澳门大学
报告题目: Fast Approximate Inversion of Block Triangular Toeplitz Matrix with Applications to Fractional Sub-Diffusion Equations
报告时间：2014年01月07日下午16:30
报告地点：海韵实验楼108
学院联系人：教授
报告摘要：The fractional diffusion equation is discretized by the implicit finite difference scheme with the shifted Grunwald formula. The scheme is unconditionally stable and the coefficient matrix possesses the Toeplitz-like structure. Several fast iterative methods are proposed to solve the resulting systems. Meanwhile, the fast Toeplitz matrix-vector multiplication is utilized to lower the computational cost with only O(N log N) complexity, where N is the number of grid points. Numerical experiments are given to demonstrate the efficiency of the proposed methods.
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