@Article{JCM-35-3,
author = {Xiaocui, Li and Yang, Xiaoyuan},
title = {Error Estimates of Finite Element Methods for Stochastic Fractional Differential Equations},
journal = {Journal of Computational Mathematics},
year = {2017},
volume = {35},
number = {3},
pages = {346--362},
abstract = {<p style="text-align: justify;">This paper studies the Galerkin finite element approximations of a class of stochastic fractional differential equations. The discretization in space is done by a standard continuous finite element method and almost optimal order error estimates are obtained. The discretization in time is achieved via the piecewise constant, discontinuous Galerkin method and a Laplace transform convolution quadrature. We give strong convergence error estimates for both semi-discrete and fully discrete schemes. The proof is based on the error estimates for the corresponding deterministic problem. Finally, the numerical example is carried out to verify the theoretical results.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.1607-m2015-0329},
url = {https://global-sci.com/article/84516/error-estimates-of-finite-element-methods-for-stochastic-fractional-differential-equations}
}