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Error estimate on the tanh meshes for the time fractional diffusion equation 期刊论文
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, 2020, 页码: 21
作者:  Zhang, Jiali;  Huang, Jizu;  Wang, Kun;  Wang, Xin
收藏  |  浏览/下载：160/0  |  提交时间：2021/01/14
Caputo fractional derivative  error estimate  the tanh meshes  unconditionally stable  weak singularity  
Space-time finite element method for the distributed-order time fractional reaction diffusion equations 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2020, 卷号: 152, 页码: 446-465
作者:  Bu, Weiping;  Ji, Lun;  Tang, Yifa;  Zhou, Jie
收藏  |  浏览/下载：136/0  |  提交时间：2020/05/24
Distributed-order reaction diffusion equation  Space-time finite element method  Graded time mesh  Well-posedness  Error estimate  Sum-of-exponentials approximation  
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：155/0  |  提交时间：2020/06/30
Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
On regularized Hermitian splitting iteration methods for solving discretized almost-isotropic spatial fractional diffusion equations 期刊论文
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2020, 卷号: 27, 期号: 1, 页码: 21
作者:  Bai, Zhong-Zhi;  Lu, Kang-Ya
收藏  |  浏览/下载：160/0  |  提交时间：2020/06/30
convergence property  matrix splitting iteration  preconditioning  spatial fractional diffusion equation