Cover Image

High-order BDF convolution quadrature for stochastic fractional evolution equations driven by integrated additive noise

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Chen, Minghua, Shi, Jiankang, Song, Zhen, Yan, Yubin, Zhou, Zhi
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Correction of weighted and shifted seven-step BDF for parabolic equations with nonsmooth data
by: Chen, Minghua, et al.
Published: (2025)

The weighted and shifted seven-step BDF method for parabolic equations
by: Akrivis, Georgios, et al.
Published: (2024)

On Runge-Kutta convolution quadrature based fractional variational integrators
by: Hariz, Khaled, et al.
Published: (2025)

Implicit and implicit--explicit high-order BDF methods for coupled elliptic--parabolic systems
by: Akrivis, Georgios, et al.
Published: (2026)

Strong approximation of the time-fractional Cahn--Hilliard equation driven by a fractionally integrated additive noise
by: Al-Maskari, Mariam, et al.
Published: (2024)

Fractional variational integrators based on convolution quadrature
by: Hariz, Khaled, et al.
Published: (2024)

Parareal algorithms for stochastic Maxwell equations with the damping term driven by additive noise
by: Zhang, Liying, et al.
Published: (2024)

Analysis of splitting schemes for stochastic evolution equations with non-Lipschitz nonlinearities driven by fractional noise
by: Ding, Xiao-Li, et al.
Published: (2025)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)

Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise
by: Bréhier, Charles-Edouard, et al.
Published: (2024)

A Second-order method on graded meshes for fractional Laplacian via Riesz fractional derivative with a singular source term
by: Chen, Minghua, et al.
Published: (2025)

Quantifying the effect of noise perturbation for the stochastic Burgers equation with additive trace-class noise
by: Cox, Sonja, et al.
Published: (2026)

Error analysis of a collocation method on graded meshes for nonlocal diffusion problems with weakly singular kernels
by: Chen, Minghua, et al.
Published: (2024)

A $p$-version of convolution quadrature in wave propagation
by: Rieder, Alexander
Published: (2024)

Weak convergence order of stochastic theta method for SDEs driven by time-changed Lévy noise
by: Chen, Ziheng, et al.
Published: (2026)

Using BDF schemes in the temporal integration of POD-ROM methods
by: García-Archilla, Bosco, et al.
Published: (2025)

A second-order generalized BDF method for the two-dimensional (modified) Fisher-Kolmogorov-Petrovsky-Piskunov equation
by: Ge, Lei, et al.
Published: (2025)

Convergence analysis of PM-BDF2 method for quasiperiodic parabolic equations
by: Jiang, Kai, et al.
Published: (2024)

Error analysis of BDF schemes for the evolutionary incompressible Navier--Stokes equations
by: García-Archilla, Bosco, et al.
Published: (2025)

An implicit-explicit BDF-Galerkin scheme of second order for the nonlinear thermistor problem
by: Altmann, R., et al.
Published: (2025)

Dissipativeness of the hyperbolic quadrature method of moments for kinetic equations
by: Zhang, Ruixi, et al.
Published: (2024)

A discretization for the nonlinear parabolic evolution equation of fractional order in space
by: Cho, Chien-Hong, et al.
Published: (2026)

Parsimonious convolution quadrature
by: Melenk, Jens M., et al.
Published: (2024)

An adaptive integrating factor midpoint method for second order evolution equations
by: Hu, Xianfa, et al.
Published: (2026)

On superconvergence of Runge-Kutta convolution quadrature for the wave equation
by: Melenk, Jens Markus, et al.
Published: (2019)

Randomized matrix-free quadrature: unified and uniform bounds for stochastic Lanczos quadrature and the kernel polynomial method
by: Chen, Tyler, et al.
Published: (2022)

Weak Convergence of Finite Element Approximations of Stochastic Linear Schrödinger equation driven by additive Wiener noise
by: Prasad, Mangala
Published: (2025)

Multiprecision computing for multistage fractional physics-informed neural networks
by: Xue, Na, et al.
Published: (2025)

Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative
by: Sun, Jing, et al.
Published: (2019)

(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion
by: Jamshidi, Nahid, et al.
Published: (2023)

Filtered data based estimators for stochastic processes driven by colored noise
by: Pavliotis, Grigorios A., et al.
Published: (2023)

Exponential quadrature rules for problems with time-dependent fractional source
by: Caliari, Marco, et al.
Published: (2025)

Discrete energy analysis of the third-order variable-step BDF time-stepping for diffusion equations
by: Liao, Hong-lin, et al.
Published: (2022)

A direct PinT algorithm for higher-order nonlinear time-evolution equations
by: Zhong, Shun-Zhi, et al.
Published: (2025)

Time domain boundary integral equations and convolution quadrature for scattering by composite media (extended preprint)
by: Rieder, Alexander, et al.
Published: (2020)

Estimates of the numerical density for stochastic differential equations with multiplicative noise
by: Li, Lei, et al.
Published: (2024)

PML method for the stochastic acoustic scattering problem driven by an additive Gaussian noise
by: Guo, Hongxia, et al.
Published: (2025)

Higher order error estimates for regularization of inverse problems under non-additive noise
by: Mirciu, Diana-Elena, et al.
Published: (2024)

Approximation for stochastic time-space fractional cable equations driven by rough noise
by: He, Jiawei, et al.
Published: (2026)

Absorbing boundary conditions for the Helmholtz equation using Gauss-Legendre quadrature reduced integrations
by: Sagiyama, Koki
Published: (2023)