The aim of this paper is to consider the convergence of the numerical methods for stochastic time-fractional evolution equations driven by fractional Brownian motion.The spatial and temporal regularity of the mild sol...The aim of this paper is to consider the convergence of the numerical methods for stochastic time-fractional evolution equations driven by fractional Brownian motion.The spatial and temporal regularity of the mild solution is given.The numerical scheme approximates the problem in space by the Galerkin finite element method and in time by the backward Euler convolution quadrature formula,and the noise by the L 2-projection.The strong convergence error estimates for both semi-discrete and fully discrete schemes are established.A numerical example is presented to verify our theoretical analysis.展开更多
文摘The aim of this paper is to consider the convergence of the numerical methods for stochastic time-fractional evolution equations driven by fractional Brownian motion.The spatial and temporal regularity of the mild solution is given.The numerical scheme approximates the problem in space by the Galerkin finite element method and in time by the backward Euler convolution quadrature formula,and the noise by the L 2-projection.The strong convergence error estimates for both semi-discrete and fully discrete schemes are established.A numerical example is presented to verify our theoretical analysis.
