Fast numerical solution for fractional diffusion equations by exponential quadrature rule

Title
Fast numerical solution for fractional diffusion equations by exponential quadrature rule
Authors
Keywords
Fractional diffusion equation, Toeplitz-like structure, Exponential quadrature rule, Matrix exponential, Shift-invert Arnoldi, Preconditioned GMRES
Journal
JOURNAL OF COMPUTATIONAL PHYSICS
Volume 299, Issue -, Pages 130-143
Publisher
Elsevier BV
Online
2015-07-09
DOI
10.1016/j.jcp.2015.07.001

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