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Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic

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摘要 A finite difference/spectral scheme is proposed for the time fractional Ito equation.The mass conservation and stability of the numerical solution are deduced by the energy method in the L^(2)norm form.To reduce the computation costs,the fast Fourier transform technic is applied to a pair of equivalent coupled differential equations.The effectiveness of the proposed algorithm is verified by the first numerical example.The mass conservation property and stability statement are confirmed by two other numerical examples.
出处 《Communications on Applied Mathematics and Computation》 EI 2023年第4期1591-1600,共10页 应用数学与计算数学学报(英文)
基金 the National Natural Science Foundation of China(No.11701103) the Young Top-notch Talent Program of Guangdong Province of China(No.2017GC010379) the Natural Science Foundation of Guangdong Province of China(No.2022A1515012147) the Project of Science and Technology of Guangzhou of China(No.202102020704) the Opening Project of Guangdong Province Key Laboratory of Computational Science at the Sun Yat-sen University of China(2021023) the Science and Technology Development Fund,Macao SAR(File No.0005/2019/A) the University of Macao of China(File Nos.MYRG2020-00035-FST,MYRG2018-00047-FST).
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