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Double exponential quadrature for fractional diffusion

We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz–Dunford functional calculus. Compared to related schemes, the new method provides faster convergence with fewer parameters that ne...

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Detalles Bibliográficos
Autor principal: Rieder, Alexander
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9998606/
https://www.ncbi.nlm.nih.gov/pubmed/36915282
http://dx.doi.org/10.1007/s00211-022-01342-8