A spectral basis truncation in space and quadrature in time is analyzed for approximating fractional stochastic evolution equations, with strong error bounds proved and verified numerically.
Labl´ee, Spectral Theory in Riemannian Geometry, EMS Press, Zuerich, Switzerland
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Spectral approximation of a new class of stochastic fractional evolution equations
A spectral basis truncation in space and quadrature in time is analyzed for approximating fractional stochastic evolution equations, with strong error bounds proved and verified numerically.