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A fast algorithm for variable-order time-fractional diffusion equations via sum-of-exponentials technique
时间:2020年12月01日 09:12 点击数:

报告人:孙海卫

报告地点:腾讯会议

报告时间:2020年12月03日星期四09:00-10:00

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报告摘要:

A fast algorithm for solving the variable-order (VO) time-fractional diffusion equations. At first, we develop a fast method applying the sum-of-exponentials technique to approximate the VO Caputo fractional derivative. Compared with the general direct method, the proposed method can reduce the storage requirement from  to  and computational cost from  to , respectively, with  being the number of the time levels. In addition, this fast method is then used to construct a finite difference scheme to discretize the VO time-fractional diffusion equations. The computational complexity of the proposed scheme is of  with storage requirement, where  denotes the number of spatial grids. Theoretically, the stability and the convergence of the proposed scheme are further investigated. The effectiveness of the proposal algorithm is verified by numerical examples.

会议ID:895 442 769

主讲人简介:

孙海卫,澳门大学数学系主任,教授,博士生导师。1989年于中山大学获得应用数学硕士学位,1996 年于香港中文大学获得博士学位,师从著名计算数学专家Raymond Chan教授。主要研究领域为数值线性代数、分数阶微分方程快速算法、数值偏微分方程以及计算金融等。主持澳门自然科学基金项目多项,在 SIAM J. Numer. Anal., SIAM J. Sci. Comput. 等计算数学众多权威刊物上共发表70余篇高水平研究论文。任“International Journal Computer Mathematics”编委。

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