659 citations · 2.4k across the 64 of their papers we have counts for
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A unified convergence analysis for the fractional diffusion equation driven by fractional Gaussion noise with Hurst index
Daxin Nie, Weihua Deng
Here, we provide a unified framework for numerical analysis of stochastic nonlinear fractional diffusion equation driven by fractional Gaussian noise with Hurst index .…
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…
Local discontinuous Galerkin method for the fractional diffusion equation with integral fractional Laplacian
Daxin Nie, Weihua Deng
In this paper, we provide a framework of designing the local discontinuous Galerkin scheme for integral fractional Laplacian with in two dimensions. We theor…
Numerical analysis for stochastic time-space fractional diffusion equation driven by fractional Gaussion noise
Daxin Nie, Weihua Deng
In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index . A shar…
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…