Mathematics > Numerical Analysis
[Submitted on 1 Jun 2022 (v1), last revised 13 Aug 2023 (this version, v2)]
Title:Mittag--Leffler Euler integrator and large deviations for stochastic space-time fractional diffusion equations
View PDFAbstract:Stochastic space-time fractional diffusion equations often appear in the modeling of the heat propagation in non-homogeneous medium. In this paper, we firstly investigate the Mittag--Leffler Euler integrator of a class of stochastic space-time fractional diffusion equations, whose super-convergence order is obtained by developing a helpful decomposition way for the time-fractional integral. Here, the developed decomposition way is the key to dealing with the singularity of the solution operator. Moreover, we study the Freidlin--Wentzell type large deviation principles of the underlying equation and its Mittag--Leffler Euler integrator based on the weak convergence approach. In particular, we prove that the large deviation rate function of the Mittag--Leffler Euler integrator $\Gamma$-converges to that of the underlying equation.
Submission history
From: Xinjie Dai [view email][v1] Wed, 1 Jun 2022 08:35:56 UTC (19 KB)
[v2] Sun, 13 Aug 2023 11:30:45 UTC (467 KB)
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