报 告 人：孙海卫 教授（澳门大学）
报告题目：Exponential Quadrature Rule for Fractional Diffusion Equations
报告时间：2016年5月24日（周二）下午3点40分
报告地点：静远楼1506学术报告厅
主办单位：数学与统计学院、科技处
报告摘要：In this talk, we study the fractional diffusion equations. After spatial discretization to the fractional diffusion equation by the shifted Grunwald formula, it leads to a system of ordinary differential equations, where the resulting coefficient matrix possesses the Toeplitz-like structure. An exponential quadrature rule is employed to solve such a system of ordinary differential equations. The convergence by the proposed method is theoretically studied. In practical computation, the product of a Toeplitz-like matrix exponential and a vector is calculated by the shift-invert Arnoldi method. Meanwhile, the coefficient matrix satisfies a condition that guarantees the fast approximation by the shift-invert Arnoldi method. Numerical results are given to demonstrate the efficiency of the proposed method. This is a joint work with Lu Zhang and Hong-kui Pang.