Super-convergence analysis on exponential integrator for stochastic heat equation driven by additive fractional Brownian motion.
Jialin HongChuying HuangPublished in: CoRR (2020)
Keyphrases
- fractional brownian motion
- convergence analysis
- heat equation
- long range
- non stationary
- steady state
- scale space
- fractal dimension
- global convergence
- financial markets
- optimality conditions
- random fields
- diffusion process
- partial differential equations
- multiscale
- conditional random fields
- bayesian networks
- convergence rate
- markov random field