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<p>A method for numerical approximation of a class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in spatial statistics. A truncation of the spectral basis function expansion is used to discretise in space, and then a quadrature is used to approximate the temporal evolution of each basis coefficient. Strong error bounds are proved both for the spectral and temporal approximations. The method is tested, and the results are verified by several numerical experiments.</p>

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Spectral approximation of a class of stochastic time-fractional evolution equations

  • 期刊论文

  • 出版模式：

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  • 发表日期：

    2026年2月19日

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  • Simen Knutsen Furset

摘要

A method for numerical approximation of a class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in spatial statistics. A truncation of the spectral basis function expansion is used to discretise in space, and then a quadrature is used to approximate the temporal evolution of each basis coefficient. Strong error bounds are proved both for the spectral and temporal approximations. The method is tested, and the results are verified by several numerical experiments.