Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 1911.02149

Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data

Jing Sun·Daxin Nie·Weihua Deng
View original source ↗Read source document ↗Export metadata ↓

Abstract

In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity estimate of the solution. And then we use the backward Euler and second-order backward difference convolution quadratures to approximate the Riemann-Liouville fractional substantial derivative and get the first- and second-order convergence in time. The finite element method is used to discretize the Laplace operator with the optimal convergence rates. Compared with the previous works for the backward fractional Feynman-Kac equation, the main advantage of the current discretization is that we don't need the assumption on the regularity of the solution in temporal and spatial directions. Moreover, the error estimates of the time semi-discrete schemes and the fully discrete schemes are also provided. Finally, we perform the numerical experiments to verify the effectiveness of the presented algorithms.

Explore related subjects

math.NAcs.NA

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Jing Sun, Daxin Nie, Weihua Deng. 2019-11-06. Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data. https://doi.org/10.1007/s10915-020-01256-3

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

The Stability of Block Eliminations and Additive Modifications

The block elimination with additive modifications (BEAM) method was recently proposed as a alternative to LU with partial pivoting requiring less communication. Because of the novelty of BEAM, the existing theoretical analysis is lacking. To that end, we analyze both the numerical stability of the underlying block LU factorization and the effects of additive modifications. For the block LU factorization, we are able to improve the previous results of Demmel et al. from being cubic in the element growth to merely quadratic. Furthermore, we propose an alternative measure of element growth that is better aligned with block LU; this new measure of growth allows our analysis to apply to matrices that cannot be factored with pointwise LU. In the second part, we analyzed the modifications produced by BEAM and the effect they have on the condition number and growth factor. Finally, we show that BEAM will not apply any modifications in some cases that regular block LU can safely factor.

math.NA↗
arXiv2026

Efficient Rigorous Continuation via Chebyshev Series Expansion I

We study the global continuation of solution manifolds arising in dynamical systems. We present a rigorous continuation method based on a Chebyshev series expansion of the solution manifold. The branch is first approximated by a high-order Chebyshev interpolation polynomial, and an explicit error bound is then obtained by verifying the contraction of a quasi-Newton operator near this approximation. The contraction is formulated on a weighted $\ell^1$ space, giving a finer control than the typical $C^0$-error bound obtained from the uniform contraction theorem. In fact, the latter follows directly from our contraction operator. Furthermore, we discuss how our strategy applies naturally to pseudo-arclength continuation, where the continuation parameter fails to provide a valid local coordinate, and extends to multi-parameter continuation. Lastly, we detail two applications in which we compute a two-parameter family of steady-states for the Cahn--Hilliard equation, and a one-parameter family of steady-states undergoing saddle-node bifurcations for the Shigesada--Kawasaki--Teramoto system.

math.NA↗
arXiv2026

Efficient iterative techniques for solving tensor problems with the T-product

This paper develops two efficient iterative methods for solving tensor equations under the T-product framework. For T-symmetric positive definite tensor equations of the form $\mathcal{C} \star \mathcal{X} = \mathcal{D}$, we propose a conjugate-gradient-type algorithm that generates orthogonal residual and $\mathcal{C}$-orthogonal direction sequences, ensuring convergence within a finite number of steps. For general consistent tensor equations, we extend the method using a normal-equation transformation, and further adapt it to handle inconsistent systems by solving a least-squares minimization problem. Key advantages include direct tensor-based computations without explicit matrix expansion, rigorous finite-step convergence proofs, and the ability to obtain minimal Frobenius norm solutions. Numerical experiments on synthetic data, benchmark images, and video sequences demonstrate that the proposed algorithms achieve high precision with low computational time, confirming their practicality for large-scale multidimensional problems.

math.NA↗