78 citations · 88 across the 11 of their papers we have counts for
4 papers · 1 filter
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion
Min Li, Yaozhong Hu, Chengming Huang +1
In this paper, we study the mean-square stability of the solution and its stochastic theta scheme for the following stochastic differential equations drive by fractional Brownian m…
A second order difference scheme for time fractional diffusion equation with generalized memory kernel
Aslanbek Khibiev, Anatoly Alikhanov, Chengming Huang
In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel (L2-1 formula). The fundamental features of this differe…
Unconditional energy dissipation and error estimates of the SAV Fourier spectral method for nonlinear fractional generalized wave equation
Nan Wang, Meng Li, Chengming Huang
In this paper, we consider a second-order scalar auxiliary variable (SAV) Fourier spectral method to solve the nonlinear fractional generalized wave equation. Unconditional energy…
A high-order L2 type difference scheme for the time-fractional diffusion equation
Anatoly A. Alikhanov, Chengming Huang
The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it…