随机时间分数索方程的数值近似

IF 3.4 2区 数学 Q1 MATHEMATICS, APPLIED
Qimin Li , Yubin Yan , Leijie Qiao , Yu Zhang
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引用次数: 0

摘要

提出了一种求解由分数积分加性噪声驱动的随机时间-分数阶索方程的有效数值方法。在合理的假设下,我们首次严格地建立了该方程温和解的存在性、唯一性和正则性。在空间离散化方面,采用Galerkin有限元法构造了半离散格式,并基于半群方法导出了最优空间误差估计。在时间离散化中,引入一个分段常数函数来近似噪声,从而得到正则化随机时间分数索方程。通过半群方法给出了时间误差估计的详细证明。数值实验表明,对于光滑型和非光滑型初始数据,时间收敛阶均达到O(τ1/2)。阶与方程中的参数α1∈(0,1),α2∈(0,1),β∈(0,1)无关。这些结果与理论预测完全一致。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Numerical approximation for a stochastic time-fractional cable equation
An efficient numerical method is proposed to address a stochastic time-fractional cable equation driven by fractionally integrated additive noise. Under the reasonable assumptions, we rigorously establish for the first time, the existence, uniqueness, and regularity of the mild solution for this equation. For spatial discretization, a semi-discrete scheme is constructed employing the Galerkin FEM, and the optimal spatial error estimate is derived based on the semigroup approach. In temporal discretization, a piecewise constant function is introduced to approximate the noise, leading to the formulation of a regularized stochastic time-fractional cable equation. A detailed proof of the temporal error estimates is provided via the semigroup approach. Numerical experiments demonstrate that the temporal convergence order attains O(τ1/2) for initial data of either smooth or non-smooth type. The order is independent of the parameters α1(0,1), α2(0,1), and β(0,1) in the equation. These results perfectly align with the theoretical predictions.
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来源期刊
CiteScore
7.90
自引率
10.00%
发文量
755
审稿时长
36 days
期刊介绍: Applied Mathematics and Computation addresses work at the interface between applied mathematics, numerical computation, and applications of systems – oriented ideas to the physical, biological, social, and behavioral sciences, and emphasizes papers of a computational nature focusing on new algorithms, their analysis and numerical results. In addition to presenting research papers, Applied Mathematics and Computation publishes review articles and single–topics issues.
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