Fast approximate inversion of a block triangular Toeplitz matrix with applications to fractional sub‐diffusion equations

DOI10.1002/nla.1972zbMath1349.65104OpenAlexW1607460358MaRDI QIDQ5739730

Publication date: 19 July 2016

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.1972

zbMATH Keywords

error estimates finite difference method numerical experiments fast Fourier transforms circulant matrix Fourier matrix fractional subdiffusion equation block triangular Toeplitz matrix

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) 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) Direct numerical methods for linear systems and matrix inversion (65F05) Toeplitz, Cauchy, and related matrices (15B05) Fractional partial differential equations (35R11)

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Uses Software

Matlab

Cites Work

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