A Space-Time Petrov-Galerkin Spectral Method for Time Fractional Diffusion Equation

DOI10.4208/NMTMA.2018.S10zbMath1438.65308OpenAlexW2916540042WikidataQ128351378 ScholiaQ128351378MaRDI QIDQ5197259

Jie Shen, Chang-Tao Sheng

Publication date: 20 September 2019

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/nmtma.2018.s10

zbMATH Keywords

error analysisfractional differential operatorgeneralized Jacobi functionsspace-time spectral methodFourier-like basis function

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Fractional derivatives and integrals (26A33) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Fractional partial differential equations (35R11) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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High-order compact finite volume scheme for the 2D multi-term time fractional sub-diffusion equation ⋮ A Spectrally Accurate Approximation to Subdiffusion Equations Using the Log Orthogonal Functions ⋮ Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise ⋮ Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation ⋮ A novel numerical scheme for a time fractional Black-Scholes equation ⋮ Rational Spectral Methods for PDEs Involving Fractional Laplacian in Unbounded Domains ⋮ Linearized Galerkin FEMs for nonlinear time fractional parabolic problems with non-smooth solutions in time direction ⋮ An exponentially convergent scheme in time for time fractional diffusion equations with non-smooth initial data ⋮ Convergence analysis of a Petrov-Galerkin method for fractional wave problems with nonsmooth data ⋮ An efficient space-time method for time fractional diffusion equation ⋮ Time-space spectral Galerkin method for time-fractional fourth-order partial differential equations

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