An \(O(N \log ^{2}N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations

DOI10.1016/j.jcp.2011.07.003zbMath1229.65165OpenAlexW2057748165MaRDI QIDQ648045

Kaixin Wang, Hong Wang

Publication date: 22 November 2011

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2011.07.003

zbMATH Keywords

numerical examplefinite difference methodfast Fourier transformToeplitz matrixGaussian eliminationcirculant matrixanomalous diffusionfractional diffusion equationalternating-direction method

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Iterative numerical methods for linear systems (65F10) Numerical methods for discrete and fast Fourier transforms (65T50) Fractional partial differential equations (35R11)

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