On the use of matrix functions for fractional partial differential equations

DOI10.1016/j.matcom.2010.10.009zbMath1210.65162OpenAlexW1993047937MaRDI QIDQ631233

Roberto Garrappa, Marina Popolizio

Publication date: 22 March 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2010.10.009

zbMATH Keywords

numerical experimentssemidiscretizationrational approximationKrylov subspace methodfractional differential equationmatrix functionconvolution quadrature rules

Mathematics Subject Classification ID

Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Fractional partial differential equations (35R11) Initial value problems for systems of linear first-order PDEs (35F40)

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Uses Software

• Matlab
• FODE
• Mittag-Leffler
• mftoolbox

Cites Work

• Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
• Finite difference approximations for the fractional Fokker-Planck equation
• The CF table
• Space-time fractional Schrödinger equation with time-independent potentials
• Fractional Adams-Moulton methods
• Rational Chebyshev approximation on the unit disk
• Rationale Tschebyscheff-Approximation über unbeschränkten Intervallen
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Numerical solution of the space fractional Fokker-Planck equation.
• RD-rational approximations of the matrix exponential
• Detailed error analysis for a fractional Adams method
• Solution for a fractional diffusion-wave equation defined in a bounded domain
• Finite difference approximations for fractional advection-dispersion flow equations
• Talbot quadratures and rational approximations
• Numerical algorithm for the time fractional Fokker-Planck equation
• A generalized differential transform method for linear partial differential equations of fractional order
• Discretized Fractional Calculus
• Fractional diffusion and wave equations
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• Circularity of the Error Curve and Sharpness of the CF Method in Complex Chebyshev Approximation
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• Functions of Matrices
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