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Error analysis for semilinear stochastic subdiffusion with integrated fractional Gaussian noise
Wu, Xiaolei Yan, Yubin
Wu, Xiaolei
Yan, Yubin
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2024-11-15
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Abstract
We analyze the error estimates of a fully discrete scheme for solving a semilinear stochastic subdiffusion problem driven by integrated fractional Gaussian noise with a Hurst parameter H∈(0,1). The covariance operator Q of the stochastic fractional Wiener process satisfies ∥A−ρQ1/2∥HS < ∞ for some ρ∈[0,1), where ∥·∥HS denotes the Hilbert–Schmidt norm. The Caputo fractional derivative and Riemann–Liouville fractional integral are approximated using Lubich’s convolution quadrature formulas, while the noise is discretized via the Euler method. For the spatial derivative, we use the spectral Galerkin method. The approximate solution of the fully discrete scheme is represented as a convolution between a piecewise constant function and the inverse Laplace transform of a resolvent-related function. By using this convolution-based representation and applying the Burkholder–Davis–Gundy inequality for fractional Gaussian noise, we derive the optimal convergence rates for the proposed fully discrete scheme. Numerical experiments confirm that the computed results are consistent with the theoretical findings.
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Wu, X., & Yan, Y. (2024). Error analysis for semilinear stochastic subdiffusion with integrated fractional Gaussian noise. Mathematics, 12(22), 3579. https://doi.org/10.3390/math12223579
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MDPI
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Mathematics
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10.3390/math12223579
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© 2024 by the authors. Licensee MDPI, Basel, Switzerland
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2227-7390
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This research was funded by the Shanxi Natural Science Foundation Project: “Analysis and Computation of the Fractional Phase Field Model of Lithium Batteries”, 2022, No. 202103021224317.