Fast numerical solution for fractional diffusion equations by exponential quadrature rule
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Cites work
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- A circulant preconditioner for fractional diffusion equations
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- A fast finite difference method for two-dimensional space-fractional diffusion equations
- A novel solution for pressure drop in singly connected microchannels of arbitrary cross-section
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- An efficient collocation method for a non-local diffusion model
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- Compact finite difference method for the fractional diffusion equation
- Conjugate Gradient Methods for Toeplitz Systems
- Efficient numerical algorithms for three-dimensional fractional partial differential equations
- Existence and uniqueness of the weak solution of the space-time fractional diffusion equation and a spectral method approximation
- Exponential Runge-Kutta methods for parabolic problems.
- Exponential integrators
- Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models
- Fast exponential time integration scheme for option pricing with jumps.
- Fast finite difference methods for space-fractional diffusion equations with fractional derivative boundary conditions
- Finite difference approximations for a fractional advection diffusion problem
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- Finite element method for the space and time fractional Fokker-Planck equation
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- Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
- Numerical solutions for fractional reaction-diffusion equations
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- Quasi-compact finite difference schemes for space fractional diffusion equations
- RD-rational approximations of the matrix exponential
- Second-order LOD multigrid method for multidimensional Riesz fractional diffusion equation
- Shift-invert Arnoldi approximation to the Toeplitz matrix exponential
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- Waiting-times and returns in high-frequency financial data: An empirical study
Cited in
(22)- Numerical methods for nonlocal and fractional models
- Highly accurate numerical schemes for multi-dimensional space variable-order fractional Schrödinger equations
- Fast compact implicit integration factor method with non-uniform meshes for the two-dimensional nonlinear Riesz space-fractional reaction-diffusion equation
- PCG method with Strang's circulant preconditioner for Hermitian positive definite linear system in Riesz space fractional advection-dispersion equations
- Circulant preconditioners for a kind of spatial fractional diffusion equations
- Limited memory block preconditioners for fast solution of fractional partial differential equations
- Second-order maximum principle preserving Strang's splitting schemes for anisotropic fractional Allen-Cahn equations
- An efficient multigrid solver for two-dimensional spatial fractional diffusion equations with variable coefficients
- An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients
- A Quadrature Scheme for Steady-State Diffusion Equations Involving Fractional Power of Regularly Accretive Operator
- Quenching phenomenon in a fractional diffusion equation and its numerical simulation
- A Fast Two-Level Strang Splitting Method for Multi-Dimensional Spatial Fractional Allen-Cahn Equations with Discrete Maximum Principle
- Exponential Runge-Kutta method for two-dimensional nonlinear fractional complex Ginzburg-Landau equations
- Generalized Mittag-Leffler quadrature methods for fractional differential equations
- On variational properties of balanced central fractional derivatives
- A spatial fourth-order maximum principle preserving operator splitting scheme for the multi-dimensional fractional Allen-Cahn equation
- Numerical methods for fractional partial differential equations
- A fast semi-discrete Kansa method to solve the two-dimensional spatiotemporal fractional diffusion equation
- A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations
- Double exponential quadrature for fractional diffusion
- An unconditionally convergent RSCSCS iteration method for Riesz space fractional diffusion equations with variable coefficients
- Preconditioned fourth-order exponential integrator for two-dimensional nonlinear fractional Ginzburg-Landau equation
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