29 citations · 86 across the 7 of their papers we have counts for
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The Contour integral method for Feynman-Kac equation with two internal states
Fugui Ma, Lijing Zhao, Yejuan Wang +1
We develop the contour integral method for numerically solving the Feynman-Kac equation with two internal states [P. B. Xu and W. H. Deng, Math. Model. Nat. Phenom., 13 (2018), 10]…
Local discontinuous Galerkin method for the Backward Feynman-Kac Equation
Dong Liu, Weihua Deng
Anomalous diffusions are ubiquitous in nature, whose functional distributions are governed by the backward Feynman-Kac equation. In this paper, the local discontinuous Galerkin (LD…
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…
Higher order approximation for stochastic wave equation
Xing Liu, Weihua Deng
The infinitesimal generator (fractional Laplacian) of a process obtained by subordinating a killed Brownian motion catches the power-law attenuation of wave propagation. This paper…
Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise
Xing Liu, Weihua Deng
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of…