A fast method for variable-order space-fractional diffusion equations
نویسندگان
چکیده
منابع مشابه
A fast finite volume method for conservative space-fractional diffusion equations in convex domains
Article history: Received 31 July 2015 Received in revised form 17 December 2015 Accepted 10 January 2016 Available online 12 January 2016
متن کاملFast Numerical Contour Integral Method for Fractional Diffusion Equations
The numerical contour integral method with hyperbolic contour is exploited to solve space-fractional diffusion equations. By making use of the Toeplitzlike structure of spatial discretized matrices and the relevant properties, the regions that the spectra of resulting matrices lie in are derived. The resolvent norms of the resulting matrices are also shown to be bounded outside of the regions. ...
متن کاملAn explicit high order method for fractional advection diffusion equations
We propose a high order explicit finite difference method for fractional advection diffusion equations. These equations can be obtained from the standard advection diffusion equations by replacing the second order spatial derivative by a fractional operator of order α with 1 < α ≤ 2. This operator is defined by a combination of the left and right Riemann–Liouville fractional derivatives. We stu...
متن کاملComputational Method for Fractional-Order Stochastic Delay Differential Equations
Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...
متن کاملFast permutation preconditioning for fractional diffusion equations
In this paper, an implicit finite difference scheme with the shifted Grünwald formula, which is unconditionally stable, is used to discretize the fractional diffusion equations with constant diffusion coefficients. The coefficient matrix possesses the Toeplitz structure and the fast Toeplitz matrix-vector product can be utilized to reduce the computational complexity from [Formula: see text] to...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Numerical Algorithms
سال: 2020
ISSN: 1017-1398,1572-9265
DOI: 10.1007/s11075-020-00875-z