A note on parallel preconditioning for the all-at-once solution of Riesz fractional diffusion equations
The $ p $-step backwards difference formula (BDF) for solving the system of ODEs can result
in a kind of all-at-once linear systems, which are solved via the parallel-in-time …
in a kind of all-at-once linear systems, which are solved via the parallel-in-time …
A novel numerical scheme for a time fractional Black–Scholes equation
M She, L Li, R Tang, D Li - Journal of Applied Mathematics and Computing, 2021 - Springer
This paper consists of two parts. On one hand, the regularity of the solution of the time-
fractional Black–Scholes equation is investigated. On the other hand, to overcome the …
fractional Black–Scholes equation is investigated. On the other hand, to overcome the …
All-at-once multigrid approaches for one-dimensional space-fractional diffusion equations
We focus on a time-dependent one-dimensional space-fractional diffusion equation with
constant diffusion coefficients. An all-at-once rephrasing of the discretized problem, obtained …
constant diffusion coefficients. An all-at-once rephrasing of the discretized problem, obtained …
Multigrid methods for fractional diffusion equations
K Trotti - 2021 - folia.unifr.ch
Recent years have seen the rapid growth in interest towards fractional calculus. Fractional
calculus plays an important role in modelling anomalous diffusion phenomena, however …
calculus plays an important role in modelling anomalous diffusion phenomena, however …
[PDF][PDF] A parallel-in-time preconditioning for the all-at-once solution of Riesz fractional diffusion equations
XM Gua, YL Zhaoc, XL Zhaoc, B Carpentierid… - researchgate.net
The p-step backward difference formula (BDF) for solving systems of ODEs can be
formulated as all-at-once linear systems that are solved by parallel-in-time preconditioned …
formulated as all-at-once linear systems that are solved by parallel-in-time preconditioned …