Spectral approximation of a class of stochastic time-fractional evolution equations
Abstract
A method for numerical approximation of a class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in spatial statistics. A truncation of the spectral basis function expansion is used to discretise in space, and then a quadrature is used to approximate the temporal evolution of each basis coefficient. Strong error bounds are proved both for the spectral and temporal approximations. The method is tested, and the results are verified by several numerical experiments.
Fields of Study & Subjects
Fractional Differential Equations Solutions
Nonlinear Differential Equations Analysis
Differential Equations and Numerical Methods
Publication details
- Journal / source
- Advances in Computational Mathematics
- Publisher
- Springer Science and Business Media LLC
- Volume
- 52
- Issue
- 2
- Publication date
- 19 February 2026
- Language
- EN