On numerical contour integral method for fractional diffusion equations with variable coefficients

DOI10.1016/J.AML.2016.09.005zbMATH Open1471.65170OpenAlexW2519565907MaRDI QIDQ338973FDOQ338973

Pin Lyu, Seak-Weng Vong

Publication date: 7 November 2016

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2016.09.005

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zbMATH Keywords

variable coefficientsfractional diffusion equationsnumerical contour integral

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)

Cites Work

• Finite difference approximations for two-sided space-fractional partial differential equations
• Title not available (Why is that?)
• A Fast Finite Difference Method for Two-Dimensional Space-Fractional Diffusion Equations
• Parabolic and hyperbolic contours for computing the Bromwich integral
• Preconditioned iterative methods for fractional diffusion equation
• A parallel method for time-discretization of parabolic problems based on contour integral representation and quadrature
• Error Analysis of a Finite Element Method for the Space-Fractional Parabolic Equation
• Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations
• Fast numerical contour integral method for fractional diffusion equations
• A Contour Integral Method for the Black–Scholes and Heston Equations
• On the sectorial property of the Caputo derivative operator
• Maximum-norm error analysis of a numerical solution via Laplace transformation and quadrature of a fractional-order evolution equation

Cited In (2)

• Title not available (Why is that?)
• Superconvergence of a finite element method for the time-fractional diffusion equation with a time-space dependent diffusivity

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