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arXiv 1808.02170math.NAcs.NA
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非线性分数微分方程的一种新半隐式方法及其线性复杂度

A new class of semi-implicit methods with linear complexity for nonlinear fractional differential equations

Queensland University of Technology(昆士兰科技大学);University of Oxford(牛津大学);Brown University(布朗大学)

Fanhai Zeng, Ian Turner, Kevin Burrage, George Em Karniadakis

AI总结:

本文提出了一种新的半隐式方法用于求解非线性分数微分方程,研究其稳定性,并通过选择合适参数证明了其无条件稳定性,同时开发了高效的离散卷积计算策略,推导了快速卷积的误差界,验证了方法的有效性。

摘要:

我们提出了一种新的半隐式方法用于求解非线性分数微分方程,并研究其稳定性。几种版本的新方案通过选择合适的参数被证明是无条件稳定的。随后,我们开发了一种高效的策略来计算半隐式方法中分数算子近似所需的离散卷积,并推导了快速卷积的误差界。所提出的半隐式方法的内存需求和计算成本分别为$O(N\log n_T)$和$O(Nn_T\log n_T)$,其中$N$是一个合适的正整数,$n_T$是最终的时间步数。数值模拟,包括解决一个具有不同分数阶数的二维非线性分数扩散方程组的解,用于验证半隐式方法的有效性。

英文摘要:

We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters. Subsequently, we develop an efficient strategy to calculate the discrete convolution for the approximation of the fractional operator in the semi-implicit method and we derive an error bound of the fast convolution. The memory requirement and computational cost of the present semi-implicit methods with a fast convolution are about $O(N\log n_T)$ and $O(Nn_T\log n_T)$, respectively, where $N$ is a suitable positive integer and $n_T$ is the final number of time steps. Numerical simulations, including the solution of a system of two nonlinear fractional diffusion equations with different fractional orders in two-dimensions, are presented to verify the effectiveness of the semi-implicit methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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