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201900530 孙海卫 Fast Algorithms for Block Triangular Toeplitz Matrix with Applications to Time-Fractional Partial Differential Equations

发布时间:2019-05-29 17:20    浏览次数:    来源:

学术报告:Fast Algorithms for Block Triangular Toeplitz Matrix with
Applications to Time-Fractional Partial Differential Equations
报告人:孙海卫教授 (澳门大学)
报告时间:5月30日下午5:00-6:00
报告地点:数学院433
摘要:A fast approximate inversion method is proposed for the block lower triangular Toeplitz
with tri-diagonal blocks (BL3TB) matrix.  The BL3TB matrix is approximated by a block
circulant-like matrix, which can be efficiently inverted using the fast Fourier transforms.
The good approximation is proved under a certain condition. As applications, the
discretized matrix by a finite difference method for the fractional sub-diffusion equation
is shown as a BL3TB matrix and satisfies this condition. Therefore, the proposed method
can be efficiently applied to find the numerical solution of the fractional sub-diffusion
equation. For the block lower triangular Toeplitz-like with tri-diagonal blocks (BL3TB-
like) matrix, we propose a direct method based on the divided-and-conquer strategy with
cheaper computational complexity. Numerical experiments are carried out to
demonstrate the excellence performance of the proposed methods.  

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