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arXiv · 2206.00320

Mittag--Leffler Euler integrator and large deviations for stochastic space-time fractional diffusion equations

Xinjie Dai·Jialin Hong·Derui Sheng
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Abstract

Stochastic space-time fractional diffusion equations often appear in the modeling of the heat propagation in non-homogeneous medium. In this paper, we firstly investigate the Mittag--Leffler Euler integrator of a class of stochastic space-time fractional diffusion equations, whose super-convergence order is obtained by developing a helpful decomposition way for the time-fractional integral. Here, the developed decomposition way is the key to dealing with the singularity of the solution operator. Moreover, we study the Freidlin--Wentzell type large deviation principles of the underlying equation and its Mittag--Leffler Euler integrator based on the weak convergence approach. In particular, we prove that the large deviation rate function of the Mittag--Leffler Euler integrator $\Gamma$-converges to that of the underlying equation.

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Xinjie Dai, Jialin Hong, Derui Sheng. 2022-06-01. Mittag--Leffler Euler integrator and large deviations for stochastic space-time fractional diffusion equations. https://doi.org/10.1007/s11118-023-10090-9

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