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

DOI10.1016/J.AML.2016.09.005MaRDI QIDQ338973zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 1264681 (Why is no real title available?)
• A Contour Integral Method for the Black–Scholes and Heston Equations
• A fast finite difference method for two-dimensional space-fractional diffusion equations
• 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
• Fast numerical contour integral method for fractional diffusion equations
• Finite difference approximations for two-sided space-fractional partial differential equations
• Maximum-norm error analysis of a numerical solution via Laplace transformation and quadrature of a fractional-order evolution equation
• On the sectorial property of the Caputo derivative operator
• Parabolic and hyperbolic contours for computing the Bromwich integral
• Preconditioned iterative methods for fractional diffusion equation
• Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations

Cited in

(2)

• Superconvergence of a finite element method for the time-fractional diffusion equation with a time-space dependent diffusivity
• Combination of sinc and radial basis functions for time-space fractional diffusion equations

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