A Fast O(N log N) Finite Difference Method for the One-Dimensional Space-Fractional Diffusion Equation
نویسندگان
چکیده
منابع مشابه
A Fast O(N logN) Finite Difference Method for the One-Dimensional Space-Fractional Diffusion Equation
This paper proposes an approach for the space-fractional diffusion equation in one dimension. Since fractional differential operators are non-local, two main difficulties arise after discretization and solving using Gaussian elimination: how to handle the memory requirement of O(N) for storing the dense or even full matrices that arise from application of numerical methods and how to manage the...
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Fractional order diffusion equations are generalizations of classical diffusion equations which are used to model in physics, finance, engineering, etc. In this paper we present an implicit difference approximation by using the alternating directions implicit (ADI) approach to solve the two-dimensional space-time fractional diffusion equation (2DSTFDE) on a finite domain. Consistency, unconditi...
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ژورنال
عنوان ژورنال: Mathematics
سال: 2015
ISSN: 2227-7390
DOI: 10.3390/math3041032