Numerical approximation for stochastic nonlinear fractional diffusion equation driven by rough noise

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters H 1 , … , H d +1 ∈ (0, ½] and d = 1, 2. We first provide the regularity of the solution. Then we employ the Wong–Zakai approximation to regularize the rough noise and discuss the convergence of the approximation. Next, the finite element and backward Euler convolution quadrature methods are used to discretize spatial and temporal operators for the obtained regularized equation, and the detailed error analyses are developed. Finally, some numerical examples are presented to confirm the theory.