数学与统计学院学术活动信息:澳门大学孙海卫教授学术报告

发布时间:2015-05-13   浏览次数:413


报 告 人:孙海卫教授

报告题目:Fast Algorithms for Block Triangular Toeplitz Matrix with Applications toTime-Fractional Partial Differential Equations

报告时间:2015年5月15日(周五)下午16:30—17:30

报告地点:静远楼1508学术报告厅


Abstract: A fastapproximate inversion method is proposed for the block lower triangularToeplitz with tri-diagonal blocks (BL3TB) matrix. The BL3TB matrix isapproximated by a block circulant-like matrix, which can be efficientlyinverted using the fast Fourier transforms. The good approximation is provedunder a certain condition. As applications, the discretized matrix by a finitedifference method for the fractional sub-diffusion equation is shown as a BL3TBmatrix and satisfies this condition. Therefore, the proposed method can beefficiently applied to find the numerical solution of the fractionalsub-diffusion equation. For the block lower triangular Toeplitz-like withtri-diagonal blocks (BL3TB-like) matrix, we propose a direct method based onthe divided-and-conquer strategy with cheaper computational complexity.Numerical experiments are carried out to demonstrate the excellence performanceof the proposed methods.

孙海卫教授个人简介:

孙海卫,澳门大学数学系副教授,博士生导师。1996年获得香港中文大学博士学位,2001年-2004年先后在美国Universityof Kentucky和University of Alabama从事博士后访问研究。主要研究领域为数值线性代数,微分方程数值解,控制论和计算金融等。先后主持和参与了多项国家自然科学基金项目、澳门科技发展基金项目和澳门大学基金项目,在SIAM J. Sci. Comput., J. Comput. Phys. 等国际著名期刊上发表学术论文40余篇。