Journal
SIAM JOURNAL ON NUMERICAL ANALYSIS
Volume 56, Issue 6, Pages 3249-3275Publisher
SIAM PUBLICATIONS
DOI: 10.1137/17M1118245
Keywords
tempered fractional operators; Feynmann-Kac equation; integral representation; convolution quadrature; convergence
Categories
Funding
- National Natural Science Foundation of China [11471194, 11571115, 91630207, 11671182, 11671199]
- OSD/ARO MURI [W911NF-15-1-0562]
- National Science Foundation [DMS-1620194]
- Hong Kong RGC grant [PolyU 15300817]
Ask authors/readers for more resources
A feasible approach to study tempered anomalous dynamics is to analyze its functional distribution, which is governed by the tempered fractional Feynman-Kac equation. The main challenges of numerically solving the equation come from the time-space coupled nonlocal operators and the complex parameters involved. In this work, we introduce an efficient time-stepping method to discretize the tempered fractional Feynman-Kac equation by using the Laplace transform representation of convolution quadrature. Rigorous error estimate for the discrete solutions is carried out in the measure norm. Numerical experiments are provided to support the theoretical results.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available