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math.NA2023
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]…
math.NA2023
Sharp error estimates for spatial-temporal finite difference approximations to fractional sub-diffusion equation without regularity assumption on the exact solution
Daxin Nie, Jing Sun, Weihua Deng
Finite difference method as a popular numerical method has been widely used to solve fractional diffusion equations. In the general spatial error analyses, an assumption $u\in C^{4…