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(May 12) Fast algorithms for numerical solutions of fractional partial differential equations

Last updated :2019-05-07

Topic: Fast algorithms for numerical solutions of fractional partial differential equations
Speaker: Professor Haiwei SUN
(University of Macau)
Time: 16:00-17:00, Sunday, May 12, 2019
Venue: Room 416, Mathematics Building, Guangzhou South Campus, SYSU

Abstract:
The fractional partial differential equation is discretized by the implicit finite difference scheme with the shifted Grunwald formula. The scheme is unconditionally stable and the coefficient matrix possesses the Toeplitz-like structure. Several fast iterative methods are proposed to solve the resulting systems. Meanwhile, the fast Toeplitz matrix-vector multiplication is utilized to lower the computational cost with only O(N log N) complexity, where N is the number of grid points. Numerical experiments are given to demonstrate the efficiency of the proposed methods.