backward difference formulae: the energy technique for subdiffusion equation
cites work: A Fourier method for the fractional diffusion equation describing sub-diffusion
cites work: Convolution quadrature time discretization of fractional diffusion-wave equations
cites work: Numerical algorithms for the forward and backward fractional Feynman-Kac equations
cites work: A second-order difference scheme for the time fractional substantial diffusion equation
cites work: Geometric theory of semilinear parabolic equations
cites work: Two Fully Discrete Schemes for Fractional Diffusion and Diffusion-Wave Equations with Nonsmooth Data
cites work: Correction of High-Order BDF Convolution Quadrature for Fractional Evolution Equations
cites work: Higher order finite difference method for the reaction and anomalous-diffusion equation
cites work: Finite difference/spectral approximations for the time-fractional diffusion equation
cites work: Discretized Fractional Calculus
cites work: Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term
cites work: Error analysis of a high order method for time-fractional diffusion equations
cites work: Finite difference approximations for fractional advection-dispersion flow equations
cites work: A second-order accurate numerical method for a fractional wave equation
cites work: Discretization with variable time steps of an evolution equation with a positive-type memory term
cites work: REGULARITY OF SOLUTIONS TO A TIME-FRACTIONAL DIFFUSION EQUATION
cites work: Regularity theory for time-fractional advection-diffusion-reaction equations
cites work: A Superconvergent discontinuous Galerkin method for Volterra integro-differential equations, smooth and non-smooth kernels
cites work: An implicit finite-difference time-stepping method for a sub-diffusion equation, with spatial discretization by finite elements
cites work: A Discontinuous Petrov--Galerkin Method for Time-Fractional Diffusion Equations
cites work: The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
cites work: Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
cites work: Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems
cites work: Correction of high-order BDF convolution quadrature for fractional Feynman-Kac equation with Lévy flight
cites work: Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation
cites work: Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data
cites work: A fully discrete difference scheme for a diffusion-wave system
DOI: 10.1007/S10915-021-01581-1
description: scientific article; zbMATH DE number 7389355