2 citations · 4 across the 4 of their papers we have counts for
7 papers
Numerical Approximation for Stochastic Nonlinear Fractional Diffusion Equation Driven by Rough Noise
Daxin Nie, Jing Sun, Weihua Deng
In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spati…
Numerical approximations for the fractional Fokker-Planck equation with two-scale diffusion
Jing Sun, Weihua Deng, Daxin Nie
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equa…
Finite difference method for inhomogeneous fractional Dirichlet problem
Jing Sun, Weihua Deng, Daxin Nie
We make the split of the integral fractional Laplacian as , where . Based on this splitting, we respectively discr…
Strong convergence order for the scheme of fractional diffusion equation driven by fractional Gaussion noise
Daxin Nie, Jing Sun, Weihua Deng
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index , it has positive correlation reflecting a persistent autocorrelation struc…
High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data
Jing Sun, Daxin Nie, Weihua Deng
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from…
Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data
Jing Sun, Daxin Nie, Weihua Deng
In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity esti…