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Two L1 Schemes on Graded Meshes for Fractional Feynman-Kac Equation

2021 ◽  
Vol 88 (3) ◽  
Author(s):  
Minghua Chen ◽  
Suzhen Jiang ◽  
Weiping Bu
Keyword(s):  
Graded Meshes ◽  
Kac Equation

scholarly journals High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data

2021 ◽  
Vol 161 ◽  
pp. 82-100
Author(s):  
Jing Sun ◽  
Daxin Nie ◽  
Weihua Deng
Keyword(s):  
High Order ◽  
Nonsmooth Data ◽  
Discrete Scheme ◽  
Fully Discrete ◽  
Kac Equation

scholarly journals The Cauchy problem for the inhomogeneous non-cutoff Kac equation in critical Besov space

2020 ◽  
Vol 269 (2) ◽  
pp. 1117-1171
Author(s):  
Hong-Mei Cao ◽  
Hao-Guang Li ◽  
Chao-Jiang Xu ◽  
Jiang Xu
Keyword(s):  
Cauchy Problem ◽  
Besov Space ◽  
Critical Besov Space ◽  
The Cauchy Problem ◽  
Kac Equation

scholarly journals Error Estimates for Backward Fractional Feynman–Kac Equation with Non-Smooth Initial Data

2020 ◽  
Vol 84 (1) ◽  
Author(s):  
Jing Sun ◽  
Daxin Nie ◽  
Weihua Deng
Keyword(s):  
Initial Data ◽  
Error Estimates ◽  
Smooth Initial Data ◽  
Kac Equation

scholarly journals Numerical Algorithms of the Two-dimensional Feynman–Kac Equation for Reaction and Diffusion Processes

2019 ◽  
Vol 81 (1) ◽  
pp. 537-568 ◽  
Author(s):  
Daxin Nie ◽  
Jing Sun ◽  
Weihua Deng
Keyword(s):  
Diffusion Processes ◽  
Numerical Algorithms ◽  
Two Dimensional ◽  
Kac Equation ◽  
And Diffusion ◽  
Reaction And Diffusion

scholarly journals Feynman-Kac equation revisited

2018 ◽  
Vol 98 (5) ◽  
Author(s):  
Xudong Wang ◽  
Yao Chen ◽  
Weihua Deng
Keyword(s):  
Kac Equation

scholarly journals High Order Algorithm for the Time-Tempered Fractional Feynman–Kac Equation

2018 ◽  
Vol 76 (2) ◽  
pp. 867-887 ◽  
Author(s):  
Minghua Chen ◽  
Weihua Deng
Keyword(s):  
High Order ◽  
Kac Equation ◽  
Order Algorithm

Global Solution for the Spatially Inhomogeneous Non-cutoff Kac Equation

2018 ◽  
Vol 50 (4) ◽  
pp. 4503-4562
Author(s):  
Tong Yang ◽  
Hongjun Yu
Keyword(s):  
Global Solution ◽  
Spatially Inhomogeneous ◽  
Kac Equation
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