An Efficient Solver for Fractional Diffusion Equations

Colloquia & Seminars

An Efficient Solver for Fractional Diffusion Equations
Date/Time:21 Aug 2019 16:00 Venue: S17 #05-11 SR5 Speaker: Wang Weicheng, National Tsing Hua University, Taiwan An Efficient Solver for Fractional Diffusion Equations The fractional order differential operators have attracted considerable attention recently as an essential tool for developing more sophisticated mathematical models that can accurately describe complex anomalous systems. Since the fractional order differential operators are nonlocal, the corresponding linear system involves a dense, structured Toeplitz matrix. Many research activities are devoted to developing robust and efficient solvers for such linear systems. In this talk, we propose a numerical method for the fractional diffusion equations based on a new preconditioner that can be used to develop direct and iterative solvers for fractional diffusion equations with total $O(N \log N)$ operations per time step. Numerical results suggests the new method is a competitive alternative to existing methods. Add to calendar: