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arXiv · 2101.01963

Numerical analysis for stochastic time-space fractional diffusion equation driven by fractional Gaussion noise

Daxin Nie·Weihua Deng
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Abstract

In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical scheme constructed by finite element method for integral fractional Laplacian and backward Euler convolution quadrature for Riemann-Liouville time fractional derivative are proposed. With the help of inverse Laplace transform and fractional Ritz projection, we obtain the accurate error estimates in time and space. Finally, our theoretical results are accompanied by numerical experiments.

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Daxin Nie, Weihua Deng. 2021-01-06. Numerical analysis for stochastic time-space fractional diffusion equation driven by fractional Gaussion noise. https://arxiv.org/abs/2101.01963

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