An O(N ^2N) alternating-direction finite difference method for two-dimensional fractional diffusion equations
DOI10.1016/J.JCP.2011.07.003zbMATH Open1229.65165OpenAlexW2057748165MaRDI QIDQ648045FDOQ648045
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
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Gaussian eliminationToeplitz matrixcirculant matrixfinite difference methodnumerical examplefast Fourier transformanomalous diffusionfractional diffusion equationalternating-direction method
Iterative numerical methods for linear systems (65F10) Initial-boundary value problems for second-order parabolic equations (35K20) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for discrete and fast Fourier transforms (65T50)
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Cited In (85)
- Maximum norm error estimates of ADI methods for a two-dimensional fractional subdiffusion equation
- A generalization of trigonometric transform splitting methods for spatial fractional diffusion equations
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- A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation
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- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
- Preconditioned iterative methods for fractional diffusion equation
- A circulant preconditioner for fractional diffusion equations
- Compact alternating direction implicit method for two-dimensional time fractional diffusion equation
- Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation
- Finite element method for two-sided fractional differential equations with variable coefficients: Galerkin approach
- A new implicit compact difference scheme for the fourth-order fractional diffusion-wave system
- Fourier spectral methods for fractional-in-space reaction-diffusion equations
- Circulant preconditioners for a kind of spatial fractional diffusion equations
- A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing
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- Efficient spectral-Galerkin methods for fractional partial differential equations with variable coefficients
- A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients
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- An efficient iteration method for Toeplitz-plus-band triangular systems generated from fractional ordinary differential equation
- A fast and faithful collocation method with efficient matrix assembly for a two-dimensional nonlocal diffusion model
- A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations
- A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
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- Time-Splitting Schemes for Fractional Differential Equations I: Smooth Solutions
- A fourth-order scheme for space fractional diffusion equations
- Numerical methods for fractional partial differential equations
- Numerical inversions for diffusion coefficients in two-dimensional space fractional diffusion equation
- Numerical simulation of a class of fractional subdiffusion equations via the alternating direction implicit method
- An Efficient Second-Order Finite Volume ADI Method for Nonlinear Three-Dimensional Space-Fractional Reaction-Diffusion Equations
- Temporal Second-Order Finite Difference Schemes for Variable-Order Time-Fractional Wave Equations
- A compact locally one-dimensional method for fractional diffusion-wave equations
- Fast preconditioned iterative methods for finite volume discretization of steady-state space-fractional diffusion equations
- Domain decomposition methods for space fractional partial differential equations
- A Eulerian–Lagrangian control volume method for solute transport with anomalous diffusion
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- Block preconditioning strategies for time-space fractional diffusion equations
- Jacobi Spectral Collocation Method for the Time Variable-Order Fractional Mobile-Immobile Advection-Dispersion Solute Transport Model
- A fast second-order accurate method for a two-sided space-fractional diffusion equation with variable coefficients
- Spectral direction splitting methods for two-dimensional space fractional diffusion equations
- A divide-and-conquer fast finite difference method for space-time fractional partial differential equation
- Multigrid methods for space fractional partial differential equations
- Preconditioners with symmetrized techniques for space fractional Cahn-Hilliard equations
- An open-source parallel code for computing the spectral fractional Laplacian on 3D complex geometry domains
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- A Block Fast Regularized Hermitian Splitting Preconditioner for Two-Dimensional Discretized Almost Isotropic Spatial Fractional Diffusion Equations
- An efficient fourth-order accurate conservative scheme for Riesz space fractional Schrödinger equation with wave operator
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