Abstract

The paper is concerned with the strong approximation of a stochastic time-fractional Allen-Cahn equation driven by an additive fractionally integrated Gaussian noise. The model involves two nonlocal terms in time; namely, a Caputo fractional derivative of order α∈(0,1), and a Riemann–Liouville fractional integral operator of order γ∈[0,1] applied to a Gaussian noise. We approximate the model by a standard piecewise linear finite element method (FEM) in space and the classical Grünwald–Letnikov method in time (for both time-fractional operators), and the noise by the L2-projection. Spatially semidiscrete and fully discrete schemes are analyzed and strong convergence rates are obtained by exploiting the temporal Hölder continuity property of the solution. Numerical experiments are presented to illustrate the theoretical results.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.