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Journal of Scientific Computing
Published in: Journal of Scientific Computing 1/2016

19-03-2015

Fast Numerical Contour Integral Method for Fractional Diffusion Equations

Authors: Hong-Kui Pang, Hai-Wei Sun

Published in: Journal of Scientific Computing | Issue 1/2016

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Abstract

The numerical contour integral method with hyperbolic contour is exploited to solve space-fractional diffusion equations. By making use of the Toeplitz-like structure of spatial discretized matrices and the relevant properties, the regions that the spectra of resulting matrices lie in are derived. The resolvent norms of the resulting matrices are also shown to be bounded outside of the regions. Suitable parameters in the hyperbolic contour are selected based on these regions to solve the fractional diffusion equations. Numerical experiments are provided to demonstrate the efficiency of our contour integral methods.
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Metadata
Title
Fast Numerical Contour Integral Method for Fractional Diffusion Equations
Authors
Hong-Kui Pang
Hai-Wei Sun
Publication date
19-03-2015
Publisher
Springer US
Published in
Journal of Scientific Computing / Issue 1/2016
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-015-0012-9

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