A fast \(O(N\log N)\) finite difference method for the one-dimensional space-fractional diffusion equation
DOI10.3390/math3041032zbMath1337.65097OpenAlexW2137811217MaRDI QIDQ901457
Publication date: 12 January 2016
Published in: Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/math3041032
fast Fourier transformfractional diffusion equationscirculant and Toeplitz matricesfast finite difference methods
Numerical methods for discrete and fast Fourier transforms (65T50) Finite difference and finite volume methods for ordinary differential equations (65L12) Fractional ordinary differential equations (34A08) Toeplitz, Cauchy, and related matrices (15B05)
Related Items (1)
Cites Work
- Unnamed Item
- A circulant preconditioner for fractional diffusion equations
- Multigrid method for fractional diffusion equations
- Finite difference approximations for a fractional advection diffusion problem
- Waiting-times and returns in high-frequency financial data: An empirical study
- Finite difference approximations for fractional advection-dispersion flow equations
- A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
- A fractional diffusion equation to describe Lévy flights
- Finite difference/spectral approximations for the time-fractional diffusion equation
- Computational aspects of FEM approximation of fractional advection dispersion equations on bounded domains in \(\mathbb R^2\)
- Finite difference methods for two-dimensional fractional dispersion equation
- Finite difference approximations for two-sided space-fractional partial differential equations
- Toeplitz and Circulant Matrices: A Review
- Superconvergence of a Discontinuous Galerkin Method for Fractional Diffusion and Wave Equations
- Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations
- Finite Element Method for the Space and Time Fractional Fokker–Planck Equation
- Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
- Discontinuous Galerkin Method for Fractional Convection-Diffusion Equations
This page was built for publication: A fast \(O(N\log N)\) finite difference method for the one-dimensional space-fractional diffusion equation
