Numerical approximation of stochastic time-fractional diffusion
ESAIM: M2AN, 53 4 (2019) 1245-1268
Published online: 2019-07-09
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
Finite difference methods for stochastic Helmholtz equation driven by white noise
Yanzhen Cui, Shibing Tang and Chao ZhangJournal of Computational and Applied Mathematics 457 116286 (2025)
https://doi.org/10.1016/j.cam.2024.116286
Mittag–Leffler Euler Integrator and Large Deviations for Stochastic Space-Time Fractional Diffusion Equations
Xinjie Dai, Jialin Hong and Derui ShengPotential Analysis 60 (4) 1333 (2024)
https://doi.org/10.1007/s11118-023-10090-9
An efficient numerical method to the stochastic fractional heat equation with random coefficients and fractionally integrated multiplicative noise
Xiao Qi and Chuanju XuFractional Calculus and Applied Analysis 27 (5) 2754 (2024)
https://doi.org/10.1007/s13540-024-00335-8
Convergence analysis of a fully discrete scheme for diffusion-wave equation forced by tempered fractional Brownian motion
Xing Liu and Hui LiComputers & Mathematics with Applications 169 39 (2024)
https://doi.org/10.1016/j.camwa.2024.06.004
Monte Carlo method for the Cauchy problem of fractional diffusion equation concerning fractional Laplacian
Caiyu Jiao and Changpin LiApplied Numerical Mathematics 201 20 (2024)
https://doi.org/10.1016/j.apnum.2024.02.008
Error analysis of a fully discrete method for time-fractional diffusion equations with a tempered fractional Gaussian noise
Xing LiuJournal of Computational and Applied Mathematics 449 115953 (2024)
https://doi.org/10.1016/j.cam.2024.115953
Analyzing the continuity of the mild solution in finite element analysis of semilinear stochastic subdiffusion problems
Fang Cheng, Ye Hu and Mati ur RahmanAIMS Mathematics 9 (4) 9364 (2024)
https://doi.org/10.3934/math.2024456
Monte Carlo method for parabolic equations involving fractional Laplacian
Caiyu Jiao and Changpin LiMonte Carlo Methods and Applications 29 (1) 33 (2023)
https://doi.org/10.1515/mcma-2022-2129
On Spectral Petrov–Galerkin Method for Solving Optimal Control Problem Governed by Fractional Diffusion Equations with Fractional Noise
Shengyue Li and Wanrong CaoJournal of Scientific Computing 94 (3) (2023)
https://doi.org/10.1007/s10915-022-02088-z
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
K. Fahim, E. Hausenblas and M. KovácsStochastics and Partial Differential Equations: Analysis and Computations 11 (3) 1044 (2023)
https://doi.org/10.1007/s40072-022-00250-0
An inverse problem of identifying the coefficient in a nonlinear time-fractional diffusion equation
A. Oulmelk, L. Afraites and A. HadriComputational and Applied Mathematics 42 (1) (2023)
https://doi.org/10.1007/s40314-023-02206-z
Strong convergence rates for the approximation of a stochastic time-fractional Allen–Cahn equation
Mariam Al-Maskari and Samir KaraaCommunications in Nonlinear Science and Numerical Simulation 119 107099 (2023)
https://doi.org/10.1016/j.cnsns.2023.107099
A fast Euler–Maruyama method for Riemann–Liouville stochastic fractional nonlinear differential equations
Jingna Zhang, Jingyun Lv, Jianfei Huang and Yifa TangPhysica D: Nonlinear Phenomena 446 133685 (2023)
https://doi.org/10.1016/j.physd.2023.133685
Numerical approximation of the stochastic equation driven by the fractional noise
Xinfei Liu and Xiaoyuan YangApplied Mathematics and Computation 452 128053 (2023)
https://doi.org/10.1016/j.amc.2023.128053
Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive Noise
Bernard A. Egwu and Yubin YanFoundations 3 (2) 290 (2023)
https://doi.org/10.3390/foundations3020023
Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise
Daxin Nie, Jing Sun and Weihua DengSIAM Journal on Numerical Analysis 60 (4) 1879 (2022)
https://doi.org/10.1137/20M1356270
On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion
Nguyen Huy Tuan, Mohammud Foondun, Tran Ngoc Thach and Renhai WangBulletin des Sciences Mathématiques 179 103158 (2022)
https://doi.org/10.1016/j.bulsci.2022.103158
Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise
Ye Hu, Changpin Li and Yubin YanApplied Numerical Mathematics 178 192 (2022)
https://doi.org/10.1016/j.apnum.2022.04.004
Stochastic fractional integro-differential equations with weakly singular kernels: Well-posedness and Euler–Maruyama approximation
Xinjie Dai, Aiguo Xiao and Weiping BuDiscrete and Continuous Dynamical Systems - B 27 (8) 4231 (2022)
https://doi.org/10.3934/dcdsb.2021225
Error estimates of a finite element method for stochastic time-fractional evolution equations with fractional Brownian motion
Jingyun LvInternational Journal of Modeling, Simulation, and Scientific Computing 13 (01) (2022)
https://doi.org/10.1142/S1793962322500064
Galerkin finite element approximation of a stochastic semilinear fractional subdiffusion with fractionally integrated additive noise
Wenyan Kang, Bernard A Egwu, Yubin Yan and Amiya K PaniIMA Journal of Numerical Analysis 42 (3) 2301 (2022)
https://doi.org/10.1093/imanum/drab035
Numerical Approximations for the Fractional Fokker–Planck Equation with Two-Scale Diffusion
Jing Sun, Weihua Deng and Daxin NieJournal of Scientific Computing 91 (2) (2022)
https://doi.org/10.1007/s10915-022-01812-z
Spatial Discretization for Stochastic Semi-Linear Subdiffusion Equations Driven by Fractionally Integrated Multiplicative Space-Time White Noise
Junmei Wang, James Hoult and Yubin YanMathematics 9 (16) 1917 (2021)
https://doi.org/10.3390/math9161917
Error Estimates of a Continuous Galerkin Time Stepping Method for Subdiffusion Problem
Yuyuan Yan, Bernard A. Egwu, Zongqi Liang and Yubin YanJournal of Scientific Computing 88 (3) (2021)
https://doi.org/10.1007/s10915-021-01587-9
Regularized solution of a Cauchy problem for stochastic elliptic equation
Tuan Nguyen Huy, Luu Vu Cam Hoan, Yong Zhou and Tran Ngoc ThachMathematical Methods in the Applied Sciences 44 (15) 11863 (2021)
https://doi.org/10.1002/mma.6519
Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen–Cahn Equation with Additive Noise
Meng Cai, Siqing Gan and Xiaojie WangJournal of Scientific Computing 86 (3) (2021)
https://doi.org/10.1007/s10915-020-01378-8
Fourth-order compact difference schemes for the two-dimensional nonlinear fractional mobile/immobile transport models
Li Chai, Yang Liu and Hong LiComputers & Mathematics with Applications 100 1 (2021)
https://doi.org/10.1016/j.camwa.2021.08.027
Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
Zhaopeng Hao and Zhongqiang ZhangSIAM/ASA Journal on Uncertainty Quantification 9 (3) 1013 (2021)
https://doi.org/10.1137/20M1374286
On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
Nguyen Huy Tuan, Tomás Caraballo and Tran Ngoc ThachAsymptotic Analysis 123 (3-4) 335 (2021)
https://doi.org/10.3233/ASY-201637
Mixed finite element method for the nonlinear time-fractional stochastic fourth-order reaction–diffusion equation
Xinfei Liu and Xiaoyuan YangComputers & Mathematics with Applications 84 39 (2021)
https://doi.org/10.1016/j.camwa.2020.12.004
An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise
Xiaolei Wu, Yuyuan Yan and Yubin YanApplied Numerical Mathematics 157 69 (2020)
https://doi.org/10.1016/j.apnum.2020.05.014
Higher Order Time Stepping Methods for Subdiffusion Problems Based on Weighted and Shifted Grünwald–Letnikov Formulae with Nonsmooth Data
Yanyong Wang, Yuyuan Yan, Yubin Yan and Amiya K. PaniJournal of Scientific Computing 83 (3) (2020)
https://doi.org/10.1007/s10915-020-01223-y