English

Mittag--Leffler Euler integrator and large deviations for stochastic space-time fractional diffusion equations

Numerical Analysis 2023-08-15 v2 Numerical Analysis

Abstract

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 Γ\Gamma-converges to that of the underlying equation.

Keywords

Cite

@article{arxiv.2206.00320,
  title  = {Mittag--Leffler Euler integrator and large deviations for stochastic space-time fractional diffusion equations},
  author = {Xinjie Dai and Jialin Hong and Derui Sheng},
  journal= {arXiv preprint arXiv:2206.00320},
  year   = {2023}
}
R2 v1 2026-06-24T11:35:39.136Z