{"title":"论随机分数微分方程伽勒金方法的收敛性","authors":"Marc Jornet","doi":"10.1007/s13540-024-00287-z","DOIUrl":null,"url":null,"abstract":"<p>In the context of forward uncertainty quantification, we investigate the convergence of the Galerkin projections for random fractional differential equations. The governing system is formed by a finite set of independent input random parameters (a germ) and by a fractional derivative in the Caputo sense. Input uncertainty arises from biased measurements, and a fractional derivative, defined by a convolution, takes past history into account. While numerical experiments on the gPC-based Galerkin method are already available in the literature for random ordinary, partial and fractional differential equations, a theoretical analysis of mean-square convergence is still lacking for the fractional case. The aim of this contribution is to fill this gap, by establishing new inequalities and results and by raising new open problems.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"32 1","pages":""},"PeriodicalIF":2.5000,"publicationDate":"2024-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On the convergence of the Galerkin method for random fractional differential equations\",\"authors\":\"Marc Jornet\",\"doi\":\"10.1007/s13540-024-00287-z\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>In the context of forward uncertainty quantification, we investigate the convergence of the Galerkin projections for random fractional differential equations. The governing system is formed by a finite set of independent input random parameters (a germ) and by a fractional derivative in the Caputo sense. Input uncertainty arises from biased measurements, and a fractional derivative, defined by a convolution, takes past history into account. While numerical experiments on the gPC-based Galerkin method are already available in the literature for random ordinary, partial and fractional differential equations, a theoretical analysis of mean-square convergence is still lacking for the fractional case. The aim of this contribution is to fill this gap, by establishing new inequalities and results and by raising new open problems.</p>\",\"PeriodicalId\":48928,\"journal\":{\"name\":\"Fractional Calculus and Applied Analysis\",\"volume\":\"32 1\",\"pages\":\"\"},\"PeriodicalIF\":2.5000,\"publicationDate\":\"2024-05-06\",\"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/s13540-024-00287-z\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Fractional Calculus and Applied Analysis","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s13540-024-00287-z","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
On the convergence of the Galerkin method for random fractional differential equations
In the context of forward uncertainty quantification, we investigate the convergence of the Galerkin projections for random fractional differential equations. The governing system is formed by a finite set of independent input random parameters (a germ) and by a fractional derivative in the Caputo sense. Input uncertainty arises from biased measurements, and a fractional derivative, defined by a convolution, takes past history into account. While numerical experiments on the gPC-based Galerkin method are already available in the literature for random ordinary, partial and fractional differential equations, a theoretical analysis of mean-square convergence is still lacking for the fractional case. The aim of this contribution is to fill this gap, by establishing new inequalities and results and by raising new open problems.
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.