Galerkin finite element method for time-fractional stochastic diffusion equations

被引：17
|
作者：
Zou, Guang-an [1 ]
机构：
[1] Henan Univ, Sch Math & Stat, Kaifeng 475004, Peoples R China
来源：
COMPUTATIONAL & APPLIED MATHEMATICS | 2018年 / 37卷 / 04期
关键词：
Time-fractional derivative; Stochastic diffusion equations; Galerkin finite element method; Error estimates; PARTIAL-DIFFERENTIAL-EQUATIONS; SCHRODINGER-EQUATIONS; MULTIPLICATIVE NOISE; DERIVATIVE DRIVEN; UNBOUNDED-DOMAINS; RANDOM ATTRACTORS; SPACE; SYSTEMS; APPROXIMATIONS; EXISTENCE;
D O I：
10.1007/s40314-018-0609-3
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, Galerkin finite element method for solving the time-fractional stochastic diffusion equations with multiplicative noise is proposed and investigated. The pathwise regularity properties of solutions to the semidiscrete Galerkin approximations are demonstrated and the convergence of optimal rates are derived. And also we construct the fully discrete scheme which is based on the approximations of the Mittag-Leffler function and analyze the error estimates of convergence in -norm space. Finally, numerical results are conducted to confirm our theoretical findings.
引用
收藏
页码：4877 / 4898
页数：22
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