Superconvergence analysis of Galerkin method for semilinear parabolic integro-differential equation

2021 ◽  
pp. 107872
Author(s):  
Huaijun Yang
Keyword(s):  
Differential Equation ◽  
Galerkin Method ◽  
Integro Differential Equation ◽  
Semilinear Parabolic

scholarly journals Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation

2012 ◽  
Vol 2012 ◽  
pp. 1-14 ◽  
Author(s):  
Abdallah Ali Badr ◽  
Hanan Salem El-Hoety
Keyword(s):  
Differential Equation ◽  
Stochastic Process ◽  
Monte Carlo ◽  
Stochastic Differential Equation ◽  
Galerkin Method ◽  
Existence And Uniqueness ◽  
Galerkin Approximation ◽  
Integro Differential Equation ◽  
Uniqueness Of The Solution ◽  
Time Continuum

A stochastic differential equation, SDE, describes the dynamics of a stochastic process defined on a space-time continuum. This paper reformulates the fractional stochastic integro-differential equation as a SDE. Existence and uniqueness of the solution to this equation is discussed. A numerical method for solving SDEs based on the Monte-Carlo Galerkin method is presented.

Sign in / Sign up

Export Citation Format

Share Document