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学术报告: Fast Approximate Inversion of Block Triangular Toeplitz Matrix with Applications to Fractional Sub-Diffusion Equations

报告人:澳门大学孙海卫教授

 

  报告题目: Fast Approximate Inversion of Block Triangular Toeplitz Matrix with Applications to Fractional Sub-Diffusion Equations

 

报告时间:20140107日下午16:30

 

报告地点:海韵实验楼108

 

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.