Circulant and skew-circulant splitting iteration for fractional advection–diffusion equations

DOI10.1080/00207160.2013.871001zbMath1303.26010OpenAlexW2067022316MaRDI QIDQ2931960

Wei Qu, Siu-Long Lei, Seak Weng Vong

Publication date: 28 November 2014

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2013.871001

zbMATH Keywords

fast Fourier transformToeplitz matrixcirculant and skew-circulant splitting iterationfractional advection-diffusion equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Iterative numerical methods for linear systems (65F10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for discrete and fast Fourier transforms (65T50) Finite difference and finite volume methods for ordinary differential equations (65L12)

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Cites Work

• A second order explicit finite difference method for the fractional advection diffusion equation
• A circulant preconditioner for fractional diffusion equations
• Multigrid method for fractional diffusion equations
• On CSCS-based iteration methods for Toeplitz system of weakly nonlinear equations
• Circulant and skew-circulant splitting methods for Toeplitz systems.
• Waiting-times and returns in high-frequency financial data: An empirical study
• A Fast Finite Difference Method for Two-Dimensional Space-Fractional Diffusion Equations
• An Introduction to Iterative Toeplitz Solvers

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