A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations

From MaRDI portal

Publication:1958926

Jump to:navigation, search

DOI10.1016/j.jcp.2010.07.011zbMath1198.65176OpenAlexW2114010261MaRDI QIDQ1958926

Kaixin Wang, Treena Sircar, Hong Wang

Publication date: 30 September 2010

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2010.07.011

zbMATH Keywords

numerical experiments fast Fourier transform anomalous diffusion fractional diffusion equations circulant and Toeplitz matrices fast finite difference methods

Mathematics Subject Classification ID

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) Fractional partial differential equations (35R11)

Related Items

A GPIU method for fractional diffusion equations, Relaxation and diffusion models with non-singular kernels, A fast method for variable-order space-fractional diffusion equations, Fast numerical contour integral method for fractional diffusion equations, A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators, High order schemes for the tempered fractional diffusion equations, A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients, Second-order explicit difference schemes for the space fractional advection diffusion equation, Limited memory block preconditioners for fast solution of fractional partial differential equations, A semi-analytical collocation Trefftz scheme for solving multi-term time fractional diffusion-wave equations, Stability and convergence analysis of finite difference schemes for time-dependent space-fractional diffusion equations with variable diffusion coefficients, A banded preconditioner for the two-sided, nonlinear space-fractional diffusion equation, A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations, A new fully discrete finite difference/element approximation for fractional cable equation, A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models, Method of approximate particular solutions for constant- and variable-order fractional diffusion models, Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners, A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation, Preconditioned iterative methods for fractional diffusion equation, Fast alternating-direction finite difference methods for three-dimensional space-fractional diffusion equations, High-order algorithms for Riesz derivative and their applications. II, Fast finite difference methods for space-fractional diffusion equations with fractional derivative boundary conditions, A fast method for a generalized nonlocal elastic model, Computational challenge of fractional differential equations and the potential solutions: a survey, A fast discontinuous Galerkin method for a bond-based linear peridynamic model discretized on a locally refined composite mesh, A fast numerical method for two-dimensional Riesz space fractional diffusion equations on a convex bounded region, A circulant preconditioner for fractional diffusion equations, A fast collocation method for a variable-coefficient nonlocal diffusion model, Local discontinuous Galerkin method for a nonlinear time-fractional fourth-order partial differential equation, Multigrid method for fractional diffusion equations, Compact alternating direction implicit method for two-dimensional time fractional diffusion equation, A shifted block FOM algorithm with deflated restarting for matrix exponential computations, A fast \(O(N\log N)\) finite difference method for the one-dimensional space-fractional diffusion equation, Domain decomposition methods for space fractional partial differential equations, Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation, Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations, A novel and accurate finite difference method for the fractional Laplacian and the fractional Poisson problem, On ADI-like iteration method for fractional diffusion equations, A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation, A fast implicit difference scheme for a new class of time distributed-order and space fractional diffusion equations with variable coefficients, Fast parareal iterations for fractional diffusion equations, An \(O(N \log ^{2}N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations, A fast and faithful collocation method with efficient matrix assembly for a two-dimensional nonlocal diffusion model, An efficient iteration method for Toeplitz-plus-band triangular systems generated from fractional ordinary differential equation, Strang-type preconditioners for solving fractional diffusion equations by boundary value methods, Numerical methods for solving the time-fractional telegraph equation, Second-order LOD multigrid method for multidimensional Riesz fractional diffusion equation, On banded \(M\)-splitting iteration methods for solving discretized spatial fractional diffusion equations, A fast finite difference method for distributed-order space-fractional partial differential equations on convex domains, Fourier spectral methods for fractional-in-space reaction-diffusion equations, Analysis of a new finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation, A fast second-order accurate method for a two-sided space-fractional diffusion equation with variable coefficients, A divide-and-conquer fast finite difference method for space-time fractional partial differential equation, Circulant preconditioned iterations for fractional diffusion equations based on Hermitian and skew-Hermitian splittings, Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions, Linearized difference schemes for a BBM equation with a fractional nonlocal viscous term, A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations with fractional derivative boundary conditions, Fast preconditioned iterative methods for finite volume discretization of steady-state space-fractional diffusion equations, Fractional Gray-Scott model: well-posedness, discretization, and simulations, A banded preconditioning iteration method for time-space fractional advection-diffusion equations, A preconditioned fast finite difference method for space-time fractional partial differential equations, Dominant Hermitian splitting iteration method for discrete space-fractional diffusion equations, IRK-WSGD methods for space fractional diffusion equations, A preconditioned fast finite element approximation to variable-order time-fractional diffusion equations in multiple space dimensions, Optimal rotated block-diagonal preconditioning for discretized optimal control problems constrained with fractional time-dependent diffusive equations, Kronecker product based preconditioners for boundary value method discretizations of space fractional diffusion equations, A preconditioned fast parareal finite difference method for space-time fractional partial differential equation, Finite element approximation of optimal control problem governed by space fractional equation, A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models, A generalization of trigonometric transform splitting methods for spatial fractional diffusion equations, Finite difference/finite element method for a nonlinear time-fractional fourth-order reaction-diffusion problem, A two-grid mixed finite element method for a nonlinear fourth-order reaction-diffusion problem with time-fractional derivative, Fourth order finite difference schemes for time-space fractional sub-diffusion equations, An efficient parallel approximate algorithm for solving time fractional reaction-diffusion equations, Fast numerical simulation of a new time-space fractional option pricing model governing European call option, Stability and convergence analysis of the quadratic spline collocation method for time-dependent fractional diffusion equations, Efficient preconditioner of one-sided space fractional diffusion equation, Banded preconditioners for Riesz space fractional diffusion equations, Preconditioned iterative methods for space-time fractional advection-diffusion equations, A method based on the Jacobi tau approximation for solving multi-term time-space fractional partial differential equations, A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices, A preconditioned fast finite volume scheme for a fractional differential equation discretized on a locally refined composite mesh, Fast numerical solution for fractional diffusion equations by exponential quadrature rule, Spectral direction splitting methods for two-dimensional space fractional diffusion equations, Efficient spectral-Galerkin methods for fractional partial differential equations with variable coefficients, Spectral analysis and structure preserving preconditioners for fractional diffusion equations, Stability and convergence of 3-point WSGD schemes for two-sided space fractional advection-diffusion equations with variable coefficients, A characteristic finite element method for the time-fractional mobile/immobile advection diffusion model, Lopsided scaled HSS preconditioner for steady-state space-fractional diffusion equations, A preconditioner based on sine transform for two-dimensional semi-linear Riesz space fractional diffusion equations in convex domains, Towards a unified theory of fractional and nonlocal vector calculus, Analysis and fast approximation of a steady-state spatially-dependent distributed-order space-fractional diffusion equation, On \(\tau\) matrix-based approximate inverse preconditioning technique for diagonal-plus-Toeplitz linear systems from spatial fractional diffusion equations, An unconditionally convergent RSCSCS iteration method for Riesz space fractional diffusion equations with variable coefficients, An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations, On the prescription of boundary conditions for nonlocal Poisson's and peridynamics models, On numerical methods for solving Riesz space fractional advection-dispersion equations based on spline interpolants, Fractional-order diffusion model for multiplicative noise removal in texture-rich images and its fast explicit diffusion solving, Fast finite volume methods for space-fractional diffusion equations, Incomplete circulant and skew-circulant splitting iteration method for time-dependent space fractional diffusion equations, A fast compact finite difference method for quasilinear time fractional parabolic equation without singular kernel, A preconditioned fast Hermite finite element method for space-fractional diffusion equations, Block splitting preconditioner for time-space fractional diffusion equations, Multigrid methods for space fractional partial differential equations, A fast finite volume method for conservative space-fractional diffusion equations in convex domains, A fast gradient projection method for a constrained fractional optimal control, Gaussian radial basis function and quadrature sinc method for two-dimensional space-fractional diffusion equations, A new parallel difference algorithm based on improved alternating segment Crank-Nicolson scheme for time fractional reaction-diffusion equation, On single-step HSS iterative method with circulant preconditioner for fractional diffusion equations, Stability and convergence of a Crank-Nicolson finite volume method for space fractional diffusion equations, An optimization-based approach to parameter learning for fractional type nonlocal models, A Block Fast Regularized Hermitian Splitting Preconditioner for Two-Dimensional Discretized Almost Isotropic Spatial Fractional Diffusion Equations, Preconditioned CG Methods for a Variable-Coefficient Nonlocal Diffusion Model, Preconditioned iterative methods for fractional diffusion models in finance, A Riesz Basis Galerkin Method for the Tempered Fractional Laplacian, Valuation of American options under the CGMY model, High-order numerical method for solving a space distributed-order time-fractional diffusion equation, Gegenbauer spectral method for time‐fractional convection–diffusion equations with variable coefficients, Efficient optimization-based quadrature for variational discretization of nonlocal problems, Spectral Analysis and Multigrid Methods for Finite Volume Approximations of Space-Fractional Diffusion Equations, The convergence rate for difference approximations to fractional boundary value problems, Preconditioners with symmetrized techniques for space fractional Cahn-Hilliard equations, A difference method with parallel nature for solving time-space fractional Black-Scholes model, On CSCS-based iteration method for tempered fractional diffusion equations, Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy, Numerical approaches to the functional distribution of anomalous diffusion with both traps and flights, The finite volume element method for the two-dimensional space-fractional convection-diffusion equation, A new compact alternating direction implicit method for solving two dimensional time fractional diffusion equation with Caputo-Fabrizio derivative, A new implicit compact difference scheme for the fourth-order fractional diffusion-wave system, Circulant-based approximate inverse preconditioners for a class of fractional diffusion equations, A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation, Efficient preconditioners for Radau-IIA time discretization of space fractional diffusion equations, Numerical simulation of a finite moment log stable model for a European call option, DNT preconditioner for one-sided space fractional diffusion equations, A class of preconditioners based on positive-definite operator splitting iteration methods for variable-coefficient space-fractional diffusion equations, Tensorized low-rank circulant preconditioners for multilevel Toeplitz linear systems from high-dimensional fractional Riesz equations, A FRACTIONAL ANALOG OF CRANK–NICHOLSON METHOD FOR THE TWO SIDED SPACE FRACTIONAL PARTIAL EQUATION WITH FUNCTIONAL DELAY, Preconditioned quasi-compact boundary value methods for space-fractional diffusion equations, Analysis of a new finite difference/local discontinuous Galerkin method for the fractional Cattaneo equation, Spectral Analysis for Preconditioning of Multi-Dimensional Riesz Fractional Diffusion Equations, Fast matrix splitting iteration method for the linear system from spatial fractional diffusion equations, A \(\tau \)-preconditioner for a non-symmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation, Multigrid preconditioners for anisotropic space-fractional diffusion equations, An implicit difference scheme with the KPS preconditioner for two-dimensional time-space fractional convection-diffusion equations, A fast finite volume method for conservative space-time fractional diffusion equations discretized on space-time locally refined meshes, High-order time stepping Fourier spectral method for multi-dimensional space-fractional reaction-diffusion equations, Superconvergence analysis of nonconforming finite element method for time-fractional nonlinear parabolic equations on anisotropic meshes, An accurate and efficient algorithm for the time-fractional molecular beam epitaxy model with slope selection, On the convergence of the local discontinuous Galerkin method applied to a stationary one dimensional fractional diffusion problem, A superfast-preconditioned iterative method for steady-state space-fractional diffusion equations, Time fourth-order energy-preserving AVF finite difference method for nonlinear space-fractional wave equations, Optimal stabilization and time step constraints for the forward Euler-local discontinuous Galerkin method applied to fractional diffusion equations, Fast upwind and Eulerian-Lagrangian control volume schemes for time-dependent directional space-fractional advection-dispersion equations, A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis, Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity, Fast spectral Petrov-Galerkin method for fractional elliptic equations, Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations, Unnamed Item, A New Family of Difference Schemes for Space Fractional Advection Diffusion Equation, Numerical Solution of the Coupled System of Nonlinear Fractional Ordinary Differential Equations, Fast direct solver for CN-ADI-FV scheme to two-dimensional Riesz space-fractional diffusion equations, An efficient multigrid solver for two-dimensional spatial fractional diffusion equations with variable coefficients, FINITE DIFFERENCE METHODS FOR FRACTIONAL DIFFERENTIAL EQUATIONS, Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations, Finite difference schemes for the two-dimensional multi-term time-fractional diffusion equations with variable coefficients, Boundary particle method for Laplace transformed time fractional diffusion equations, Stability and convergence of a finite volume method for the space fractional advection-dispersion equation, A note on the stability of a second order finite difference scheme for space fractional diffusion equations, Circulant preconditioners for a kind of spatial fractional diffusion equations, Fast Finite Difference Approximation for Identifying Parameters in a Two-dimensional Space-fractional Nonlocal Model with Variable Diffusivity Coefficients, Local discontinuous Galerkin methods for the time tempered fractional diffusion equation, High-order compact difference schemes for the modified anomalous subdiffusion equation, Asymptotic stability of compact and linear \(\theta \)-methods for space fractional delay generalized diffusion equation, An efficient matrix splitting preconditioning technique for two-dimensional unsteady space-fractional diffusion equations, Unnamed Item, Fast Iterative Solvers for Linear Systems Arising from Time-Dependent Space-Fractional Diffusion Equations, An efficient alternating segment parallel difference method for the time fractional telegraph equation, A fast collocation method for a static bond-based linear peridynamic model, A Petrov-Galerkin spectral element method for fractional elliptic problems, Adaptive finite element method for fractional differential equations using hierarchical matrices, Numerical solution of space-time fractional PDEs using RBF-QR and Chebyshev polynomials, Approximation methods for solving fractional optimal control problems, A preconditioned fast quadratic spline collocation method for two-sided space-fractional partial differential equations, A limited-memory block bi-diagonal Toeplitz preconditioner for block lower triangular Toeplitz system from time-space fractional diffusion equation, A finite element method for space-time directional fractional diffusion partial differential equations in the plane and its error analysis, The accuracy and stability of CN-WSGD schemes for space fractional diffusion equation, Fractional sensitivity equation method: application to fractional model construction, Optimal control of diffusion equation with fractional time derivative with nonlocal and nonsingular Mittag-Leffler kernel, A preconditioned fast finite difference scheme for space-fractional diffusion equations in convex domains, A fast finite-difference algorithm for solving space-fractional filtration equation with a generalised Caputo derivative, An efficient finite volume method for nonlinear distributed-order space-fractional diffusion equations in three space dimensions, Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis, A stable explicitly solvable numerical method for the Riesz fractional advection-dispersion equations, A fast second-order implicit scheme for non-linear time-space fractional diffusion equation with time delay and drift term, Block preconditioning strategies for time-space fractional diffusion equations, A Splitting Preconditioner for Toeplitz-Like Linear Systems Arising from Fractional Diffusion Equations, Numerical methods for fractional partial differential equations, Fractional pseudo-spectral methods for distributed-order fractional PDEs, An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients, Kronecker product-based structure preserving preconditioner for three-dimensional space-fractional diffusion equations, Analysis of Anisotropic Nonlocal Diffusion Models: Well-Posedness of Fractional Problems for Anomalous Transport, Multigrid Waveform Relaxation for the Time-Fractional Heat Equation, A fast preconditioning iterative method for solving the discretized second-order space-fractional advection-diffusion equations, Efficient quadrature rules for finite element discretizations of nonlocal equations, Homotopy Analysis Method and Time-fractional NLSE with Double Cosine, Morse, and New Hyperbolic Potential Traps, Fast preconditioned iterative methods for fractional Sturm–Liouville equations, Analysis and efficient implementation of alternating direction implicit finite volume method for Riesz space‐fractional diffusion equations in two space dimensions, A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints, An efficient fourth-order accurate conservative scheme for Riesz space fractional Schrödinger equation with wave operator, Error Estimates of Finite Difference Methods for the Fractional Poisson Equation with Extended Nonhomogeneous Boundary Conditions, Divide-and-conquer solver in tensor-train format for \(d\)-dimensional time-space fractional diffusion equations, A Mixed-Type Circulant Preconditioner for a Nonlocal Elastic Model, Mathematical analysis and efficient finite element approximation for variable‐order time‐fractional reaction–diffusion equation with nonsingular kernel, Structure-preserving discretization of fractional vector calculus using discrete exterior calculus, Exploiting multilevel Toeplitz structures in high dimensional nonlocal diffusion, On \(\tau\)-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations, An optimization-based strategy for peridynamic-FEM coupling and for the prescription of nonlocal boundary conditions, Banded $M$-Matrix Splitting Preconditioner for Riesz Space Fractional Reaction-Dispersion Equation, Unnamed Item, Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations, A Eulerian–Lagrangian control volume method for solute transport with anomalous diffusion, A space-time Legendre spectral tau method for the two-sided space-time Caputo fractional diffusion-wave equation, A Fast Second-Order Implicit Difference Method for Time-Space Fractional Advection-Diffusion Equation, Fast Solvers for Two-Dimensional Fractional Diffusion Equations Using Rank Structured Matrices, Preconditioners for Symmetrized Toeplitz and Multilevel Toeplitz Matrices, Crank--Nicolson Alternative Direction Implicit Method for Space-Fractional Diffusion Equations with Nonseparable Coefficients, On circulant and skew-circulant preconditioned Krylov methods for steady-state Riesz spatial fractional diffusion equations, A Fast Finite Element Method for Space-Fractional Dispersion Equations on Bounded Domains in $\mathbb{R}^2$, Petrov--Galerkin and Spectral Collocation Methods for Distributed Order Differential Equations, Efficient Legendre spectral tau algorithm for solving the two-sided space–time Caputo fractional advection–dispersion equation

Cites Work

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1958926&oldid=14399891"