1. Sylvester Equations and the numerical solution of partial fractional differential equations.
- Author
-
Harker, Matthew and O'Leary, Paul
- Subjects
- *
SYLVESTER matrix equations , *NUMERICAL solutions to partial differential equations , *MATRICES (Mathematics) , *BOUNDARY value problems , *DERIVATIVES (Mathematics) - Abstract
We develop a new matrix-based approach to the numerical solution of partial differential equations (PDE) and apply it to the numerical solution of partial fractional differential equations (PFDE). The proposed method is to discretize a given PFDE as a Sylvester Equation, and parameterize the integral surface using matrix algebra. The combination of these two notions results in an algorithm which can solve a general class of PFDE efficiently and accurately by means of an O ( n 3 ) algorithm for solving the Sylvester Matrix Equation (over an m × n grid with m ∼ n ). The proposed parametrization of the integral surface allows for the solution with the more general Robin boundary conditions, and allows for high-order approximations to derivative boundary conditions. To achieve our ends, we also develop a new matrix-based approximation to fractional order derivatives. The proposed method is demonstrated by the numerical solution of the fractional diffusion equation with fractional derivatives in both the temporal and spatial directions. [ABSTRACT FROM AUTHOR]
- Published
- 2015
- Full Text
- View/download PDF