UM  > Faculty of Science and Technology  > DEPARTMENT OF MATHEMATICS
Residential Collegefalse
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 PublicationCommunications on Applied Mathematics and Computation
ISSN2096-6385
Volume5Issue: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.

KeywordFinite Difference Method Spectral Method Stability Time Fractional Ito Equation
DOI10.1007/s42967-022-00223-z
URLView the original
Indexed ByESCI
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000905524100001
PublisherSPRINGERNATURECAMPUS, 4 CRINAN ST, LONDON N1 9XW, ENGLAND
Scopus ID2-s2.0-85144934726
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
University of Macau
Corresponding AuthorCen, Dakang; Wang, Zhibo; Vong, Seakweng
Affiliation1.School of Mathematics and Statistics, Guangdong University of Technology, Guangzhou, Guangdong, 510006, China
2.Department of Mathematics, University of Macau, Macao
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity 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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Cen, Dakang]'s Articles
[Wang, Zhibo]'s Articles
[Vong, Seakweng]'s Articles
Baidu academic
Similar articles in Baidu academic
[Cen, Dakang]'s Articles
[Wang, Zhibo]'s Articles
[Vong, Seakweng]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Cen, Dakang]'s Articles
[Wang, Zhibo]'s Articles
[Vong, Seakweng]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.