{"title":"An efficient numerical method to the stochastic fractional heat equation with random coefficients and fractionally integrated multiplicative noise","authors":"Xiao Qi, Chuanju Xu","doi":"10.1007/s13540-024-00335-8","DOIUrl":null,"url":null,"abstract":"<p>This paper studies the stochastic time-fractional heat diffusion equation involving a Caputo derivative in time of order <span>\\(\\alpha \\in (\\frac{1}{2},1]\\)</span>, driven simultaneously by a random diffusion coefficient field and fractionally integrated multiplicative noise. First, the well-posedness of the underlying problem is established by proving the existence, uniqueness, and stability of the mild solution. Then a spatio-temporal discretization method based on a Milstein exponential integrator scheme and finite element method is constructed and analyzed. The strong convergence rate of the fully discrete solution is derived. Numerical experiments are finally reported to confirm the theoretical result.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"23 1","pages":""},"PeriodicalIF":2.5000,"publicationDate":"2024-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Fractional Calculus and Applied Analysis","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s13540-024-00335-8","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
This paper studies the stochastic time-fractional heat diffusion equation involving a Caputo derivative in time of order \(\alpha \in (\frac{1}{2},1]\), driven simultaneously by a random diffusion coefficient field and fractionally integrated multiplicative noise. First, the well-posedness of the underlying problem is established by proving the existence, uniqueness, and stability of the mild solution. Then a spatio-temporal discretization method based on a Milstein exponential integrator scheme and finite element method is constructed and analyzed. The strong convergence rate of the fully discrete solution is derived. Numerical experiments are finally reported to confirm the theoretical result.
期刊介绍:
Fractional Calculus and Applied Analysis (FCAA, abbreviated in the World databases as Fract. Calc. Appl. Anal. or FRACT CALC APPL ANAL) is a specialized international journal for theory and applications of an important branch of Mathematical Analysis (Calculus) where differentiations and integrations can be of arbitrary non-integer order. The high standards of its contents are guaranteed by the prominent members of Editorial Board and the expertise of invited external reviewers, and proven by the recently achieved high values of impact factor (JIF) and impact rang (SJR), launching the journal to top places of the ranking lists of Thomson Reuters and Scopus.