A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations

DOI10.1007/s11075-017-0272-6zbMath1377.65038OpenAlexW2587904726MaRDI QIDQ1681769

Siu-Long Lei, Yun-Chi Huang

Publication date: 24 November 2017

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-017-0272-6

zbMATH Keywords

numerical examplesfast Fourier transformcompact finite difference schemedivide-and-conquer strategyblock lower triangular Toeplitz matrix with dense Toeplitz blockscirculant-and-skew-circulant representation of Toeplitz matrix inversiontime-space fractional partial differential equations

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for discrete and fast Fourier transforms (65T50) Direct numerical methods for linear systems and matrix inversion (65F05) Toeplitz, Cauchy, and related matrices (15B05) Fractional partial differential equations (35R11)

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