Work

On a space discretization scheme for the Fractional Stochastic Heat Equations

Year: 2011

Type: preprint

Abstract: In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicative cylindrical white noise. In particular, we estimate the rate of convergence.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1102.4689

Authors: Debbi, Latifa, Dozzi, Marco

Institutions: Institut Élie Cartan de Lorraine, Montanuniversität Leoben, University Ferhat Abbas of Setif

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Centre National de la Recherche Scientifique

OpenAlex ID: W1603585227

Cites: 25

Cited by: 5

Related to: 10