مشخصات پژوهش

عنوان	Mittag-Leffler Euler integrator for a stochastic fractional order equation with additive noise
نوع پژوهش	مقاله چاپ‌شده در مجلات علمی
کلیدواژه‌ها	Euler integrator, fractional equations, Riesz kernel, strong convergence, integro-differential equations, stochastic differential equations
چکیده	Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here as the Mittag-Leffler Euler integrator, is used for the temporal discretization, while the spatial discretization is performed by the spectral Galerkin method. The temporal rate of strong convergence is found to be (almost) twice compared to when the backward Euler method is used together with a convolution quadrature for time discretization. Numerical experiments that validate the theory are presented.
پژوهشگران	فردین ساعد پناه (نفر سوم)، استیگ لارسون (نفر دوم)، میهایلی کوواسس (نفر اول)