A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients

DOI10.1016/J.AMC.2014.08.031zbMATH Open1339.65104OpenAlexW2083644096MaRDI QIDQ299933FDOQ299933

Xiaoyun Jiang, I. Turner, Fawang Liu, Vo V. Anh, S. Chen

Publication date: 23 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.08.031

zbMATH Keywords

Toeplitz matrixcirculant matrixvariable coefficientsfast Fourier transformanomalous diffusionstability and convergencebi-conjugate gradient stabilized method

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical methods for discrete and fast Fourier transforms (65T50) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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Cited In (43)

• Approximation methods for solving fractional equations
• A fourth-order conservative difference scheme for the Riesz space-fractional sine-Gordon equations and its fast implementation
• Fast algorithm based on the novel approximation formula for the Caputo-Fabrizio fractional derivative
• Midpoint splitting methods for nonlinear space fractional diffusion equations
• A preconditioned fast quadratic spline collocation method for two-sided space-fractional partial differential equations
• Efficient numerical methods for the nonlinear two-sided space-fractional diffusion equation with variable coefficients
• Stock loan valuation based on the finite moment log-stable process
• Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps
• Numerical analysis and fast implementation of a fourth-order difference scheme for two-dimensional space-fractional diffusion equations
• Finite difference schemes for the two-dimensional multi-term time-fractional diffusion equations with variable coefficients
• Parameter estimation for the fractional fractal diffusion model based on its numerical solution
• Implicit-explicit difference schemes for nonlinear fractional differential equations with nonsmooth solutions
• Stability and convergence analysis of the quadratic spline collocation method for time-dependent fractional diffusion equations
• Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations
• Finite difference scheme with spatial fourth-order accuracy for a class of time fractional parabolic equations with variable coefficient
• A fourth-order dissipation-preserving algorithm with fast implementation for space fractional nonlinear damped wave equations
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
• A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations
• A geometrically convergent pseudo-spectral method for multi-dimensional two-sided space fractional partial differential equations
• Fast finite difference approximation for identifying parameters in a two-dimensional space-fractional nonlocal model with variable diffusivity coefficients
• Novel numerical techniques for the finite moment log stable computational model for European call option
• A fast ADI based matrix splitting preconditioning method for the high dimensional space fractional diffusion equations in conservative form
• Alternating-direction implicit finite difference methods for a new two-dimensional two-sided space-fractional diffusion equation
• \(\theta\) schemes for finite element discretization of the space-time fractional diffusion equations
• Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process
• Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy
• Numerical inversion of the fractional derivative index and surface thermal flux for an anomalous heat conduction model in a multi-layer medium
• A fast method for a generalized nonlocal elastic model
• A fast high-order compact difference method for the fractal mobile/immobile transport equation
• The Fast Implementation of the ADI-CN Method for a Class of Two-Dimensional Riesz Space-Fractional Diffusion Equations
• Temporal anomalous diffusion and drift of particles in a comb backbone with fractional Cattaneo−Christov flux
• A fast collocation method for a static bond-based linear peridynamic model
• Anomalous convection diffusion and wave coupling transport of cells on comb frame with fractional Cattaneo-Christov flux
• Numerical Methods for Semilinear Fractional Diffusion Equations with Time Delay
• Preconditioned iterative methods for space-time fractional advection-diffusion equations
• Pricing stock loans with the CGMY model
• A second-order difference scheme for two-dimensional two-sided space distributed-order fractional diffusion equations with variable coefficients
• A fast second-order accurate method for a two-sided space-fractional diffusion equation with variable coefficients
• Quadratic spline collocation method for the time fractional subdiffusion equation
• A fourth-order compact ADI scheme for two-dimensional Riesz space fractional nonlinear reaction–diffusion equation
• A preconditioned fast finite volume scheme for a fractional differential equation discretized on a locally refined composite mesh
• A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations with fractional derivative boundary conditions
• An efficient fourth-order accurate conservative scheme for Riesz space fractional Schrödinger equation with wave operator

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