{"title":"随机时间分数索方程的数值近似","authors":"Qimin Li , Yubin Yan , Leijie Qiao , Yu Zhang","doi":"10.1016/j.amc.2025.129709","DOIUrl":null,"url":null,"abstract":"<div><div>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 <span><math><mrow><mi>O</mi><mo>(</mo><msup><mi>τ</mi><mrow><mn>1</mn><mo>/</mo><mn>2</mn></mrow></msup><mo>)</mo></mrow></math></span> for initial data of either smooth or non-smooth type. The order is independent of the parameters <span><math><mrow><msub><mi>α</mi><mn>1</mn></msub><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></mrow></math></span>, <span><math><mrow><msub><mi>α</mi><mn>2</mn></msub><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></mrow></math></span>, and <span><math><mrow><mi>β</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></math></span> in the equation. These results perfectly align with the theoretical predictions.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"511 ","pages":"Article 129709"},"PeriodicalIF":3.4000,"publicationDate":"2025-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Numerical approximation for a stochastic time-fractional cable equation\",\"authors\":\"Qimin Li , Yubin Yan , Leijie Qiao , Yu Zhang\",\"doi\":\"10.1016/j.amc.2025.129709\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>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 <span><math><mrow><mi>O</mi><mo>(</mo><msup><mi>τ</mi><mrow><mn>1</mn><mo>/</mo><mn>2</mn></mrow></msup><mo>)</mo></mrow></math></span> for initial data of either smooth or non-smooth type. The order is independent of the parameters <span><math><mrow><msub><mi>α</mi><mn>1</mn></msub><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></mrow></math></span>, <span><math><mrow><msub><mi>α</mi><mn>2</mn></msub><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></mrow></math></span>, and <span><math><mrow><mi>β</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></math></span> in the equation. These results perfectly align with the theoretical predictions.</div></div>\",\"PeriodicalId\":55496,\"journal\":{\"name\":\"Applied Mathematics and Computation\",\"volume\":\"511 \",\"pages\":\"Article 129709\"},\"PeriodicalIF\":3.4000,\"publicationDate\":\"2025-09-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Mathematics and Computation\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0096300325004357\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Mathematics and Computation","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0096300325004357","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
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 for initial data of either smooth or non-smooth type. The order is independent of the parameters , , and in the equation. These results perfectly align with the theoretical predictions.
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.