Uniform convergence of V-cycle multigrid algorithms for two-dimensional fractional Feynman-Kac equation
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Publication:1742680
DOI10.1007/s10915-017-0480-1zbMath1397.65177arXiv1602.08226OpenAlexW2623360684MaRDI QIDQ1742680
Weihua Deng, Minghua Chen, Stefano Serra Capizzano
Publication date: 12 April 2018
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.08226
uniform convergencefractional Feynman-Kac equationV-cycle multigrid methodToeplitz block tridiagonal matrix
Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Toeplitz, Cauchy, and related matrices (15B05) Fractional partial differential equations (35R11)
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