Residential College | false |
Status | 已發表Published |
Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic | |
Cen, Dakang1,2; Wang, Zhibo1; Vong, Seakweng2 | |
2022-12 | |
Source Publication | Communications on Applied Mathematics and Computation |
ISSN | 2096-6385 |
Volume | 5Issue:4Pages:1591-1600 |
Abstract | 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 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. |
Keyword | Finite Difference Method Spectral Method Stability Time Fractional Ito Equation |
DOI | 10.1007/s42967-022-00223-z |
URL | View the original |
Indexed By | ESCI |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000905524100001 |
Publisher | SPRINGERNATURECAMPUS, 4 CRINAN ST, LONDON N1 9XW, ENGLAND |
Scopus ID | 2-s2.0-85144934726 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS University of Macau |
Corresponding Author | Cen, Dakang; Wang, Zhibo; Vong, Seakweng |
Affiliation | 1.School of Mathematics and Statistics, Guangdong University of Technology, Guangzhou, Guangdong, 510006, China 2.Department of Mathematics, University of Macau, Macao |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Cen, Dakang,Wang, Zhibo,Vong, Seakweng. Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic[J]. Communications on Applied Mathematics and Computation, 2022, 5(4), 1591-1600. |
APA | Cen, Dakang., Wang, Zhibo., & Vong, Seakweng (2022). Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic. Communications on Applied Mathematics and Computation, 5(4), 1591-1600. |
MLA | Cen, Dakang,et al."Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic".Communications on Applied Mathematics and Computation 5.4(2022):1591-1600. |
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